Advertisement
| eviews event study: Handbook of Empirical Corporate Finance SET Bjørn Espen Eckbo, 2008-12-23 This two-volume set summarizes recent research on corporate decision-making. The first volume covers measurement and theoretical subjects as well as sources of capital, including banks, public offerings, and private investors. In the second volume, contributors focus on the ways corporations are structured and the practices through which they can be bought and sold. Thus, its major subjects include dividends, capital structure, financial distress, takeovers, restructurings, and managerial incentives. - Takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues - Discusses everything from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior - Contributors are leading empirical researchers that remain active in their respective areas of expertise - Writing style makes the chapters accessible to industry practitioners |
| eviews event study: Handbook of Corporate Finance Bjørn Espen Eckbo, 2007-05-21 Judging by the sheer number of papers reviewed in this Handbook, the empirical analysis of firms' financing and investment decisions—empirical corporate finance—has become a dominant field in financial economics. The growing interest in everything corporate is fueled by a healthy combination of fundamental theoretical developments and recent widespread access to large transactional data bases. A less scientific—but nevertheless important—source of inspiration is a growing awareness of the important social implications of corporate behavior and governance. This Handbook takes stock of the main empirical findings to date across an unprecedented spectrum of corporate finance issues, ranging from econometric methodology, to raising capital and capital structure choice, and to managerial incentives and corporate investment behavior. The surveys are written by leading empirical researchers that remain active in their respective areas of interest. With few exceptions, the writing style makes the chapters accessible to industry practitioners. For doctoral students and seasoned academics, the surveys offer dense roadmaps into the empirical research landscape and provide suggestions for future work.*The Handbooks in Finance series offers a broad group of outstanding volumes in various areas of finance*Each individual volume in the series should present an accurate self-contained survey of a sub-field of finance*The series is international in scope with contributions from field leaders the world over |
| eviews event study: Introductory Econometrics for Finance Chris Brooks, 2008-05-22 This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details. |
| eviews event study: Activist Vs. Passivist Hedge Funds Ivan Kühne, 2011 |
| eviews event study: Event-Driven Mobile Financial Information Services Jan Muntermann, 2007-12-20 Jan Muntermann presents an intraday event study that is conducted within the German capital market, and provides evidence that investors could exploit intraday stock price effects following critical market events. He then develops the concept for a corresponding mobile decision support system that assists investors in identifying those events. Based on the design science research paradigm, he uses this concept in the design of a novel mobile decision support system, which can provide ubiquitous information access to private investors. |
| eviews event study: Palgrave Handbook of Econometrics Terence C. Mills, Kerry Patterson, 2009-06-25 Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing. |
| eviews event study: The New Digital Era Simon Grima, Ercan Özen, Hakan Boz, 2022-09-16 The New Digital Era’s two volumes vitally generate new information in order to determine the advantages and risks in which areas this digitalization, which has increased with the COVID-19 pandemic. |
| eviews event study: Mergers & Acquisitions in der Automobilzulieferindustrie Markus Mentz, 2008-05-16 Anhand einer Stichprobe von mehr als 200 zwischen 1981 und 2004 durchführten Transaktionen untersucht Markus Mentz die Auswirkungen von horizontalen Unternehmenszusammenschlüssen in der Automobilzulieferindustrie auf die Aktienkurse von Käufer- und Zielunternehmen, Wettbewerbern und Abnehmern. Es wird dabei im Wesentlichen deutlich, dass sich die Zusammenschlüsse auf Käuferunternehmen positiv, auf Wettbewerber und Abnehmer jedoch negativ auswirken. Letzteres steht im Kontrast zu den Ergebnissen der wenigen empirischen Studien, die sich dieser Thematik bisher angenommen haben. |
| eviews event study: Introductory Econometrics for Finance Chris Brooks, 2014-05-08 The only econometrics textbook written specifically for finance students with no prior knowledge of econometrics, including extensive online student support. |
| eviews event study: Advancing Research Methodology in the African Context Baniyelme D. Zoogah, 2014-12-03 This volume of Research Methodology in Strategy and Management reflects a diversity of Africa-born authors in the mainland and diaspora, as well as non-Africans whose research focus on Africa, it offers high impact research that makes a major contribution in advancing management education and knowledge in Africa. |
| eviews event study: Simulation-based Inference in Econometrics Roberto Mariano, Til Schuermann, Melvyn J. Weeks, 2000-07-20 This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice. |
| eviews event study: Essays in Honor of M. Hashem Pesaran Alexander Chudik, Cheng Hsiao, Allan Timmermann, 2022-01-18 The collection of chapters in Volume 43 Part A of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran. |
| eviews event study: The Econometrics of Financial Markets John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, 1997 A landmark book on quantitative methods in financial markets for graduate students and finance professionals Recent decades have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is designed for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have learned into their own applications. |
