Kooperativer Bibliotheksverbund

UID:

Format: 46 S. , zahlr. Ill.

Series Statement: Welt der Kunst

Language: German

Subjects: Art History

Keywords: Dyck, Anton van 1599-1641 ; Van Dyck, Albert 1902-1951 ; Bildband ; Bildband ; Dyck, Anton van

Author information: Eckardt, Götz 1928-1992

Author information: Dyck, Anton van 1599-1641

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Format: XVI, 280 S. , graph. Darst.

Edition: 1. publ., 5. print.

ISBN: 0521770416 , 0521779650

Note: Includes bibliographical references (p. 254-271) and index

Language: English

Subjects: Economics , Mathematics

Keywords: Nichtlineare Zeitreihenanalyse ; Finanzmathematik ; Mathematisches Modell ; Kapitalanlage ; Rentabilität ; Volatilität ; Nichtlineare Zeitreihenanalyse

URL: Sample text

URL: Publisher description

URL: Table of contents

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Format: 1 Online-Ressource (xii, 332 Seiten) , ill

ISBN: 9781781951323

Note: Includes bibliographical references and index , pt. 1. Framework for understanding innovation diffusion -- pt. 2. Cases of SMES and innovation -- pt. 3. Innovation in times of economic crisis -- pt .4. Mechanisms for innovation diffusion -- pt. 5. Conclusions and recommendations , Innovation is crucial for small enterprises to become and remain competitive in the global economy. In this book, the authors have combined theoretical insights with comprehensive case studies on innovation among small-scale enterprises in developing countries, paying particular attention to technological change in clusters of small firms

Additional Edition: Erscheint auch als Druckausgabe ISBN 1840649143

Additional Edition: Erscheint auch als Druckausgabe ISBN 9781840649147

Language: English

Subjects: Economics

Keywords: Entwicklungsländer ; Klein- und Mittelbetrieb ; Innovation ; Fallstudiensammlung

DOI: 10.4337/9781781951323

URL: Volltext  (URL des Erstveröffentlichers)

URL: FULL  ((Currently Only Available on Campus))

UID:

Format: 413 S. , zahlr. Ill., graph. Darst., Kt.

Edition: Repr.

ISBN: 9812568360 , 9789812568366

Note: Literaturangaben , Aus dem Niederländ. übers.

Language: English

Keywords: Trinkwasser ; Wassergüte

URL: Table of contents

UID:

Format: 335 pages , illustrations , 19 x 15.5 cm

ISBN: 9789063692056 , 9789063693718 , 9063692056 , 9063693710

Content: "The authors, design practitioners and educators, bringing together in this book 15 years of knowledge, practice and research, have produced the first book about how, as a designer, to formulate a vision for new and appropriate products. They call this new approach Vision in Product Design (ViP). It strikes a good balance between structuring the process of design while allowing the designers to take a personal position and fully express themselves in producing a product. ViP is both a method and a design philosophy. Besides explaining what ViP is all about, the book offers a rich array of narratives like conversations, cases, literature and creative materials (both academic and popular) and illustrations like models and pictures. Through these different pathways the reader will better understand ViP and will be able to interact with the book, both in practice as in educational context in more various ways. The book targets primary at students in design education, both in product design, as in interactive and strategic design. But also for design practitioners the book is a perfect reference manual, to structure design activities, provide concepts for discussion and help in avoiding design mistakes."

Note: EDITORIAL NOTE: first published: ©2011

Language: English

Keywords: Case studies ; Handbooks and manuals

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Format: xxv, 787 pages : , illustrations ; , 25.5 x 19 cm.

ISBN: 9780199268016 (hbk.) , 0199268010 (hbk.)

Content: MACHINE-GENERATED SUMMARY NOTE: "Applied work in business and economics often require a solid understanding of econometric methods to support decision making. This book provides this, encouraging an active engagement with these methods by means of examples and exercises, so that the student develops a working understanding and hands-on experience with current day econometrics."

Content: MACHINE-GENERATED SUMMARY NOTE: "This book has grown out of half a century of experience of teaching undergraduate econometrics at the Econometric Institute in Rotterdam. It combines a solid exposition of econometric methods with the application-oriented approach that is characteristic of the Rotterdam tradition in econometrics. Covering basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, generalized method of moments), this books explains their practical applications in modern business and economics and provides examples of these. Much attention is paid to the creative process of model building, with due attention for diagnostic testing and model improvement. The last part of the book is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). In addition, data sets and (for instructors) full solutions of all exercises are available to readers. The book provides a thorough training in modern applications of econometrics to practical questions in business and economics. It is guided by a spirit of practical learning, and provides a wealth of examples and practical exercises based on a wide variety of data sets drawn from business and micro, macro, and international economics. The book will be suitable for introductory applied econometrics courses at undergraduate level up to more advanced courses at the graduate level."

Note: MACHINE-GENERATED CONTENTS NOTE: Introduction -- Review of statistics -- Simple regression -- Multiple regression -- Non-linear methods -- Diagnostic tests and model adjustments -- Qualitative and limited dependent variables -- Time series and dynamic models -- Appendix A : Matrix methods -- Appendix B : Data sets -- Index.

Language: English

Keywords: Textbooks

UID:

Format: 1 online resource (220 pages)

Edition: 1st ed.

ISBN: 9780714643335 , 9780203988114

Series Statement: Routledge Research EADI Studies in Development Series v.7

Content: Enterprise Clusters and Networks in Developing Countries analyses the functions and advantages of clusters and networks for small enterprises in developing countries. In the opening chapter the editors describe different types of clusters and networks and compare the diverse forms of external economies and co-operation effects derived from them. Taking a multidiscplinary approach, they point out it is trust that is the social basis for positive effects of clustering and networking, which are often sources of co-operation and technology diffusion for small enterprises in developing countries

