Applied Econometrics
Materialtyp:
ArtikelUtgivningsinformation: MDPI - Multidisciplinary Digital Publishing Institute 2019Beskrivning: 1 electronic resource (222 p.)Innehållstyp: - text
- computer
- online resource
- 9783038979265
- 9783038979272
- Mathematics and Science
- DOLS
- E42
- E58
- EGARCH
- FHA loan
- FMOLS
- Fama-French factor model
- Granger causality test
- Granger-causality tests
- JEL Classification
- Mahalanobis distances
- Misery Index
- Nigeria
- Okun's law
- Probit and Logit models
- abnormal returns
- budgetary system and strategies
- cash payments
- cointegration
- company performance
- competing risks
- control environment
- default and prepayment
- denomination range
- derivatives market
- duration models
- earnings announcements
- earnings forecasts
- economic development
- economic freedom
- economic growth
- efficiency
- exchange rate
- exploratory diagnostics
- financial analysts
- financial markets
- foreclosure
- foreign direct investment
- frequency domain causality
- heavy-tailed data
- historical time series
- home mortgage
- income inequality
- independent multivariate Student distribution
- inflation
- managing of financial health
- market microstructure
- maximum likelihood estimator
- middle income countries
- multivariate regression models
- nonlinearity
- nonparametric time series modeling
- oil price
- operational control
- panel data
- panel da
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Although the theme of the monograph is primarily related to "Applied Econometrics", there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.
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eng
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