| eviews event study: Econometric Analysis of Cross Section and Panel Data, second edition Jeffrey M. Wooldridge, 2010-10-01 The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of generalized instrumental variables (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the generalized estimating equation literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain obvious procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights. |
| eviews event study: Microeconometrics A. Colin Cameron, Pravin K. Trivedi, 2005-05-09 This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets. |
| eviews event study: Antitrust Policy Issues Patrick Moriati, 2006 The goal of antitrust advocates is to increase the role of competition, assure that competition works in the interests of consumers, and challenge abuses of concentrated economic power in the American and world economy. Antitrust policies were first enacted during the great robber baron era of American economic history. Men, such as Rockefeller and Carnegie, were forced to split up their companies that monopolised the oil and steel industries of America. Ever since that time, antitrust policies have worked to avoid similar situations. These policies cannot always be effective because of developing circumstances. This book presents studies of different antitrust policies and how they adapt to a rapidly changing economic landscape. |
| eviews event study: Applied Econometrics Chia-Lin Chang, 2019-05-13 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. |
| eviews event study: Theory And Programming Of Computable General Equilibrium (Cge) Models: A Textbook For Beginners Gene H Chang, 2022-02-18 This book adopts a typical textbook approach and format for CGE beginners to learn and master the subject. It explains the economics theory behind the CGE models. The learning proceeds step by step from basic economic theories to advanced topics, from simple to more comprehensive CGE structures along with the corresponding computer programs. Each chapter reviews relevant economic theories; illustrates new material with examples, diagrams and exercises; and provides the mathematical models along with the GAMS computer programing codes. At the end of a chapter, exercises are assigned for practice and enhancing understanding. |
| eviews event study: Financial Valuation And Econometrics (2nd Edition) Kian Guan Lim, 2015-04-15 This book is an introduction to financial valuation and financial data analyses using econometric methods. It is intended for advanced finance undergraduates and graduates. Most chapters in the book would contain one or more finance application examples where finance concepts, and sometimes theory, are taught.This book is a modest attempt to bring together several important domains in financial valuation theory, in econometrics modelling, and in the empirical analyses of financial data. These domains are highly intertwined and should be properly understood in order to correctly and effectively harness the power of data and statistical or econometrics methods for investment and financial decision-making.The contribution in this book, and at the same time, its novelty, is in employing materials in basic econometrics, particularly linear regression analyses, and weaving into it threads of foundational finance theory, concepts, ideas, and models. It provides a clear pedagogical approach to allow very effective learning by a finance student who wants to be well equipped in both theory and ability to research the data.This is a handy book for finance professionals doing research to easily access the key techniques in data analyses using regression methods. Students learn all 3 skills at once — finance, econometrics, and data analyses. It provides for very solid and useful learning for advanced undergraduate and graduate students who wish to work in financial analyses, risk analyses, and financial research areas. |
| eviews event study: Cointegration For The Applied Economist B Bhaskara Rao (Ed.), 1997 |
| eviews event study: Eviews 7 James H. Stock, Mark W. Watson, 2013-08-30 |
| eviews event study: ITJEMAST 10(11) 2019 , International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies publishes a wide spectrum of research and technical articles as well as reviews, experiments, experiences, modelings, simulations, designs, and innovations from engineering, sciences, life sciences, and related disciplines as well as interdisciplinary/cross-disciplinary/multidisciplinary subjects. Original work is required. Article submitted must not be under consideration of other publishers for publications. |
| eviews event study: The Econometric Modelling of Financial Time Series Terence C. Mills, 1995-04-20 This book provides detailed coverage of the variety of models that are currently being used in the empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques and findings in the field, and also at graduate students wishing to research in financial markets. The book is divided into two main sections, covering univariate models, and econometric and multivariate techniques respectively. In the former, the areas covered include linear and non-linear stochastic models, random walk, unit root tests, GARCH models, deterministic chaos, trend reversion, and bubbles. In the latter, regression models, time varying parameter models, the Kalman filter, vector autoregressions, present value models, and cointegration are discussed. |
| eviews event study: Corporate Share Buybacks Gilbert Amahoro Ndayisaba, Abdullahi Dahir Ahmed, 2023-12-05 This book integrates elements from agency theory and signalling theory and draws upon recent changes in the Australian payout policy and incentives pay for risk-averse employees to provide theoretical and empirical analyses that explain the paradox of the popularity of on-market stock buyback activities in a market environment characterised by reasonably high share prices. The authors utilise a dynamic model that rationalises this paradox, which is divided into three components. The first component predicts that executives may be conducting on-market stock buyback programmes (SBPs) to adjust equity-based remuneration for risk-averse employees, thereby motivating their performance without granting them additional costly equity incentive plans (EIPs); the second component predicts that companies are likely to invest in SBPs to increase the ownership stakes of employees in the firm, thereby inducing risk-averse employees to increase their productivity which increases firm value; while the third component predicts that shareholders would benefit from incentives-induced buybacks if a firm’s opportunity cost of funds spent on buybacks is less than its inverse price-to-earnings ratio. The authors’ findings highlight differences in the market responses towards announced repurchase motives, implying that not all incentives-induced buybacks are value-destructive buybacks. Specifically, the widespread assumption that SBPs stifle investments in human and capital stock may be subjective as the findings show that incentives-induced buybacks may be value-creative or value-destructive depending on share repurchase motives of SBPs. This book will be a useful guide for scholars and researchers of finance, corporate finance, financial economics and financial accounting. |
| eviews event study: Introduction to Multiple Time Series Analysis Helmut Lütkepohl, 2013-04-17 |
| eviews event study: Introduction to Econometrics Christopher Dougherty, 2011-03-03 Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible. |
| eviews event study: Time Series Analysis by State Space Methods James Durbin, Siem Jan Koopman, 2001-06-21 State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Economics and Political Science) and Koopman (econometrics, Free U., Amsterdam) extol the virtues of such models over the main analytical system currently used for time series data, Box-Jenkins' ARIMA. What distinguishes state space time models is that they separately model components such as trend, seasonal, regression elements and disturbance terms. Part I focuses on traditional and new techniques based on the linear Gaussian model. Part II presents new material extending the state space model to non-Gaussian observations. c. Book News Inc. |
| eviews event study: The First Decade of Living with the Global Crisis Anastasios Karasavvoglou, Zoran Aranđelović, Srđan Marinkovič, Persefoni Polychronidou, 2016-01-28 This volume sheds new light on economic developments in several countries of Southeast Europe. The European Union and especially the eurozone continue to experience rhythms of fiscal crisis, as can most clearly be seen in the debt crisis in the South Periphery. Despite the fact that several measures and decisions have been taken to deal with the crisis (banking union, liquidity support from the European Central Bank), proposals to reform Europe’s strategic policy in order to find a way out of the crisis have been put forward. This book explores the respective roles that specific sectors, e.g. the agricultural sector, social capital, tax policies and labour immigration, can play in this regard. The importance of international economic relations (exports, imports, FDI, exchange rates) is analysed, in order to illustrate the nature of the economic developments and the major economic difficulties these countries face. |
| eviews event study: Modeling Ordered Choices William H. Greene, David A. Hensher, 2010-04-08 It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice. |
| eviews event study: Econometric Analysis of Panel Data Badi Baltagi, 2008-06-30 Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models. |
| eviews event study: Elements of Forecasting Francis X. Diebold, 2007 ELEMENTARY FORECASTING focuses on the core techniques of widest applicability. The author illustrates all methods with detailed real-world applications, many of them international in flavor, designed to mimic typical forecasting situations. |
| eviews event study: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance Don Harding, Adrian Pagan, 2016-07-26 The global financial crisis highlighted the impact on macroeconomic outcomes of recurrent events like business and financial cycles, highs and lows in volatility, and crashes and recessions. At the most basic level, such recurrent events can be summarized using binary indicators showing if the event will occur or not. These indicators are constructed either directly from data or indirectly through models. Because they are constructed, they have different properties than those arising in microeconometrics, and how one is to use them depends a lot on the method of construction. This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists. It explains why it is inherently difficult to forecast the onset of a recession in a way that provides useful guidance for active stabilization policy, with the consequence that policymakers should place more emphasis on making the economy robust to recessions. The book offers a range of econometric tools and techniques that researchers can use to measure recurrent events, summarize their properties, and evaluate how effectively economic and statistical models capture them. These methods also offer insights for developing models that are consistent with observed financial and real cycles. This book is an essential resource for students, academics, and researchers at central banks and institutions such as the International Monetary Fund. |
| eviews event study: A Documentary History of the Book of Mormon , 2019-01-09 The story of the creation of the Book of Mormon has been told many times, and often ridiculed. A Documentary History of the Book of Mormon presents and examines the primary sources surrounding the origin of the foundational text of the Church of Jesus Christ of Latter-day Saints, the most successful new religion of modern times. The scores of documents transcribed and annotated in this book include family histories, journal entries, letters, affidavits, reminiscences, interviews, newspaper articles, and book extracts, as well as revelations dictated in the name of God. From these texts emerges the captivating story of what happened (and what was believed or rumored to have happened) between September 1823-when the seventeen-year-old farm boy Joseph Smith announced that an angel of God had directed him to an ancient book inscribed on gold plates-and March 1830, when the Book of Mormon was first published. By compiling for the first time a substantial collection of both first- and secondhand accounts relevant to the inception of the divine revelation-or clever fraud-that launched a new world religion, A Documentary History makes a significant contribution to the rapidly growing field of Mormon Studies. |
| eviews event study: Misspecification Tests in Econometrics L. G. Godfrey, 1988 Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables. |
| eviews event study: Volatility and Correlation Riccardo Rebonato, 2005-07-08 In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options. The book is split into four parts. Part I deals with a Black world without smiles, sets out the author’s ‘philosophical’ approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface. Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes. Praise for the First Edition: “In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.... The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed.” —Professor Ian Cooper, London Business School “Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion...A rare combination of intellectual insight and practical common sense.” —Anthony Neuberger, London Business School |
| eviews event study: Realisms Interlinked Arindam Chakrabarti, 2019-09-19 This book brings together over 25 years of Arindam Chakrabarti's original research in philosophy on issues of epistemology, metaphysics, and philosophy of mind. Organized under the three basic concepts of a thing out there in the world, the self who perceives it, and other subjects or selves, his work revolves around a set of realism links. Examining connections between metaphysical stances toward the world, selves, and universals, Chakrabarti engages with classical Indian and modern Western philosophical approaches to a number of live topics including the refutation of idealism; the question of the definability of truth, and the possibility of truths existing unknown to anyone; the existence of non-conceptual perception; and our knowledge of other minds. He additionally makes forays into fundamental questions regarding death, darkness, absence, and nothingness. Along with conceptual clarification and progress towards alternative solutions to these substantial philosophical problems, Chakrabarti demonstrates the advantage of doing philosophy in a cosmopolitan fashion. Beginning with an analysis of the concept of a thing, and ending with an analysis of the concept of nothing, Realisms Interlinked offers a preview of a future metaphysics, epistemology, and philosophy of mind without borders. |
| eviews event study: Quantitative Models in Marketing Research Philip Hans Franses, Richard Paap, 2001-08-09 Advances in data collection and data storage techniques have enabled marketing researchers to study the individual characteristics of a large range of transactions and purchases, in particular the effects of household-specific characteristics. This 2001 book presents important and practically relevant quantitative models for marketing research. Each model is presented in detail with a self-contained discussion, which includes: a demonstration of the mechanics of the model, empirical analysis, real world examples, and interpretation of results and findings. The reader of the book will learn how to apply the techniques, as well as understand the methodological developments in the academic literature. Pathways are offered in the book for students and practitioners with differing numerical skill levels; a basic knowledge of elementary numerical techniques is assumed. |
| eviews event study: The Art of Semiparametrics Stefan Sperlich, Gökhan Aydinli, 2006-07-25 This selection of articles emerged from different works presented The Art of Semiparametrics conference in 2003 in Berlin. It offers a collection of individual works that together show the large spectrum of semiparametric statistics. The book combines theoretical contributions with more applied and empirical studies. Although each article represents an original contribution to its own field, all are written in a self-contained way that may be read by non-experts. |
| eviews event study: GARCH Models Christian Francq, Jean-Michel Zakoian, 2010-06-29 This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models. |
| eviews event study: An Introduction to MATLAB for Behavioral Researchers Christopher R. Madan, 2013-12-18 MATLAB is a powerful data analysis program, but many behavioral science researchers find it too daunting to learn and use. An Introduction to MATLAB for Behavioral Researchers is an easy-to-understand, hands-on guide for behavioral researchers who have no prior programming experience. Written in a conversational and non-intimidating style, the author walks students—step by step—through analyzing real experimental data. Topics covered include the basics of programming, the implementation of simple behavioral analyses, and how to make publication-ready figures. More advanced topics such as pseudo-randomization of trial sequences to meet specified criteria and working with psycholinguistic data are also covered. Interesting behavioral science examples and datasets from published studies, such as visualizing fixation patterns in eye-tracking studies and animal search behavior in two-dimensional space, help develop an intuition for data analysis, which is essential and can only be developed when working with real research problems and real data. |
State Space Models coefficients - EViews.com
Mar 11, 2010 · For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and …
Testing the day of the week effect by GARCH (1,1) - EViews
Jul 5, 2020 · Hi everyone, I'm newbie to Eviews. I'm trying the determine whether the time series data (daily returns of a stock index) is stationary or non-stationary. Afterthat examining the day …
How to skip a regression when it has an error - EViews.com
Dec 1, 2010 · EViews 6 doesn't have @lasterrnum. You can use @errorcount to check how many errors have occurred.
(E)GARCH, R^2, Groups Estimation - EViews.com
Oct 6, 2009 · I am currently working on an estimation for stock volatility with a GARCH or EGARCH-model, including one exogenous variable in the Variance Equation, Credit Default …
Lumsdaine-Papell Unit Root Test - Page 2 - EViews.com
Jun 1, 2009 · EViews codes regarding the Zivot-Andrews unit root rest under this thread are not fully functional and do ...
ARIMASel (Automatic ARIMA selection) - Page 5 - EViews.com
Aug 1, 2014 · Post by EViews Gareth » Tue Mar 01, 2016 9:02 pm Because the procedure always tests an (0,0,0) model, it needs at least one regressor (such as a constant), otherwise there is …
How to enter data into a panel workfile. - Page 13 - EViews.com
May 18, 2016 · As I new in eviews I would really need your help. I have dividend data for several companies for several years and many idependent variables some of which are dummies. I …
STAR* - Page 4 - EViews.com
Oct 10, 2017 · For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread. Moderators: …
Alpha and Beta in Johansen cointegration - EViews.com
Apr 17, 2009 · 2) Where can one find these coefficient in the EViews result sheets? suppose the following is the Johansen result sheet where are the alpha and beta coefficients? Date: …
VAR, Monte Carlo, Fan Charts - EViews.com
Aug 21, 2013 · For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and …
State Space Models coefficients - EViews.com
Mar 11, 2010 · For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and …
Testing the day of the week effect by GARCH (1,1) - EViews
Jul 5, 2020 · Hi everyone, I'm newbie to Eviews. I'm trying the determine whether the time series data (daily returns of a stock index) is stationary or non-stationary. Afterthat examining the day …
How to skip a regression when it has an error - EViews.com
Dec 1, 2010 · EViews 6 doesn't have @lasterrnum. You can use @errorcount to check how many errors have occurred.
(E)GARCH, R^2, Groups Estimation - EViews.com
Oct 6, 2009 · I am currently working on an estimation for stock volatility with a GARCH or EGARCH-model, including one exogenous variable in the Variance Equation, Credit Default …
Lumsdaine-Papell Unit Root Test - Page 2 - EViews.com
Jun 1, 2009 · EViews codes regarding the Zivot-Andrews unit root rest under this thread are not fully functional and do ...
ARIMASel (Automatic ARIMA selection) - Page 5 - EViews.com
Aug 1, 2014 · Post by EViews Gareth » Tue Mar 01, 2016 9:02 pm Because the procedure always tests an (0,0,0) model, it needs at least one regressor (such as a constant), otherwise there is …
How to enter data into a panel workfile. - Page 13 - EViews.com
May 18, 2016 · As I new in eviews I would really need your help. I have dividend data for several companies for several years and many idependent variables some of which are dummies. I …
STAR* - Page 4 - EViews.com
Oct 10, 2017 · For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread. Moderators: …
Alpha and Beta in Johansen cointegration - EViews.com
Apr 17, 2009 · 2) Where can one find these coefficient in the EViews result sheets? suppose the following is the Johansen result sheet where are the alpha and beta coefficients? Date: …
VAR, Monte Carlo, Fan Charts - EViews.com
Aug 21, 2013 · For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and …