Note: Book Cover -- Half-Title -- Title -- Copyright -- Contents -- Notes on Contributors -- Clusters and Networks as Sources of Cooperation and Technology Diffusion for Small Enterprises in Developing Countries -- I. INTRODUCTION -- II. CLUSTERS, DISTRICT AND NETWORKS -- III. TRUST -- IV. EXTERNAL ECONOMIES AND CO-OPERATION EFFECTS -- V. ORGANISATION OF THE BOOK -- NOTES -- REFERENCES -- PART I -- Clusters of Enterprises Within Systems of Production and Distribution: Collective Efficiency and Transaction Costs -- I. INTRODUCTION -- II. TRANSACTION COSTS AND UNDERSTANDING THE ENTERPRISE -- III. PROCESSES OF VERTICAL AND HORIZONTAL (DIS) INTEGRATION -- IV. THE STRUCTURE OF THE MAIZE TRADE AND MILLING INDUSTRIES -- Tanzania -- Zimbabwe -- Uganda -- V. COLLECTIVE EFFICIENCY AND THE STRUCTURE OF CLUSTERS -- Vertical and Horizontal Specialisation in Enterprise Clusters -- The Sector-Specific Industrial Cluster or Marshallian District -- The Market Town -- Typology of Enterprise Clusters -- VI. LIMITS TO AND POLICIES FOR COLLECTIVE EFFICIENCY -- REFERENCES -- 3 Footwear Industrial Districts in Italy and Mexico -- I. INTRODUCTION -- II. THE 'TEXTBOOK' MODEL -- III. THE CASE STUDIES -- The Italian Districts: Brenta and Marche -- (a) Backward Linkages -- (b) Forward Linkages -- (c) Horizontal linkages -- (d) Linkages with the Labour Market -- (e) Institutional linkages -- The Mexican Clusters: Guadaljara and Leon -- (a) Backward Linkages -- (b) Forward Linkages -- (c) Horizontal Linkages -- (d) Linkages with the Labour Market -- (e) Institutional Linkages -- IV. A COMPARISON OF COLLECTIVE EFFECTS -- V. THE REALITY COMPARED WITH THE 'TEXTBOOK' MODEL -- NOTES -- REFERENCES -- The Significance of Spatial Clustering:External Economies in the Peruvian Small-Scale Clothing Industry -- I. INTRODUCTION -- II. WHY CLUSTERING MATTERS: SOME THEORETICAL NOTES , III. 'EXTERNAL ECONOMIES' IN ECONOMIC LITERATURE: A BRIEF REVIEW -- IV. THE TERRITORIAL DIMENSION OF THE ENVIRONMENT OF FIRMS -- V. EMPIRICAL EVIDENCE OF THE EFFECTS OF CLUSTERING -- Vertical Inter-firm Linkags at the Level of the Clothing Branch of Industry -- Horizontal Linkages at the Level of the Clothing Branch of Industry -- The Effects of Spatial Clustering at the Level of the Clothing Process: A Summary -- Vertical Inter-firm Linkages Along the Value Chain -- Empirical Evidence Regarding Backward Linkages -- Empirical Evidence Regarding Forward Linkages -- The Effects of Spatial Clustering Beyond the Clothing Process -- A Few Remarks on the Role of Institutions and Macroeconomic Conditions -- VI. CONCLUSIONS -- NOTES -- REFERENCES -- PART II -- Opportunities for Women in Ouagadougou's Informal Sector: An Analysis Based on the Flexible Specialisation Concept -- I. INTRODUCTION -- II. FLEXIBLE SPECIALISATION DEFINED -- III. METHODOLOGY -- IV. TECHNOLOGY AND AN INNOVATIVE MENTALITY -- V. INTER-FIRM CO-OPERATION -- Entrepreneurs with the Same Activity Joining Together -- Co-operation between Complementary Activities -- Using Other Enterprises for Equipment and/or Training -- Being Co-Entrepreneurs -- Renting out the Workshop or Opening a Branch Office -- VI. CLUSTERING -- VII. NETWORKS OF FAMILY AND FRIENDS -- VIII. SKILLED MANPOWER -- IX. FLEXIBILITY -- X. DIVERSIFICATION: EXPANDING THE ACTIVITY -- Other Types of Diversification -- Diversification: Being an Entrepreneur and a Farmer -- XI. RECOMMENDATIONS -- XII. CONCLUSIONS -- NOTES -- REFERENCES -- 6 Industrial District or Garment Ghetto? Nairobi's