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Econometrics and econometric modeling
2021The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag ...
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Econometrica, 1985
The widespread use of prior information in formulating, estimating, and using econometric models is reviewed. Attempts to avoid the use of prior information by formulating multivariate statistical VAR and ARMA time series models for economic time series data have resulted in heavily over-parametrized models.
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The widespread use of prior information in formulating, estimating, and using econometric models is reviewed. Attempts to avoid the use of prior information by formulating multivariate statistical VAR and ARMA time series models for economic time series data have resulted in heavily over-parametrized models.
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2023
In this chapter, we take up Black-Scholes, which is considered to be the most difficult of econometrics and visualize its contents dynamically. What is the Black-Scholes formula? Black-Scholes is about the world of ever-changing stock prices. For person A, who cannot buy stocks now, but intends to buy more stocks someday, the price increase is a ...
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In this chapter, we take up Black-Scholes, which is considered to be the most difficult of econometrics and visualize its contents dynamically. What is the Black-Scholes formula? Black-Scholes is about the world of ever-changing stock prices. For person A, who cannot buy stocks now, but intends to buy more stocks someday, the price increase is a ...
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Econometric Theory, 2002
There are six factors that can enhance or weaken an econometrics text: coverage, lucidity, speed, independence, examples, and exercises. With clear explanations and a smooth pace, Fumio Hayashi's Econometrics succeeds as a solid first-year graduate text.
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There are six factors that can enhance or weaken an econometrics text: coverage, lucidity, speed, independence, examples, and exercises. With clear explanations and a smooth pace, Fumio Hayashi's Econometrics succeeds as a solid first-year graduate text.
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Econometric Model Determination
Econometrica, 1996Summary: Our general subject is model determination methods and their use in the prediction of economic time series. The methods suggested are Bayesian in spirit but they can be justified by classical as well as Bayesian arguments. The main part of the paper is concerned with model determination, forecast evaluation, and the construction of evolving ...
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