Applied Econometrics

Open Access

Applied Econometrics

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 con...

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Chang, Chia-Lin
Year of Publication:2019
Language:English
Physical Description:1 electronic resource (222 p.)
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spelling Chang, Chia-Lin auth
Applied Econometrics
MDPI - Multidisciplinary Digital Publishing Institute 2019
1 electronic resource (222 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Open access Unrestricted online access star
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.
English
FHA loan
E42
Misery Index
economic development
managing of financial health
duration models
system GMM
maximum likelihood estimator
FMOLS
market microstructure
foreclosure
company performance
vector error correction model (VECM)
earnings forecasts
multivariate regression models
competing risks
social network model
price recovery
trading behavior
efficiency
prediction methods
panel data
nonlinearity
control environment
earnings announcements
economic freedom
E58
risk of bankruptcy
foreign direct investment
Granger causality test
budgetary system and strategies
denomination range
heavy-tailed data
unemployment
exploratory diagnostics
EGARCH
historical time series
home mortgage
economic growth
abnormal returns
uncorrelated multivariate Student distribution
post-communist countries
nonparametric time series modeling
inflation
unified time series algorithm
unobserved heterogeneity
JEL Classification
Fama-French factor model
oil price
risk spillover
exchange rate
Nigeria
financial markets
middle income countries
trade balance
independent multivariate Student distribution
panel data factor model
Mahalanobis distances
derivatives market
operational control
Okun’s law
default and prepayment
DOLS
income inequality
frequency domain causality
Granger-causality tests
cointegration
financial analysts
postage stamps
cash payments
Probit and Logit models
3-03897-926-0
language English
format eBook
author Chang, Chia-Lin
spellingShingle Chang, Chia-Lin
Applied Econometrics
author_facet Chang, Chia-Lin
author_variant c l c clc
author_sort Chang, Chia-Lin
title Applied Econometrics
title_full Applied Econometrics
title_fullStr Applied Econometrics
title_full_unstemmed Applied Econometrics
title_auth Applied Econometrics
title_new Applied Econometrics
title_sort applied econometrics
publisher MDPI - Multidisciplinary Digital Publishing Institute
publishDate 2019
physical 1 electronic resource (222 p.)
isbn 3-03897-927-9
3-03897-926-0
illustrated Not Illustrated
work_keys_str_mv AT changchialin appliedeconometrics
status_str n
ids_txt_mv (CKB)4920000000094785
(oapen)https://directory.doabooks.org/handle/20.500.12854/41089
(EXLCZ)994920000000094785
carrierType_str_mv cr
is_hierarchy_title Applied Econometrics
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