Mini-Manufacturers -- I. INTRODUCTION -- II. THE BENEFITS OF CLUSTERING -- III. METHODOLOGY -- Study Design -- Sampling and Data Collection -- IV. NAIROBI S GARMENT INDUSTRY -- Types of Garment Manufacturing Firms in Nairobi , IV. THE NATURE AND TYPES OF LOANS -- Interlinkage of Loans -- Loan Sizes and Maturity -- Pledging of Collateral -- Use of Intermediary Credit Agents -- V. RATIONING, CLIENT SORTING AND LOAN MONITORING -- Sorting Behaviour: Screening Costs -- Loan Monitoring -- IV. CONCLUSIONS -- NOTES -- REFERENCES -- 9 Enterprise Networks and Technological Change: Aspects of Light Engineering and Metal Working in Accra -- I. INTRODUCTION -- II. A BRIEF DESCRIPTION OF THE ENTERPRISES VISITED -- III. TECHNOLOGY AND NETWORKS IN LIGHT ENGINEERING -- Training and Tacit Knowledge -- Gradual Mechanisation -- Co-operation in Light Engineering Networks -- Product Range -- IV. EXTERNAL NETWORKS OF THE LIGHT ENGINEERING SECTOR -- Local Relations -- Input Networks -- Output Networks -- User-Producer Interaction and Product Design -- V. MECHANISATION IN OTHER PRODUCTION NETWORKS -- VI. CONCLUSION -- NOTES -- REFERENCES -- 10 From SMEs to Industrial Districts in the Process of Internationalisation: Theory and Evidence -- I. THEORETICAL HYPOTHESES AND THE 'STAGE' OF INTERNATIONALISATION -- II. EVIDENCE ON INTERNATIONAL EXPANSION OF ITALIAN FIRMS IN LATIN AMERICA -- III. SUPPORT POLICIES FOR SMES FOREIGN INVOLVEMENT: CASE ARGENTINA -- IV. A THEORY OF THE INTERNATIONALISATION OF INDUSTRIAL DISTRICTS -- V. POSSIBLE COLLABORATION WITH LATIN AMERICAN QUASI-INDUSTRIAL DISTRICTS -- VI. SUMMARY AND CONCLUSIONS -- NOTES -- REFERENCES , Mini-Manufacturers: An Overview -- V. THE GARMENT MARKETS -- History of the Garment Markets -- Characteristics of the Clusters -- Inter-firm Relations -- Social and Professional Networks -- Dynamism and Resilience -- VI. CONCLUSIONS -- Findings and Research Needs -- Possible Interventions -- NOTES -- REFERENCES -- 7 Small Enterprise Associations and Networks: Evidence from Accra -- I. INTRODUCTION -- II. THE RESEARCH METHODS -- III. COPING STRATEGIES OF THE POOR -- IV. ECONOMIC ACTIVITIES OF THE URBAN POOR -- V. CHARACTERISTICS OF THE ECONOMIC ACTIVITIES OF THE POOR -- Heterogenity -- Differentiation -- The Poor are at the Bottom End -- The Importance of Networks -- Low Productivity -- Conclusion -- VI. CONSTRAINTS FOR GROWTH -- Low Labour Productivity -- Lack of Connections or Networks -- Ethnic Factors -- Limited Access to Capital -- Barriers to Entry -- Cost of Formalisation -- Competition -- Increased Costs -- Seasonality -- VII. OPPORTUNITIES -- Diversification -- Discovering Niche Markets -- Good Relations -- Location -- Entrepeneurial Drive -- Informal Financing -- VIII. POVERTY, LABOUR MARKETS AND ECONOMIC ACTIVITIES -- IX. INCREASING PRODUCTIVE EMPLOYMENT -- The Appropriate Policy Context -- Targeted Assistance -- Safety Net Constructions -- X. RECOMMENDATIONS TO DEVELOP THE ACTIVITIES OF THE POOR -- NOTES -- REFERENCES -- PART III -- 8 Trust Building in Tanzania's Informal Credit Transactions -- I. INTRODUCTION -- II. TYPE OF INFORMAL FINANCIAL INSTITUTIONS -- Arrangements among Relatives, Neighbours and Friends -- Commercial Moneylenders: Landlords and Traders -- Savings and Credit Societies -- Rotating, Savings and Credit Associations -- Types of Borrowers and Use of Credit -- III. THE NATURE OF INFORMAL SECTOR CREDIT -- Trust, Adverse Selection, Moral Hazard and Enforcement -- IV. THE USE OF PERSONAL TIES TO ENHANCE TRUST

