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Determinants of Crude Oil Prices: - USAEE

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Determinants of Crude Oil Prices: - USAEE

Time Series Econometrics using Microfit 5.0, Oxford: Oxford University Press. Phillips, Peter C.B. and Jun Yu(2010), “Dating the Timeline of Financial Bubbles during the Subprime Crisis,” Cowles Foundation Discussion Paper 1770, ...

http://www.usaee.org/usaee2012/submissions/ExtendedAbs/Nourah%20AlYousef.doc

Date added: May 4, 2013 - Views: 10

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homepages.strath.ac.uk

Applied Econometrics Tutorial: Week 6. In this tutorial exercise we investigate graphically some of the time series models we will discuss in the lectures. ... See Working with Microfit 4.0, Sections 4.4.4 and 18.1, and Lesson 9.10. Autocorrelation Function (ACF) using GiveWin/PcGive.

http://homepages.strath.ac.uk/~hbs96127/Tutorial1.doc

Date added: May 3, 2013 - Views: 9

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Economic Policy and Applications 31 473 - University Of ...

5 The properties of time series: integrated processes; stationary and non ... Thomas R L (1993) “Introductory Econometrics: Theory and Applications”, 2nd ... “Working with Microfit 4.0”, Oxford University Press. Harris, R (1995) Using Cointegration Analysis in Econometric ...

http://homepages.strath.ac.uk/~hbs96127/AppliedEconometricsCourseOutline20032004.doc

Date added: July 3, 2013 - Views: 1

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Determinants of Malaysian Trade Balance: An Ardl Bound ...

... Variance Decompositions of M3 1 0.00 0.00 0.00 100.00 3 0.28 0.87 0.01 98.84 5 0.29 0.87 0.01 98.83 10 0.29 0 ... (1991), Introduction to Multiple Time Series Analysis, Berlin ... Pesaran, H.M., and Pesaran, B. (1997), Microfit 4.0, Oxford University Press, England. Pesaran, H.M ...

http://www.gcbe.us/6th_GCBE/data/Determinants%20of%20Malaysian%20Trade%20Balance%20An%20Ardl%20Bound%20Testing%20Approach.doc

Date added: December 13, 2011 - Views: 31

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Generalized impulse response function is a new development in the time series ... Pesaran, M. H. and B. Pesaran. 1997. Working with Microfit 4.0 User ... Y. Shin., and R. Smith. 2001. “Bound Testing Approachs to the Analysis of Level Relationships,” Journal of Applied Econometrics ...

http://www2.southeastern.edu/orgs/ijae/index_files/IJAE%20SEPT%2009%20NASIR%2011-22-09%20Dynamic_Draft_resubmitAug08.doc

Date added: November 10, 2012 - Views: 27

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ABSTRACT - uoc.gr

This paper examines the long-run relationship of export and import demand of Malaysia using time series analysis techniques that address ... By using MICROFIT 4.0 ... the issue of nonstationarity can be a major problem for the empirical econometrics analysis where most macroeconomic time ...

http://economics.soc.uoc.gr/macro/8conf/docs/Greece%5b1%5d.doc

Date added: August 28, 2013 - Views: 1

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Autoregressive Distributed Lags Model - Fordham University

... (=0.5, mean lag is 1 period. Pascal Lag: used by Solow ... Univariate time series, M3. yt=(2yt-1 ... properties according some theoretical results. See Vinod (1996) “Using Godambe-Durbin Estimating Functions In Econometrics,” 1996, in I. Basawa, V. P. Godambe and R ...

http://www.fordham.edu/economics/vinod/autoregressiveDL.doc

Date added: September 1, 2011 - Views: 139

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FINANCIAL LIBERALISATION - Journal of Policy Modeling

... an attempt to establish a long term relationship between interest rate liberalisation and sustainable economic growth using time series data. Lastly, a dynamic unrestricted error ... African Econometrics Society Conference ... Working with Microfit 5.0: Interactive Econometric ...

http://www.econmodels.com/upload7282/8cf426c5e918c94b06dbf366af58ec04.docx

Date added: September 16, 2012 - Views: 8

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Gujarati Damodar N. (1988) Basic Econometrics, McGraw-Hill.

Using time series data for the Mauritian economy from 1975 to 2009, ... Gujarati Damodar N. (1988) Basic Econometrics, McGraw-Hill. Harris, ... Working with Microfit 4.0: Interactive Economteric Analysis. London: ...

http://vcampus.uom.ac.mu/researchweek/conference2009/uploads/paper583115.docx

Date added: August 16, 2013 - Views: 4

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THE DOMINANT ROLE OF SAUDI ARABIA IN THE OIL MARKET 1997-2010

Journal of the Royal Statistical Society Series B, 37, 149-192 ... Microfit 5.0: Interactive Econometric Analysis, Oxford: Oxford ... Bound testing approaches to the analysis of level relationships. Journal of Applied Econometrics.16, 289-326. Powell, S. (1990). The target capacity ...

http://www.usaee.org/usaee2011/submissions/Abs/abstract%20IAEE%202011.doc

Date added: May 9, 2013 - Views: 6

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CHAPTER 1:

Before using Microfit, we want to type in some data. ... Routledge: London, p.236). Other writers (e.g. Pesaran M.H. & Pesaran B., 1997, Working with Microfit 4.0: interactive econometric analysis, OUP ... The standard approach for this problem in time-series data is to “difference” the ...

