Empirical Economic and Financial Research

Table of Contents

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   Book Overview
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   Chapter 1 Introduction
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   Chapter 2 Decomposition of Time Series Using the Generalised Berlin Method (VBV)
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   Chapter 3 Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points
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   Chapter 4 Regularization Methods in Economic Forecasting
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   Chapter 5 Investigating Bavarian Beer Consumption
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   Chapter 6 The Algebraic Structure of Transformed Time Series
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   Chapter 7 Reliability of the Automatic Identification of ARIMA Models in Program TRAMO
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   Chapter 8 Panel Model with Multiplicative Measurement Errors
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    Chapter 9 A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P -Values
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    Chapter 10 Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions
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    Chapter 11 The Elasticity of Demand for Gasoline: A Semi-parametric Analysis
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    Chapter 12 The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development
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    Chapter 13 Evaluation of Job Centre Schemes: Ideal Types Versus Statistical Twins
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    Chapter 14 The Precision of Binary Measurement Methods
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    Chapter 15 On EFARIMA and ESEMIFAR Models
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    Chapter 16 Prediction Intervals in Linear and Nonlinear Time Series with Sieve Bootstrap Methodology
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    Chapter 17 Do Industrial Metals Prices Exhibit Bubble Behavior?
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    Chapter 18 Forecasting Unpredictable Variables
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    Chapter 19 Dynamic Modeling of the Correlation Smile
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    Chapter 20 Findings of the Signal Approach: A Case Study for Kazakhstan
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    Chapter 21 Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
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    Chapter 22 Zillmer’s Population Model: Theory and Application
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    Chapter 23 Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model
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    Chapter 24 The Structure of Generalized Linear Dynamic Factor Models
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    Chapter 25 Forecasting Under Structural Change
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    Chapter 26 Distribution of the Durbin–Watson Statistic in Near Integrated Processes
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    Chapter 27 Testing for Cointegration in a Double-LSTR Framework
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    Chapter 28 Fitting Constrained Vector Autoregression Models
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    Chapter 29 Minimax Versions of the Two-Step Two-Sample-Gauß- and t -Test
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    Chapter 30 Dimensionality Reduction Models in Density Estimation and Classification
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    Chapter 31 On a Craig–Sakamoto Theorem for Orthogonal Projectors