Reprint

Applied Econometrics

Edited by
May 2019
222 pages
  • ISBN978-3-03897-926-5 (Paperback)
  • ISBN978-3-03897-927-2 (PDF)

This book is a reprint of the Special Issue Applied Econometrics that was published in

Business & Economics
Computer Science & Mathematics
Summary

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.

Format
  • Paperback
License
© 2019 by the authors; CC BY-NC-ND licence
Keywords
inflation; postage stamps; price recovery; historical time series; EGARCH; FHA loan; home mortgage; foreclosure; default and prepayment; unobserved heterogeneity; duration models; competing risks; earnings forecasts; earnings announcements; financial markets; financial analysts; nonparametric time series modeling; nonlinearity; unified time series algorithm; exploratory diagnostics; control environment; budgetary system and strategies; operational control; company performance; economic growth; economic freedom; foreign direct investment; panel data; cash payments; efficiency; denomination range; JEL Classification; E42; E58; managing of financial health; risk of bankruptcy; prediction methods; post-communist countries; Misery Index; inflation; unemployment; Probit and Logit models; Okun’s law; multivariate regression models; heavy-tailed data; Mahalanobis distances; maximum likelihood estimator; independent multivariate Student distribution; uncorrelated multivariate Student distribution; derivatives market; economic development; Granger-causality tests; vector error correction model (VECM); DOLS; FMOLS; income inequality; economic growth; middle income countries; Granger causality test; system GMM; oil price; exchange rate; trade balance; cointegration; frequency domain causality; Nigeria; Fama-French factor model; market microstructure; trading behavior; panel data factor model; social network model; risk spillover; abnormal returns