Econometrics of Structural Change (Studies in Empirical Economics) - Image 1

£75.42

Springer Econometrics of Structural Change (Studies in Empirical Economics)

Name: Econometrics of Structural Change (Studies in Empirical Economics)
Brand: Springer
Price: 75.42 GBP
Availability: InStock

Econometrics

It has never been this cheap. We have no record of a lower price.

£75 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 91 days · 91 data points

Historical

Generating forecast…

Price Distribution

Price distribution over 91 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £75 (76 days, 83.5%)

Price range: £75 - £78

Price levels: 2 different prices over 91 days

Description

Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t< t*), and fJt = fJo + t1fJ (t"?:. t*), where t* is known.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 364248414X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Publication Date: 12 June 2012
Listed Since: 03 March 2013

Barcode

No barcode data available

Springer Econometrics of Structural Change (Studies in Empirical Economics)

It has never been this cheap. We have no record of a lower price.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Structural Macroeconometrics: (Second Edition)

The Measurement of Economic Relationships: 41 (Advanced Studies in Theoretical and Applied Econometrics, 41)

Econometrics with Machine Learning: 53 (Advanced Studies in Theoretical and Applied Econometrics, 53)

Kointegration und Fehlerkorrekturmodelle: Mit einer empirischen Untersuchung zur Geldnachfrage in der Bundesrepublik Deutschland: 15 (Wirtschaftswissenschaftliche Beiträge, 15)

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Applied Econometric Analysis Using Cross Section and Panel Data (Contributions to Economics)

Applied Econometrics: A Practical Guide (Routledge Advanced Texts in Economics and Finance)

Principles of Macroeconomic Modeling (Advanced Textbooks in Economics): Volume 36

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)

The Econometrics of Multi-dimensional Panels: Theory and Applications: 50 (Advanced Studies in Theoretical and Applied Econometrics, 50)

Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1

An Introduction to Modern Econometrics Using Stata

Springer Empirical Regional Economics - Economic Base Theory

Time Series and Panel Data Econometrics

Volume 1: Econometric Techniques and Macroeconomics (Macroeconomics and the Real World)

Econometrics with Machine Learning: 53 (Advanced Studies in Theoretical and Applied Econometrics, 53)

Continuous-Time Econometrics: Theory and applications: 12 (International Studies in Economic Modelling)

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance)

Microeconometrics: Methods and Applications

Henri Theil’s Contributions to Economics and Econometrics: Volume III: Economic Policy and Forecasts, and Management Science: 24 (Advanced Studies in Theoretical and Applied Econometrics, 24)

Econometric Methods with Applications in Business and Economics

A History of Econometrics (Volume 165) (Contributions to Economic Analysis, Volume 165)

Henri Theil’s Contributions to Economics and Econometrics: Volume III: Economic Policy and Forecasts, and Management Science: 24 (Advanced Studies in Theoretical and Applied Econometrics, 24)