Most econometric models used in microeconomics and marketing applications involve... Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach Francis X. Diebold and Glenn D. Rudebusch ...

Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition ...

It is highly recommended material.' Herman van Dijk, Econometric Institute Rotterdam, The Netherlands 'It seems clear that empirical econometric models based on time series data will be, if anything, ...

Econometric models: Econometric models use mathematical and statistical techniques to analyze historical data and determine relationships between variables. These models can be used to forecast ...

Econometricians—practitioners of econometrics—transform models developed by economic theorists into versions that can be estimated. As Stock and Watson (2007) put it, “econometric methods are used in ...

Econometricians—practitioners of econometrics—transform models developed by economic theorists into versions that can be estimated. As Stock and Watson (2007) put it, “econometric methods are used in ...

Contributions to econometrics and dynamic economics include (1) demand for durable goods, Demand for Automobiles in the United States: A Study in Consumer Durables (North-Holland Publishing Company, ...

This course covers the specification, estimation and validation of econometric models for analysis and forecasting, incorporating in-depth discussions regarding the treatment of common problems ...

Econometric analysis of Japan's domestic Sugi sawlog market highlights price sensitivity and structural demand changes ...

“Computers have enabled us to explore the possibilities of economic life in much greater detail and over a much wider spectrum.” Using new technology, Klein built his Wharton Econometric Forecasting ...