Всего публикаций в данном разделе: 15876

Опубликовано на портале: 09-01-2003
Система "Соционет" (руководитель - Сергей Паринов) представляет собой механизм виртуальной интеграции существующих в Интернете разнородных информационных ресурсов, по общественным наукам, децентрализованных как по их расположению на серверах различных организаций, так и по форме ответственности за их содержание.

Опубликовано на портале: 05-01-2003
Eric Ghysels, Denise R. Osborn
Cambridge: Cambridge University Press, 2003
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.

Опубликовано на портале: 05-01-2003
James H. Stock
Boston: Addison Wesley Higher Education, 2003
Econometrics comes alive with Introduction to Econometrics!
This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis and integrate large data sets and modern, real-world questions into the theoretical development of the text.
The intuitive approach of Introduction to Econometrics uses interesting applications to motivate theory, and theory to match the applications. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments base their decisions.

Опубликовано на портале: 05-01-2003
David A. Dickey, Elmahdy Said Said Biometrika. 1984.  Vol. 71. No. 3. P. 599-607.
Recently, methods for detecting unit roots in autoregressive and autoregressive-moving average time series have been proposed. The presence of a unit root indicates that the time series is not stationary but that differencing will reduce it to stationarity. The tests proposed to data require specification of the number of autoregressive and moving average coefficients in the model. In this paper we develop a test for unit roots which is based on an approximation of an autoregressive-moving average model by an autoregression. The test statistic is standard output from most regression programs and has a limit distribution whose percentiles have been tabulated. An example is provided.

Опубликовано на портале: 05-01-2003
Raj Jain, Imrich Chlamtac Communications of the ACM (CACM). 1985.  Vol. 28. No. 10. P. 1076-1085.
A heuristic algorithm is proposed for dynamic calculation of the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of observations. This makes it ideal for implementing in a quantile chip that can be used in industrial controllers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the algorithm is analyzed.

Опубликовано на портале: 05-01-2003
Morton B. Brown, Alan B. Forsythe Journal of the American Statistical Association. 1974.  Vol. 69. No. 346. P. 364-367.
Alternative formulations of Levene's test statistic for equality of variances are found to be robust under nonnormality. These statistics use more robust estimators of central location in place of the mean. They are compared with the unmodified Levene's statistic, a jackknife procedure, and a $\chi^2$ test suggested by Layard which are all found to be less robust under nonnormality.

Опубликовано на портале: 05-01-2003
Thomas Doan, Robert B. Litterman, Christopher Sims Econometric Reviews. 1984.  Vol. 3. No. 1. P. 1-100.
This paper develops a forecasting procedure based on a Bayesian method for estimating vector autoregressions. The procedure is applied to ten macroeconomic variables and is shown to improve out-of-sample forecasts relative to univariate equations. Authors provided uniconditional forecasts as 1982:12 and 1983:3. They also describes how such as this can be used to make conditional projections and to analyze policy alternatives. As an example, they analyzed a Congressional Budget Office forecast made in 1982:12. While no automatic casual interpretations arise from models like ours, they provide a detailed characterization of the dynamic statistical interdependence of a set of economic variable, which may help in evaluating casual hypoteses, without containing any such hypotheses themselves.

Labor Economics II [учебная программа]
Опубликовано на портале: 05-01-2003
Peter McClelland
This course is a graduate level seminar on topics selected from the field of labor economics. The objective of the seminar is to provide the student with a thorough understanding of the issues and methodological approaches to research in labor economics. This knowledge will be acquired through a critical review of the literature. It is hoped that the seminar will generate dissertation topics or further along the development of dissertations already in progress.

Labour Economics [учебная программа]
Опубликовано на портале: 05-01-2003
Alan Manning
The aim of this course is to acquaint students with traditional topics in labour economics and to encourage the development of independent research interests. Prerequisites include intermediate microeconomics and econometrics.

