ARTICLE IN PRESS Journal of Econometrics ] (]]]]) ]]]–]]] www.elsevier.com/locate/jeconom Modeling the diffusion of scientific publications Dennis Fok, Philip Hans Fransesà Econometric Institute, Erasmus University Rotterdam, P.O. Box 1738, NL-3000 DR Rotterdam, The Netherlands Abstract This paper illustrates that salient features of a panel of time series of annual citations can be captured by a Bass type diffusion model. We put forward an extended version of this diffusion model, where
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Goethe University Frankfurt Advanced Econometrics 2, Part 2 Sommersemester 2016 Prof. Michael Binder, Ph.D. I. Vector Autoregressions and Vector Error Correction Models 3. Estimation and Inference with and without Parameter Restrictions Cointegrated VAR – Case of a Single Cointegrating Relationship Special Case of One Cointegrating Relationship: Weak Exogeneity and ARDL Models When the cointegration rank of a cointegrated VAR is one, then under certain conditions it is feasible to work with a notably
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Financial Econometrics With Eviews Roman Kozhan Download free books at Roman Kozhan Financial Econometrics Download free eBooks at bookboon.com 2 Financial Econometrics – with EViews © 2010 Roman Kozhan & Ventus Publishing ApS ISBN 978-87-7681-427-4 To my wife Nataly Download free eBooks at bookboon.com 3 Contents Financial Econometrics Contents Preface 6 1 1.1 1.2 1.3 1.4 Introduction to EViews 6.0 Workfiles in EViews Objects
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ECONOMETRICS INTRODUCTION We will examine the data set of wealth, age, family size and income. In this data, our dependent variable is wealth and independent variables are age, family size and income. We will estimate and interpret how independent variables affect the dependent variable. We will use that equation: WEALTH = c1+ c2INCOME + c3AGE + c4FSIZE + u DATA AND METHODOLOGY The data of wealth is unstructured or undated and it include 9275 observations
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do at the large scale? Macro-economic evidence from a panel of OECD countries. Journal of Applied Economics, VII(I), pp. 27-46. Arellano, M. (2003): Panel Data Econometrics, Oxford University Press. Arellano, M., and O. Bover. (1995). Another Look at The Instrumental Variable Estimation of Error- Components Models. Journal of Econometrics, 68, 29-52. Arellano, M., & Bond, S. R. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The
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MSc Money, Banking and Finance 2011/2012 Econ 403 – Applied Econometrics 2 hrs 30 minutes ------------------------------------------------- Answer ALL questions from Section A (60 marks), ONE question from Section B (20 marks), and ONE question from Section C (20 marks). Please use a separate answer book for each section. Section A – ANSWER ALL QUESTIONS Question 1 (24 marks) Assess whether each of the statements below is TRUE or FALSE. Marks will
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A STUDY: INCOME AND HAPPINESS ACROSS EUROPE: DO REFERENCE VALUES MATTER? Contents Summary 2 The Silver Lining of Materialism: The Impact of Luxury Consumption on Subjective Well-Being 3 Data used for analysis 5 Econometric Model 6 Critical Reflection 8 Reference List 11 A Study: Income and happiness across Europe: Do reference values matter? Summary The authors in this study - Guglielmo Maria Caporale, Yannis Georgellis, Nicholas Tsitsianis and Ya Ping Yin - assess the relationship
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used in statistics, signal processing, pattern recognition, econometrics, mathematical finance, weather forecasting, earthquake prediction, electroencephalography, control engineering, astronomy, communications engineering, and largely in any domain of applied science and engineering which involves temporal measurements Cross-Section Data Cross-sectional data, or a cross section of a study population, in statistics and econometrics is a type data collected by observing many subjects (such as
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York University Faculty of Liberal Arts & Professional Studies Department of Economics Fall 2014 Course Outline Course # and Title: AP/ECON 4140 3.0A Financial Econometrics Course Webpage: http://www.yorku.ca/rsufana/teaching.htm Course Instructor/Contact: Name: Prof. Razvan Sufana Office: VH 1030 Phone: 416-736-2100 Ext. 66065 Office Hours: Tuesday 2 – 3 PM, Thursday 2:45 – 3:45 PM Email: rsufana@yorku.ca (Please include course number in subject line) LectureTime
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This page intentionally left blank Introductory Econometrics for Finance SECOND EDITION This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. It includes examples and case studies which finance students will recognise and relate to. This new edition builds on the successful data- and problem-driven approach of the first edition, giving students the skills to estimate and interpret models while developing an intuitive grasp
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