Logotipo librería Marcial Pons

Contributions to modern econometrics
from data analysis to economic policy

  • ISBN: 9781402073342
  • Lugar de la edición: Dordrecht. None
  • Colección: Dynamic modeling and econometrics in economics and finance
  • Encuadernación: Cartoné
  • Medidas: 23 cm
  • Nº Pág.: 282
  • Idiomas: Inglés

Papel: Cartoné
142,67 € 128,40 €
Sin Stock. Disponible en 3/4 semanas.


The field of econometrics has gone through remarkable changes during the last decades of the 20th century - the earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. This text represents a collection of contemporary economic applications of modern econometrics and methodological developments. It explores topics such as: the effects of data quality on monetary policy, the empirical comparison of alternative monetary aggregates; empirical tests of theories for the term structure of interest rates; financial econometrics for heavy-tailed returns; the transformation of the Polish economy; labour economics; econometric modelling of household and investment decisions; modelling with limited dependent variables; testing for units roots; alternative smoothing algorithms; and latent- variable models with error in variables. The volume should be of interest to researchers and students in economics as well as practitioners in business, industry and public institutions who want to learn about recent developments in the field of econometrics


Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información