BOOKS - Econometric Modeling Perspectives
Econometric Modeling Perspectives - Marco Bee October 1, 2008 PDF  BOOKS
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Econometric Modeling Perspectives
Author: Marco Bee
Year: October 1, 2008
Format: PDF
File size: PDF 3.8 MB
Language: English



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Book: Econometric Modeling Perspectives Authors: [Insert Authors' Names] October 1, 2008 Pages: Summary: In this book, the authors present a reassessment of some recently proposed econometric methods for the analysis of continuous-time specifications of economic models. Given the vastness of this stream of literature, which does not allow for a full exposition of the topic, the authors concentrate on the estimation and simulation analysis of a continuous-time econometric model based on a theoretical framework, the SETI model developed in Padoan (1996). The application is almost completely instrumental to a more thorough analysis of methodological issues entailed with continuous-time econometrics. Nevertheless, it presents some interesting theoretical aspects such as the process of diffusion of ICT and the role of services in international diffusion of technology. The standard methods are not suitable for theoretical models in which disequilibrium analysis is necessary, and in general, presents a clear limitation when the structural multiequation form of the model should be preserved.
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Book: Perspectives on Econometric Modeling Authors: [Insert names of authors] 200810月1日Pages: Summary:この本では、経済モデルの継続的な時間仕様を分析するための最近提案されたいくつかの経済学的手法を再評する。著者たちは、この文献ストリームの広大さを考慮して、このトピックの完全な提示を許さないため、理論的根拠に基づいた経済学的連続時間モデルの評価とシミュレーション分析に集中し、パドアン(1996)で開発されたSETIモデルを開発した。このアプリケーションは、連続時間の経済学に関連する方法論的問題のより徹底的な分析にほぼ完全に貢献します。それにもかかわらず、ICT拡散プロセスや国際的な技術拡散におけるサービスの役割など、いくつかの興味深い理論的側面を提示します。標準的な方法は、非平衡解析が必要とされる理論モデルには不適切であり、一般にモデルの構造多変量形態を保持しなければならないときの明示的制約を表す。

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