Additional Edition: Print version van Dijk, Meine Pieter Enterprise Clusters and Networks in Developing Countries London : Taylor & Francis Group,c1997 ISBN 9780714643335

Language: English

Keywords: Electronic books

URL: FULL  ((OIS Credentials Required))

UID:

Format: 1 online resource (269 pages)

Edition: 1st ed.

ISBN: 9781412900904 , 9781848604803

Content: How best can we understand why the application of information and communication technology in organizations succeeds or fails? Calling on technical, organizational, social, psychological and economic perspectives, this book provides a fresh and comprehensive framework for answering this question

Note: Cover Page -- Title -- Copyright -- Contents -- Authors -- Preface -- Acknowledgements -- Abbreviations -- PART I -- 1 ICT and organization: processes and factors -- 1.1 Introduction -- 1.2 Organization, communication and technology -- 1.3 Innovation, organization and diffusion -- 1.4 Organization, environment and individuals -- 1.5 Factors influencing the adoption, implementation, use and effects -- 1.6 Conclusion -- 2 Technology -- 2.1 Technology in context -- 2.2 Technological trends -- 2.3 Convergence -- 2.4 Layer model -- 2.5 ICT in organizations -- 3 Organizations -- 3.1 What is an organization? -- 3.2 Organizational goals and ICT -- 3.3 Organizational structure and ICT -- PART II -- 4 Adoption: from exploration to decision-making -- 4.1 Adoption in two stages -- 4.2 Adoption of ICT: push and pull, opportunities and demands -- 4.3 A closer analysis of adoption -- 4.4 Conclusion -- 5 Implementation -- 5.1 Introduction -- 5.2 Design and implementation of ICT systems and applications -- 5.3 Design and implementation of ICT systems and applications: organizational integration -- 5.4 Critism of existing design and implementation -- 5.5 Organizational implementation -- 5.6 Conclusion -- 6 Use: individual, group and organization -- 6.1 Introduction -- 6.2 Individual and use: media choice and use -- 6.3 ICT and communication at the group level -- 6.4 Trends and developments in the use of ICT in organizations -- 6.5 Conclusion -- 7 Effects: tasks, processes and structures -- 7.1 Introduction -- 7.2 ICT effects: no simple matter -- 7.3 The individual: from productivity to satisfaction -- 7.4 Organization: processes and structures -- 7.5 Environment: network organizations and information economy -- 7.6 A case study of ICT effects: interaction between organization and technology -- 7.7 Conclusion -- PART III -- E-commerce and e-business , 8.1 Introduction -- 8.2 Business models -- 8.3 Adoption: the translation of business models in practice -- 8.4 Implementation: embedding e-commerce and e-business in the organization -- 8.5 E-commerce and e-business: adoption and use -- 8.6 On the effects of e-commerce and e-business: some myths reconsidered -- 8.7 Conclusion -- 9 E-government -- 9.1 Introduction -- 9.2 Differences and similarities when compared to e-business -- 9.3 Government in networks of information, communication and transaction -- 9.4 Strategic possibilities of ICT for government -- 9.5 The adoption of ICT by government -- 9.6 Implementation and use of ICT by government -- 9.7 Conclusion -- 10 Some concluding remarks and research agenda -- 10.1 Opportunities and demands in retrospect -- 10.2 Phases and factors in retrospect -- 10.3 Future developments and research agenda -- 10.4 Concluding remarks -- Glossary of concepts -- References -- Author index -- Subject index

Additional Edition: Print version Bouwman, Harry Information and Communication Technology in Organizations London : SAGE Publications, Limited,c2005 ISBN 9781412900904

Language: English

Keywords: Electronic books

URL: FULL  ((OIS Credentials Required))

UID:

Format: 1 online resource (298 pages)

Edition: 1st ed.

