عنوان

Advances in panel data analysis in applied economic research :

شابک

3319700553

شابک

9783319700557

شابک اشتباه

9783319700540

عنوان اصلي

Advances in panel data analysis in applied economic research :

نام عام مواد

[Book]

ساير اطلاعات عنواني

2017 International Conference on Applied Economics (ICOAE) /

نام نخستين پديدآور

Nicholas Tsounis, Aspasia Vlachvei, editors.

محل نشرو پخش و غیره

Cham :

نام ناشر، پخش کننده و غيره

Springer,

تاریخ نشرو بخش و غیره

[2018]

تاریخ نشرو بخش و غیره

©2018

نام خاص و کميت اثر

1 online resource

عنوان فروست

Springer proceedings in business and economics

متن يادداشت

Includes bibliographical references.

متن يادداشت

Intro; Preface; Contents; Contributors; 1 Spatial Analysis of Research-Productivity Nexus: A Case of Thai Rice Sector; 1.1 Introduction; 1.2 Literature Review; 1.3 Methodology and Estimation Techniques; 1.4 Variables and Data Description; 1.5 Results and Discussion; 1.6 Conclusion; References; 2 Application of Thermodynamics Entropy Concept in Financial Markets; 2.1 Introduction; 2.2 Concept of Entropy in Economics Systems; 2.3 Interpretation of Entropy in Finance; 2.4 Entropy and Maximization; 2.5 Construction of Entropy-Based Risk Measure; 2.6 Conclusion; References.

متن يادداشت

3 Economic and Business Cycle of India: Evidence from ICT Sector3.1 Introduction; 3.2 Literature Review; 3.3 Theoretical Concept and Methodology; 3.3.1 Business Cycle Features; 3.3.2 Bayesian Statistics; 3.3.3 The ADF Unit Root Test Based on Bayesian Inference; 3.4 The Markov-Switching Bayesian Model; 3.5 The Bayesian Vector Autoregressive Model; 3.6 The Regression Version of Bayesian Inference for Economic Multipliers; 3.7 Empirical Results; 3.8 Conclusion; References; 4 Patents and R & D Cartels; 4.1 Introduction; 4.2 Cournot Competition; 4.3 R & D Cartel; 4.4 Concluding Remarks; References.

متن يادداشت

5 A Mean-Variance Analysis of the Global Minimum Variance Portfolio Constructed Using the CARBS Indices5.1 Introduction; 5.2 Literature Review; 5.3 Portfolio Theory: Matrix Algebra; 5.4 The Dataset; 5.4.1 Graphical Analysis; 5.4.2 Descriptive Statistics; 5.5 Empirical Results; 5.5.1 Mean-Variance Approach; 5.5.2 Risk Measurement in the CAPM Framework; 5.6 Conclusion; References; 6 Univariate and Multivariate GARCH Models Applied to the CARBS Indices; 6.1 Introduction; 6.2 Literature Review; 6.3 Univatiate GARCH Models; 6.3.1 Standard GARCH Model; 6.3.2 GJR-GARCH Model.

متن يادداشت

6.3.3 The Exponential GARCH (EGARCH) Model6.3.4 Information Criterion; 6.4 Multivariate GARCH Models; 6.4.1 GO-GARCH; 6.4.2 DCC-GARCH; 6.5 Graphical Analysis; 6.6 Empirical Results; 6.6.1 Univariate GARCH Models; 6.6.2 Multivariate GARCH Models; 6.7 Conclusion; References; 7 Value-At-Risk Forecasting of the CARBS Indices; 7.1 Introduction; 7.2 Literature Review; 7.3 Methodology; 7.3.1 Value-At-Risk (VaR); 7.3.2 Forecasting from a GARCH Model; 7.3.3 Forecast Performance Measures; 7.4 Empirical Results; 7.4.1 Forecasting Volatility; 7.4.2 Forecasting VaR; 7.5 Conclusion; References.

متن يادداشت

8 A Vector Error Correction Model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index8.1 Introduction; 8.2 Data Specification and Methodology; 8.3 Results; 8.3.1 FTSE/JSE SA Listed Property Index (FTJ253); 8.3.2 FTSE/JSE SA Capped Property Index (FTJ254); 8.4 Conclusion; References; 9 Liquidity Proxies Based on Intraday Data: The Case of the Polish Order-Driven Stock Market; 9.1 Introduction; 9.2 Measuring Liquidity/Illiquidity Using Intraday Data; 9.2.1 Selected Spread Proxies Derived from Intraday Data; 9.2.2 Trade Side Classification Algorithm.

بدون عنوان

0

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

بدون عنوان

8

متن يادداشت

This proceedings volume presents new methods and applications in applied economic research with an emphasis on advances in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held at Coventry University, this volume provides current research on econometric panel data methodologies as they are applied in microeconomics, macroeconomics, financial economics and agricultural economics. International Conference on Applied Economics (ICOAE) is an annual conference that started in 2008 designed to bring together economists from different fields of applied economic research in order to share methods and ideas. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. In addition, there is growing interest in the field for panel data estimation methods, tests and techniques. This volume makes a contribution in the field of applied economic research in this area. Featuring country specific studies, this book will be of interest to academics, students, researchers, practitioners, and policy makers in applied economics and economic policy.

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9783319700557

شماره استاندارد بين المللي کتاب و موسيقي

9783319700540

موضوع مستند نشده

Economics-- Research, Congresses.

موضوع مستند نشده

Economics, Congresses.

موضوع مستند نشده

Agricultural science.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Economics-- General.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Reference.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Economics of industrial organisation.

موضوع مستند نشده

Economics-- Research.

موضوع مستند نشده

Economics.

موضوع مستند نشده

Macroeconomics.

موضوع مستند نشده

BUS-- 055000

موضوع مستند نشده

BUS-- 069000

موضوع مستند نشده

KCH

شماره

ويراست

شماره رده

مستند نام اشخاص تاييد نشده

Tsounis, Nicholas

مستند نام اشخاص تاييد نشده

Vlachvei, Aspasia,1969-

مستند نام تنالگان تاييد نشده

International Conference on Applied Economics(2017 :, Kastoria, Greece)

تاريخ عمليات

20200823102842.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y