Econ247: Labor Economics II [учебная программа]
Опубликовано на портале: 05-01-2003
Luigi Pistaferri

Journal of Business and Economic Statistics [интернет ресурс]
Обновлено: 09-12-2010

The Journal of Business and Economic Statistics (JBES) publishes articles dealing with a broad range of applied problems in business and economic statistics. The topics include forecasting, seasonal adjustment, applied demand and cost analysis

Generalised residuals [статья]
Опубликовано на портале: 05-01-2003
Christian Gourieroux, Alain Monfort, Alain Trognon, Eric Renault Journal of Econometrics. 1987.  Vol. 34. No. 1-2. P. 5-32.
This paper proposes a definition of generalised residuals for a large class of non-linear econometric models. These residuals are shown to have properties similar to those of the familiar residuals in the linear model and to be useful in many hypothesis testing problems.

Опубликовано на портале: 05-01-2003
Manuel Arellano
Oxford: Oxford University Press, 2003
Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components.

Опубликовано на портале: 05-01-2003
Ред.: Robert F. Engle
Oxford: Oxford University Press, 2003
In this interesting survey of recent developments in the field of cointegration, the authors discuss how cointegration (the linking of long run components of a pair or of a group or series), can be used to discuss some types of equilibrium and to introduce those equilibria into time-series models in a fairly uncontroversial way. The authors discuss the basic ideas in their introduction and the final chapters review the most recent developments in the field in a non-technical manner.

Опубликовано на портале: 05-01-2003
Arthur S. Goldberger
Cambridge, Mass: Harvard University Press, 2003
This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger, an outstanding researcher and teacher of econometrics, views the subject as a tool of empirical inquiry rather than as a collection of arcane procedures. The central issue in such inquiry is how one variable is related to one or more others. Goldberger takes this to mean "How does the average value of one variable vary with one or more others?" and so takes the population conditional mean function as the target of empirical research. The structure of the book is similar to that of Goldberger's graduate-level textbook, A Course in Econometrics, but the new book is richer in empirical material, makes no use of matrix algebra, and is primarily discursive in style. A great strength is that it is both intuitive and formal, with ideas and methods building on one another until the text presents fairly complicated ideas and proofs that are often avoided in undergraduate econometrics. To help students master the tools of econometrics, Goldberger provides many theoretical and empirical exercises and, on an accompanying diskette, real micro-and macroeconomic data sets. The data sets deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve.

Обновлено: 09-12-2010

This series serves as a valuable research tool for economists and business analysts desiring to incorporate the latest developments in econometric methodology in their work. Emphasis is placed on expositional clarity and ease of assimilation for readers who are unfamiliar with a given topic of a volume.

Biometrika [интернет ресурс]
Обновлено: 09-12-2010

Biometrika is primarily a journal of statistics in which emphasis is placed on papers containing original theoretical contributions of direct or potential value in applications. From time to time, papers in bordering fields are also published. Biometrika is published by the Biometrika Trust and distributed by Oxford University Press.

Econometric Theory [интернет ресурс]
Обновлено: 09-12-2010

Econometric Theory is an international journal dedicated to advancing theoretical research in econometrics. The journal provides an authoritative, centralized, professional outlet for original contributions in all of the major areas of econometrics. As well

Econometric Reviews [интернет ресурс]
Обновлено: 09-12-2010

Econometric Reviews probes the limits of econometric knowledge, featuring retrospective, critical, and readable surveys of current economic conditions that determine where future efforts should be directed. Offering readers a unique perspective on state-of-the-art information, Econometric Reviews contains useful material for econometricians, business economists, statisticians, sociologists, psychologists, Readership econometricians business economists statisticians sociologists psychologists

Journal of Applied Probability [интернет ресурс]
Обновлено: 09-12-2010

For nearly four decades, the Journal of Applied Probability and Advances in Applied Probability have provided a forum for original research and reviews in applied probability, mapping the development of probability theory and its applications to physical, biological and medical, social and technological problems.