ISBN: 9780521770415 , 9780511152177

Content: An accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks

Note: Cover -- Half-title -- Title -- Copyright -- Dedication -- Contents -- Figures -- Tables -- Preface -- 1 Introduction -- 1.1 Introduction and outline of the book -- 1.2 Typical features of financial time series -- The data -- Large returns occur more often than expected -- Large stock market returns are often negative -- Large returns tend to occur in clusters -- Large volatility often follows large negative stock market returns -- 2 Some concepts in time series analysis -- 2.1 Preliminaries -- Linear time series models -- Covariance stationarity -- AR(p ) models and stationarity -- MA models and invertibility -- 2.2 Empirical specification strategy -- Estimation -- Diagnostic testing for residual autocorrelation -- Diagnostic testing for homoscedasticity of the residuals -- Diagnostic testing for normality of the residuals -- Model selection by evaluating in-sample fit -- Out-of-sample forecasting -- Model selection by comparing forecasts -- 2.3 Forecasting returns with linear models -- 2.4 Unit roots and seasonality -- Deterministic terms -- Testing for unit roots -- Testing for stationarity -- Impulse response function -- Fractional integration -- Seasonality -- 2.5 Aberrant observations -- 3 Regime-switching models for returns -- 3.1 Representation -- 3.1.1 Regimes determined by observable variables -- Higher-order models -- Identification of lag orders -- Stationarity -- Multiple regimes -- 3.1.2 Regimes determined by unobservable variables -- Multiple regimes -- Empirical specification procedure -- 3.2 Estimation -- 3.2.1 Estimation of SETAR models -- Confidence intervals -- Choosing the threshold variable -- 3.2.2 Estimation of STAR models -- Starting values -- Concentrating the sum of squares function -- The estimate of Gamma -- 3.2.3 Estimation of the Markov-Switching model -- 3.2.4 Robust estimation of SETAR models , 3.3 Testing for regime-switching nonlinearity -- 3.3.1 Testing the SETAR model -- 3.3.2 Testing the STAR model -- Choosing the transition variable -- 3.3.3 Testing the Markov-Switching model -- 3.3.4 Outliers and tests for nonlinearity -- 3.3.5 Heteroscedasticity and tests for nonlinearity -- 3.4 Diagnostic checking -- 3.4.1 Diagnostic tests for SETAR and STAR models -- Testing for serial correlation -- Testing for remaining nonlinearity -- Testing parameter constancy -- 3.4.2 Diagnostic tests for Markov-Switching models -- 3.5 Forecasting -- Point forecasts -- Interval forecasts -- Evaluating forecasts -- 3.6 Impulse response functions -- 3.7 On multivariate regime-switching models -- Common nonlinearity -- Conclusion -- 4 Regime-switching models for volatility -- 4.1 Representation -- 4.1.1 Linear GARCH models -- IGARCH -- FIGARCH -- GARCH in mean -- Stochastic volatility -- 4.1.2 Nonlinear GARCH models -- Exponential GARCH -- GJR-GARCH -- Smooth Transition GARCH -- Volatility-Switching GARCH -- Asymmetric Nonlinear Smooth Transition GARCH -- Quadratic GARCH -- Markov-Switching GARCH -- Alternative error distributions -- 4.2 Testing for GARCH -- 4.2.1 Testing for linear GARCH -- 4.2.2 Testing for nonlinear GARCH -- 4.2.3 Testing for ARCH in the presence of misspecification -- 4.2.4 Testing for ARCH in the presence of outliers -- 4.3 Estimation -- 4.3.1 General principles -- 4.3.2 Estimation of linear GARCH models -- 4.3.3 Robust estimation of GARCH models -- 4.4 Diagnostic checking -- Testing properties of standardized residuals -- Testing for higher-order GARCH -- Misspecification tests for linear GARCH models -- Testing parameter constancy -- 4.5 Forecasting -- Forecasting the conditional mean in the presence of conditional heteroscedasticity -- Forecasting the conditional variance -- Forecasting conditional volatility for nonlinear GARCH models , Evaluating forecasts of conditional volatility -- 4.6 Impulse response functions -- 4.7 On multivariate GARCH models -- The vec model -- The diagonal model -- The BEKK model -- The constant correlation model -- The factor model -- Common heteroscedasticity -- 5 Artificial neural networks for returns -- 5.1 Representation -- Network nomenclature -- Parameter interpretation and pattern recognition -- 5.2 Estimation -- Local minima -- Data transformations -- Weight decay -- 5.3 Model evaluation and model selection -- Technical trading rules as input variables -- Model evaluation -- 5.4 Forecasting -- Impulse response analysis in neural networks -- 5.5 ANNs and other regime-switching models -- How do neural networks deal with different forms of nonlinearity? -- 5.6 Testing for nonlinearity using ANNs -- Conclusion -- 6 Conclusions -- Bibliography -- Author index -- Subject index

Additional Edition: Print version Franses, Philip Hans Non-Linear Time Series Models in Empirical Finance Cambridge : Cambridge University Press,c2000 ISBN 9780521770415

Language: English

Keywords: Electronic books

URL: FULL  ((OIS Credentials Required))

UID:

Format: 1 online resource (899 pages)

Edition: 1st ed.

ISBN: 9780199268016 , 9780191533235

Content: This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data. Perfect for advanced undergraduate students, new graduate students, and applied researchers

