Jump to ContentJump to Main Navigation

You are looking at 1-5 of 5 items

  • Keywords: time series econometrics x
Clear All Modify Search

View:

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

Tim Bollerslev, Jeffrey Russell, and Mark Watson (eds)

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199549498
eISBN:
9780191720567
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199549498.001.0001
Subject:
Economics and Finance, Econometrics

Robert Engle received the Nobel Prize for Economics in 2003 for his work in time series econometrics. This book contains 16 original research contributions by some of the leading academic researchers ... More


Case Study Two—Modelling Business Cycles

Qin Duo

in A History of Econometrics: The Reformation from the 1970s

Published in print:
2013
Published Online:
September 2013
ISBN:
9780199679348
eISBN:
9780191758416
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199679348.003.0007
Subject:
Economics and Finance, Econometrics, History of Economic Thought

This chapter examines the evolution of econometric research in business cycle analysis mainly during the 1960-90 period. It shows how the research was dominated by an assimilation of the tradition of ... More


The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry

Jennifer Castle and Neil Shephard (eds)

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199237197
eISBN:
9780191717314
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199237197.001.0001
Subject:
Economics and Finance, Econometrics

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is extensive. This book is a collection of original research in ... More


Consumption Behaviour in the US

Rohit

in It's Not Over: Structural Drivers of the Global Economic Crisis

Published in print:
2013
Published Online:
January 2013
ISBN:
9780198088417
eISBN:
9780199082292
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198088417.003.0008
Subject:
Economics and Finance, Macro- and Monetary Economics

Chapter 8 tests the hypotheses made in the theoretical models of Chapter 5 and Chapter 6 on the wealth effect and the debt effect on consumption using advanced econometric methods. Since ... More


Prospects For Food Self-Sufficiency In Iran In 2025

Habibollah Salami, Toktam Mohtashami, and Mohamad Saeid Noori Naeini

in Food Security in the Middle East

Published in print:
2014
Published Online:
December 2014
ISBN:
9780199361786
eISBN:
9780190235697
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199361786.003.0005
Subject:
Economics and Finance, Public and Welfare

Since the Islamic Revolution, Iran has sought food self-sufficiency as a major objective in its economic development. This chapter provides a review of the conditions for food self-sufficiency in ... More


View: