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M. Hashem Pesaran has written 18 work(s)
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This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual.It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Hardcover:
9780198736912 | Oxford Univ Pr, September 10, 2015, cover price $185.00 | About this edition: This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data.
Paperback:
9780198759980 | Oxford Univ Pr, October 1, 2015, cover price $78.45
Product Description: The GVAR is a global Vector autoregression model of the global economy. The model was initially developed in the early 2000 by Professor Pesaran and co-authors, for the main purpose of analysing credit risk in a globalised economy...read more
Hardcover:
9780199670086 | Oxford Univ Pr, May 5, 2013, cover price $105.00 | About this edition: The GVAR is a global Vector autoregression model of the global economy.
Hardcover:
9780199296859 | Oxford Univ Pr on Demand, October 5, 2006, cover price $145.00
Paperback:
9780199650460 | Reprint edition (Oxford Univ Pr, May 4, 2012), cover price $58.00
Product Description: In this book, first published in 199, leading theorists and applied economists address themselves to the key questions of aggregation. The issues are covered both theoretically and in wide-ranging applications. Of particular intrest is the optimal aggregation of trade data, the need for micro-modelling when imoprtant non-linearities are present (for example, tax exhaustion in modelling company behaviour) and the use of a micro-model to stimulate labour supply behaviour in a macro-model of the Netherlands...read more
Hardcover:
9780415616584 | Reprint edition (Routledge, January 21, 2011), cover price $170.00 | About this edition: In this book, first published in 1990, leading theorists and applied economists address themselves to the key questions of aggregation.
9780415009188 | Routledge, September 1, 1990, cover price $100.00 | About this edition: Aggregation is a significant problem in much economic theory and in most applied work in economic modelling.
Paperback:
9780415616638 | Routledge, June 7, 2012, cover price $53.95 | About this edition: In this book, first published in 199, leading theorists and applied economists address themselves to the key questions of aggregation.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Hardcover:
9780199581542 | Win cdr/pa edition (Oxford Univ Pr, December 20, 2009), cover price $525.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Hardcover:
9780199231041 | Cdr edition (Oxford Univ Pr, December 20, 2009), cover price $375.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Paperback:
9780199581535, titled "Time Series Econometrics Using Microfit 5.0" | Pck pap/cd edition (Oxford Univ Pr, December 20, 2009), cover price $775.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Product Description: Microfit 5.0 is an interactive, menu-driven program with a host of facilities for estimation, hypothesis testing, forecasting, data processing, file management, and graphic display. These features make Microfit 5.0 one of the most powerful menu-driven time-series econometric packages currently available...read more
Paperback:
9780199563531 | Oxford Univ Pr, January 5, 2010, cover price $60.00 | About this edition: Microfit 5.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Hardcover:
9780199581511 | Pck cdr/pa edition (Oxford Univ Pr, December 20, 2009), cover price $400.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Hardcover:
9780199231119 | Win cdr edition (Oxford Univ Pr, December 20, 2009), cover price $500.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Product Description: For the econometric analysis of time series data, Microfit 5.0 is an unrivalled package. With its extensive choice of data analysis options, this program is a versatile aid to all those interested in the evaluation and design of advanced univariate and multivariate time series models...read more
Hardcover:
9780199231102 | Win cdr edition (Oxford Univ Pr, December 20, 2009), cover price $750.00 | About this edition: For the econometric analysis of time series data, Microfit 5.
Hardcover:
9780199231072 | Cdr edition (Oxford Univ Pr, December 20, 2009), cover price $4000.00
Product Description: This text is about the Middle East and North Africa (MENA) region. Despite the region's immense endowment of natural resources, its per capita imcome is often viewed as having stagnated. At the same time, most economies in the region have been characterized by extremely high volatility...read more
Hardcover:
9780444522405 | Emerald Group Pub Ltd, December 19, 2006, cover price $184.99 | About this edition: This text is about the Middle East and North Africa (MENA) region.
Hardcover:
9781557862099 | Blackwell Pub, October 1, 1997, cover price $142.95 | About this edition: This volume is a major new survey of the latest developments in applied econometrics focusing on key topics in microeconometrics.
Paperback:
9780631216339 | Blackwell Pub, October 1, 1999, cover price $56.95 | About this edition: This Handbook focuses on specific microeconomics applications, rather than on conventional econometric theory.
Product Description: Energy demand in the developing Asian economies is central to world energy markets and to greenhouse gas emissions. This book reviews the relevant economic and econometric theory, introduces some new econometric techniques, and uses these techniques to analyse energy demand by each economy individually and the region as a whole, by sector, by industry, and by fuel...read more
Hardcover:
9780197300206 | Oxford Univ Pr, March 25, 1999, cover price $99.00 | About this edition: Energy demand in the developing Asian economies is central to world energy markets and to greenhouse gas emissions.
Product Description: The first of two major surveys of the latest and most important developments in applied econometrics, the Handbook of Applied Econometrics, Volume I: Macroeconomics focuses on key topics in macroeconomics and finance. Each topic is covered by a leading international expert specially commissioned to address the methodological problems of undertaking empirical work in economics and to provide rigorous applications of econometric and statistical methods to economics problems...read more (view table of contents, read Amazon.com's description)
Hardcover:
9781557862082 | Blackwell Pub, October 1, 1995, cover price $110.95 | About this edition: Providing a major new survey of the latest and most important new developments in applied econometrics, this volume focuses on key topics in macroeconomics.
Paperback:
9780631215585 | Blackwell Pub, January 1, 1999, cover price $49.95 | About this edition: The first of two major surveys of the latest and most important developments in applied econometrics, the Handbook of Applied Econometrics, Volume I: Macroeconomics focuses on key topics in macroeconomics and finance.
Product Description: The empirical modeling of economic time series is dominated by methods that assume linearity of the underlying dynamic economic system. The reason for the adoption of linearity is its analytical and computational simplicity. But dynamic economic systems can be far from linear and the challenge facing applied econometrics in constructing reliable statistical techniques and models for handling dynamic nonlinearities is immense...read more (view table of contents, read Amazon.com's description)
Hardcover:
9780471939429 | John Wiley & Sons Inc, March 1, 1993, cover price $155.00 | About this edition: The empirical modeling of economic time series is dominated by methods that assume linearity of the underlying dynamic economic system.
Paperback:
9780198772972 | Reprint edition (Oxford Univ Pr, February 1, 1990), cover price $24.95 | also contains Black, Brown, & Beige: Surrealist Writings from Africa and the Diaspora
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