Note: Cover Page -- Title Page -- Copyright Page -- Preface -- Contents -- Detailed Contents -- List of Exhibits -- Abbreviations -- Guide to the Book -- Introduction -- Econometrics -- Purpose of the book -- Characteristic features of the book -- Target audience and required background knowledge -- Brief contents of the book -- Study advice -- Teaching suggestions -- Some possible course structures -- 1 Review of Statistics -- 1.1 Descriptive statistics -- 1.1.1 Data graphs -- 1.1.2 Sample statistics -- 1.2 Random variables -- 1.2.1 Single random variables -- 1.2.2 Joint random variables -- 1.2.3 Probability distributions -- 1.2.4 Normal random samples -- 1.3 Parameter estimation -- 1.3.1 Estimation methods -- 1.3.2 Statistical properties -- 1.3.3 Asymptotic properties -- 1.4 Tests of hypotheses -- 1.4.1 Size and power -- 1.4.2 Tests for mean and variance -- 1.4.3 Interval estimates and the bootstrap -- Summary, further reading, and keywords -- Exercises -- 2 Simple Regression -- 2.1 Least squares -- 2.1.1 Scatter diagrams -- 2.1.2 Least squares -- 2.1.3 Residuals and R2 -- 2.1.4 Illustration: Bank Wages -- 2.2 Accuracy of least squares -- 2.2.1 Data generating processes -- 2.2.2 Examples of regression models -- 2.2.3 Seven assumptions -- 2.2.4 Statistical properties -- 2.2.5 Efficiency -- 2.3 Significance tests -- 2.3.1 The t-test -- 2.3.2 Examples -- 2.3.3 Use under less strict conditions -- 2.4 Prediction -- 2.4.1 Point predictions and prediction intervals -- 2.4.2 Examples -- Summary, further reading, and keywords -- Exercises -- 3 Multiple Regression -- 3.1 Least squares in matrix form -- 3.1.1 Introduction -- 3.1.2 Least squares -- 3.1.3 Geometric interpretation -- 3.1.4 Statistical properties -- 3.1.5 Estimating the disturbance variance -- 3.1.6 Coefficient of determination -- 3.1.7 Illustration: Bank Wages -- 3.2 Adding or deleting variables , 3.2.1 Restricted and unrestricted models -- 3.2.2 Interpretation of regression coefficients -- 3.2.3 Omitting variables -- 3.2.4 Consequences of redundant variables -- 3.2.5 Partial regression -- 3.3 The accuracy of estimates -- 3.3.1 The t-test -- 3.3.2 Illustration: Bank Wages -- 3.3.3 Multicollinearity -- 3.3.4 Illustration: Bank Wages -- 3.4 The F-test -- 3.4.1 The F-test in different forms -- 3.4.2 Illustration: Bank Wages -- 3.4.3 Chow forecast test -- 3.4.4 Illustration: Bank Wages -- Summary, further reading, and keywords -- Exercises -- 4 Non-Linear Methods -- 4.1 Asymptotic analysis -- 4.1.1 Introduction -- 4.1.2 Stochastic regressors -- 4.1.3 Consistency -- 4.1.4 Asymptotic normality -- 4.1.5 Simulation examples -- 4.2 Non-linear regression -- 4.2.1 Motivation -- 4.2.2 Non-linear least squares -- 4.2.3 Non-linear optimization -- 4.2.4 The Lagrange Multiplier test -- 4.2.5 Illustration: Coffee Sales -- 4.3 Maximum likelihood -- 4.3.1 Motivation -- 4.3.2 Maximum likelihood estimation -- 4.3.3 Asymptotic properties -- 4.3.4 The Likelihood Ratio test -- 4.3.5 The Wald test -- 4.3.6 The Lagrange Multiplier test -- 4.3.7 LM-test in the linear model -- 4.3.8 Remarks on tests -- 4.3.9 Two examples -- 4.4 Generalized method of moments -- 4.4.1 Motivation -- 4.4.2 GMM estimation -- 4.4.3 GMM standard errors -- 4.4.4 Quasi-maximum likelihood -- 4.4.5 GMM in simple regression -- 4.4.6 Illustration: Stock Market Returns -- Summary, further reading, and keywords -- Exercises -- 5 Diagnostic Tests and Model Adjustments -- 5.1 Introduction -- 5.2 Functional form and explanatory variables -- 5.2.1 The number of explanatory variables -- 5.2.2 Non-linear functional forms -- 5.2.3 Non-parametric estimation -- 5.2.4 Data transformations -- 5.2.5 Summary -- 5.3 Varying parameters -- 5.3.1 The use of dummy variables -- 5.3.2 