Titlebook: Contributions to Modern Econometrics; From Data Analysis t Ingo Klein,Stefan Mittnik Book 2002 Springer Science+Business Media Dordrecht 20

Visual-Acuity

Portfolio Selection in the Presence of Heavy-Tailed Asset Returns, distributional assumption we consider the sub-Gaussian stable model and address the problems of estimation and portfolio optimization. The advantages for risk assessment when relaxing the normal assumption in favor of the heavy-tailed variant are illustrated empirically.

反对

,Household Budget Data and Welfare Comparisons — A Reconciliation,ions are made, which themselves cannot be tested. Drawing on such assumptions and German household budget data, an empirical analysis of Quadratic Expenditure Systems leads to reasonable results concerning the needs of households with and without children.

项目

转折点

Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter?,g parameter. Nevertheless, it has become a standard tool for estimating trends and detrending economic time series. This chapter discusses an extension of the two-sided exponential smoothing filter as a possible alternative to the Hodrick-Prescott filter for difference-stationary data.

Heterodoxy

Acetaldehyde

,Growth Determinants of Poland’s Economic Potential,for its growth, TFP growth rates for transition period explain 10–30 % of potential GDP increase only. Total impact of R&D amounts at nearly 3/4 of TFP increase, imported technology being decisive, whereas human capital impact stays below 1/4 TFP increase.

Dedication

1566-0419 economic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and te

内阁

https://doi.org/10.1007/978-3-642-57491-7 like monetary growth and potential output are subject to measurement problems. The aim of this article is to analyze these uncertainties and their qualitative and quantitative implications for monetary policy.

CRUMB

Thomas Goesmann,Thomas Herrmanniduals satisfied when their income is far away from potential income — in this case, laziness leads to satisfaction because of low pressure jobs. These and some related questions are treated with panel data from the GSOEP and ordered probit models.

正论