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The New Craft Skills of Engineering: The Impact of Innovation Technology on Engineering Practice

Mark Dodgson, David M. Gann, and Ammon Salter

in Flexibility and Stability in the Innovating Economy

Published in print:
2006
Published Online:
May 2006
ISBN:
9780199290475
eISBN:
9780191603495
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199290474.003.0002
Subject:
Economics and Finance, Economic Systems

This chapter explores the impact of innovation technologies such as simulation, modelling, and rapid prototyping on engineering practice. Innovation technologies help redefine the role of engineers ... More


Introduction and Motivations

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0001
Subject:
Economics and Finance, Econometrics

Reviews the standard parametric or semi‐parametric methods (Maximum Likelihood, Pseudo‐Maximum Likelihood, GMM). Then, considers models in which the likelihood function or the conditional moments do ... More


The Role of Structural Change: Trade, Ownership, Industry

John Knight and Sai Ding

in China's Remarkable Economic Growth

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199698691
eISBN:
9780191739118
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199698691.003.0007
Subject:
Economics and Finance, South and East Asia, Financial Economics

This chapter explores some indirect determinants of China's growth success, including sectoral change, increased openness, and institutional change. All three forms of structural change are found to ... More


Measuring Vulnerability to Poverty

Gisele Kamanou and Jonathan Morduch

in Insurance Against Poverty

Published in print:
2004
Published Online:
January 2005
ISBN:
9780199276837
eISBN:
9780191601620
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199276838.003.0009
Subject:
Economics and Finance, Development, Growth, and Environmental

A method based on Monte Carlo bootstrap estimations of consumption changes was developed to measure vulnerability to poverty. The method was applied to data on Cote d’Ivoire in 1985-86. It revealed ... More


Econometrics: Alchemy or Science?: Essays in Econometric Methodology

David F. Hendry

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.001.0001
Subject:
Economics and Finance, Econometrics

This collection of published papers records the development of an approach to econometric modelling that has reached a highly successful stage. The methodology of modelling ‘observational data’, as ... More


The Anatomy of Economic Policy Making in the 1970s: ‘The Railway Timetables’

Douglas Wass

in Decline to Fall: The Making of British Macro-economic Policy and the 1976 IMF Crisis

Published in print:
2008
Published Online:
May 2008
ISBN:
9780199534746
eISBN:
9780191715884
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199534746.003.0001
Subject:
Economics and Finance, Economic History

This chapter goes through the process by which macro-economic policy in the UK was made in the post-War years, and in particular, in the 1970s. It looks at the methodology of aggregate demand ... More


Conclusion

Filippo di Mauro and M. Hashem Pesaran

in The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199670086
eISBN:
9780191749469
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199670086.003.0018
Subject:
Economics and Finance, Macro- and Monetary Economics

Some of the main findings of the book include: Cross-border financial spill-overs are particularly important, not only during the 2007-09 crises but more generally, in transmitting financial and real ... More


Does Afforestation Ensure Sustainability? A Study of the Haors of Bangladesh 1

A. K. Enamul Haque

in Promise, Trust and Evolution: Managing the Commons of South Asia

Published in print:
2008
Published Online:
May 2008
ISBN:
9780199213832
eISBN:
9780191707438
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213832.003.0005
Subject:
Economics and Finance, South and East Asia

This chapter studies the biggest haor system in Bangladesh, the Hakaluki Haor, located in the Sylhet and Moulvi Bazar districts of north-eastern Bangladesh which has been declared an Ecologically ... More


AUTOREG: A Computer Program Library for Dynamic Econometric Models With Autoregressive Errors

David F. Hendry and Frank Srba

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0015
Subject:
Economics and Finance, Econometrics

Keeping econometrics operational with suitable computer programs that implement new methods and approaches is essential. The evolution of AUTOREG follows the methodological developments, from ... More


On the Formulation of Empirical Models in Dynamic Econometrics

David F. Hendry and Jean‐François Richard

in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

Published in print:
2000
Published Online:
November 2003
ISBN:
9780198293545
eISBN:
9780191596391
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198293542.003.0017
Subject:
Economics and Finance, Econometrics

Investigates the constructs of innovation errors, invariance, encompassing, and data admissibility, relates these to exogeneity and progressive research strategies, and introduces the notion of ... More


Simulations and Tables

Søren Johansen

in Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.003.0015
Subject:
Economics and Finance, Econometrics

The functionals obtained as asymptotic distributions are complicated functions of Brownian motion and few explicit results are at present available. The limit distribution of the trace test depends ... More


Econometric Tools and Techniques

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0003
Subject:
Economics and Finance, Econometrics

Least squares and recursive methods for estimating the values of unknown parameters and the logic of testing in empirical modelling, are discussed. The tools needed for investigating the properties ... More


Introduction and Overview

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0001
Subject:
Economics and Finance, Econometrics

Serves as an introductory overview for the rest of the book, and outlines its main aims. As a basis for the following chapters, an overview and clarification of equilibrium relationships in economic ... More


Properties of Integrated Processes

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0003
Subject:
Economics and Finance, Econometrics

Presents the important properties of integrated variables and sets out some of the preliminary asymptotic theories essential for the consideration of such processes. It explores the concepts of unit ... More


Co‐Integration in Individual Equations

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0007
Subject:
Economics and Finance, Econometrics

Examines methods of testing for co‐integration in single equations via static regressions, and provides simulation estimates of the percentiles of the distributions of statistics used in these tests. ... More


The IS—LM Cores of Three Econometric Models

R. Jeffery Green, Bert G. Hickman, E. Philip Howrey, Saul H. Hymans, and Michael R. Donihue

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0004
Subject:
Economics and Finance, Econometrics

This chapter discusses the methodology of IS-LM and AD-AS system reduction and illustrates its application to three U.S. econometric models: the Hickman-Coen (HC) Annual Growth Model, the Indiana ... More


Stochastic-Simulation Tests of Nonlinear Econometric Models

Roberto S. Mariano and Bryan W. Brown

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0009
Subject:
Economics and Finance, Econometrics

Stochastic simulations of nonlinear dynamic econometric models have been used in various ways in the past. This chapter discusses how stochastic simulations can be exploited to develop appropriate ... More


Comparisons of Macroeconometric Models of Developing Economies

Adams F. Gerard and Joaquin Vial

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0010
Subject:
Economics and Finance, Econometrics

Comparisons of the performance of econometric models serve a number of purposes. These goals motivate the comparisons of econometric models of less developed countries (LDCs) as they have previous ... More


An Automatic Test of Super Exogeneity *

David F. Hendry and Carlos Santos

in Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199549498
eISBN:
9780191720567
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199549498.003.0009
Subject:
Economics and Finance, Econometrics

This chapter proposes a test for ‘super exogeneity’, a concept originally developed by Rob, David, and Jean-Francois Richard. The structure of the chapter is as follows. Section 2 reconsiders which ... More


Multivariate Autocontours for Specification Testing in Multivariate GARCH Models *

González‐Rivera Gloria and Emre Yoldas

in Volatility and Time Series Econometrics: Essays in Honor of Robert Engle

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199549498
eISBN:
9780191720567
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199549498.003.0011
Subject:
Economics and Finance, Econometrics

This chapter develops a new set of specification tests for multivariate dynamic models based on the concept of autocontours. The chapter is organized as follows. Section 2 describes the battery of ... More


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