Recursive least squares , 5.3.3 Tests for varying parameters -- 5.3.4 Summary -- 5.4 Heteroskedasticity -- 5.4.1 Introduction -- 5.4.2 Properties of OLS and White standard errors -- 5.4.3 Weighted least squares -- 5.4.4 Estimation by maximum likelihood and feasible WLS -- 5.4.5 Tests for homoskedasticity -- 5.4.6 Summary -- 5.5 Serial correlation -- 5.5.1 Introduction -- 5.5.2 Properties of OLS -- 5.5.3 Tests for serial correlation -- 5.5.4 Model adjustments -- 5.5.5 Summary -- 5.6 Disturbance distribution -- 5.6.1 Introduction -- 5.6.2 Regression diagnostics -- 5.6.3 Test for normality -- 5.6.4 Robust estimation -- 5.6.5 Summary -- 5.7 Endogenous regressors and instrumental variables -- 5.7.1 Instrumental variables and two-stage least squares -- 5.7.2 Statistical properties of IV estimators -- 5.7.3 Tests for exogeneity and validity of instruments -- 5.7.4 Summary -- 5.8 Illustration: Salaries of top managers -- Summary, further reading, and keywords -- Exercises -- 6 Qualitative and Limited Dependent Variables -- 6.1 Binary response -- 6.1.1 Model formulation -- 6.1.2 Probit and logit models -- 6.1.3 Estimation and evaluation -- 6.1.4 Diagnostics -- 6.1.5 Model for grouped data -- 6.1.6 Summary -- 6.2 Multinomial data -- 6.2.1 Unordered response -- 6.2.2 Multinomial and conditional logit -- 6.2.3 Ordered response -- 6.2.4 Summary -- 6.3 Limited dependent variables -- 6.3.1 Truncated samples -- 6.3.2 Censored data -- 6.3.3 Models for selection and treatment effects -- 6.3.4 Duration models -- 6.3.5 Summary -- Summary, further reading, and keywords -- Exercises -- 7 Time Series and Dynamic Models -- 7.1 Models for stationary time series -- 7.1.1 Introduction -- 7.1.2 Stationary processes -- 7.1.3 Autoregressive models -- 7.1.4 ARMA models -- 7.1.5 Autocorrelations and partial autocorrelations -- 7.1.6 Forecasting -- 7.1.7 Summary -- 7.2 Model estimation and selection , 7.2.1 The modelling process -- 7.2.2 Parameter estimation -- 7.2.3 Model selection -- 7.2.4 Diagnostic tests -- 7.2.5 Summary -- 7.3 Trends and seasonals -- 7.3.1 Trend models -- 7.3.2 Trend estimation and forecasting -- 7.3.3 Unit root tests -- 7.3.4 Seasonality -- 7.3.5 Summary -- 7.4 Non-linearities and time-varying volatility -- 7.4.1 Outliers -- 7.4.2 Time-varying parameters -- 7.4.3 GARCH models for clustered volatility -- 7.4.4 Estimation and diagnostic tests of GARCH models -- 7.4.5 Summary -- 7.5 Regression models with lags -- 7.5.1 Autoregressive models with distributed lags -- 7.5.2 Estimation, testing, and forecasting -- 7.5.3 Regression of variables with trends -- 7.5.4 Summary -- 7.6 Vector autoregressive models -- 7.6.1 Stationary vector autoregressions -- 7.6.2 Estimation and diagnostic tests of stationary VAR models -- 7.6.3 Trends and cointegration -- 7.6.4 Summary -- 7.7 Other multiple equation models -- 7.7.1 Introduction -- 7.7.2 Seemingly unrelated regression model -- 7.7.3 Panel data -- 7.7.4 Simultaneous equation model -- 7.7.5 Summary -- Summary, further reading, and keywords -- Exercises -- Appendix A. Matrix Methods -- A.1 Summations -- A.2 Vectors and matrices -- A.3 Matrix addition and multiplication -- A.4 Transpose, trace, and inverse -- A.5 Determinant, rank, and eigenvalues -- A.6 Positive (semi)definite matrices and projections -- A.7 Optimization of a function of several variables -- A.8 Concentration and the Lagrange method -- Exercise -- Appendix B. Data Sets -- List of Data Sets -- Index

Additional Edition: Print version Heij, Christiaan Econometric Methods with Applications in Business and Economics Oxford : Oxford University Press, Incorporated,c2004 ISBN 9780199268016

Language: English

Keywords: Electronic books

URL: FULL  ((OIS Credentials Required))