http://course.shufe.edu.cn/jpkc/jrjlx/ref/MicrofitManual.doc

Date added: January 29, 2012 - Views: 22

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STOCK MARKET – PRIVATE SECTOR INVESTMENT

... and claimed that stock prices led investment and consumption in the U.S. economy. Using time series data ... Tests have been carried out using Microfit 4.0. ... Smith, R.J. (2001) Bounds testing approaches to the analysis of level relationships, Journal of Applied Econometrics, 16

http://hrcak.srce.hr/file/74263

Date added: May 4, 2013 - Views: 6

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www.nuff.ox.ac.uk

... its main aim is to derive elasticities of demand and supply for manufactured exports using time series data. ... Microfit version 4.0 was used for the estimation process. ... (2000); An Introduction to Applied Econometrics, a time series approach; Palgrave, New York. Pesaran H & B Pesaran ...

http://www.nuff.ox.ac.uk/users/behar/rw/workingpaper.doc

Date added: November 20, 2013 - Views: 2

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The effects of privatisation and FDI on economic growth in Egypt

This paper uses time-series model to ... indicates statistical significance at 5%. Test performed using Microfit ... 43 1971 3.44 1.61 13.79 18.89 3.14 40.36 0.43 1972 2.03 0.23 13.35 19.13 2.10 36.19 0.43 1973 0.71 -1.12 13.98 19.16 5.11 34.72 0.398 1974 2.49 0.54 20.51 37.24 ...

http://www.eefs.eu/conf/Warsaw/Papers/599.doc

Date added: February 16, 2013 - Views: 5

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How does Financial Liberalisation Impact on Money Demand and ...

... using time series analysis and annual ... used time series econometrics to see how interest rate liberalization had affected economic growth in ... the value assigned in this case is 1. But if the liberalisation is completed in two phases, then 0.5 is assigned for the first phase and ...

http://docs.mak.ac.ug/sites/default/files/FINANCIAL%20LIBERALISATION,%20MONEY%20DEMAND%20AND%20ECONOMIC%20GROWTH..doc

Date added: September 10, 2012 - Views: 11

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INDIA'S EXPORT COMPETITIVENESS IN ASEAN MARKET : AN ...

The time series data required for the estimation are based on bilateral exports of India to individual ASEAN country, ... Unit root tests have been performed using Microfit 4.0 ... G. S. Introduction to Econometrics. Second Edition. New York:Macmillan . Publishing Co., ...

http://www.hss.iitb.ac.in/ties07/paper/ts1/psE/2.doc

Date added: March 29, 2013 - Views: 5

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AN INVESTIGATION INTO THE - University of Waikato

... unit root tests on individual series were calculated using the augmented Dickey Fuller and ... D.N. (2000). Basic econometrics. 3rd ed. Singapore: McGraw-Hill. Kedgley, S. (2001). New Zealand’s ... M. H., & Pesaran, B. (1999). Microfit 4.0. Oxford: Oxford University Press. Pesaran, M ...

http://wms-soros.mngt.waikato.ac.nz/NR/rdonlyres/eohwixjohkxnihsmpnl657rscsprx3sswo4oirdxyqvio3nzjywqji552szj2fipg4mp74fbu3x6erl2o3ors5aulug/Fueltax.doc

Date added: December 13, 2011 - Views: 31

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Table 1 - uoc.gr

... to testing for weak form efficiency is spectral analysis which is a method of testing for oscillatory movements in a time series. ... results obtained in Table 3 that the series are I(0) in the first differences ... Estimation and Inference in Econometrics, Oxford University Press ...

http://economics.soc.uoc.gr/macro/8conf/docs/stock%20market2.doc

Date added: August 5, 2013 - Views: 2

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www.hkimr.org

Data from two advanced econometrics ... Y68 Y69 Y70 Y71 Y73 MED KWW MRT AGE Variable Coefficient Std. Error t-Statistic Prob. S 0.069176 0.013049 5.301243 0.0000 IQ 0.000175 0.003937 0.044358 0.9646 EXPR 0.029866 0 .006697 4 ... This is a tutorial dataset for Microfit version 4.0.

http://www.hkimr.org/uploads/conference_detail/836/n_paper_0_92_11may-ccbs_docs_9916_1-doc.doc

Date added: April 11, 2013 - Views: 15

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL

The time series properties of GDP growth rate (GGrow), export growth rate (EGrow), ... Journal of Econometrics. 72: 116-125. Marin, D., ... The critical values are obtained from the Microfit 4.0 program.

http://coin.wne.uw.edu.pl/krosiak/index_pliki/4_vecm/VECM_Anoruo_Ramchander.doc

Date added: February 17, 2014 - Views: 3

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www.nuff.ox.ac.uk

... research should also have the luxury of using long time series from a single source, ... Patterson, K (2000); An Introduction to Applied Econometrics, a time series approach; ... Microfit 4.0 Windows Version; Oxford University Press. Riedel, J (1988); “The Demand for LDC Exports of ...

http://www.nuff.ox.ac.uk/users/behar/cv/exportsvecm.doc

Date added: November 4, 2013 - Views: 3

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www.northsouth.edu

Paper presented in the International Conference on Applied Economics and Time series Econometrics (ICAETE) ... “Consolidated Hardware and Software Requirements for TDMW, FABA, and BB for DMFAS 6.0”. 14. Past Positions (2003-2013): ... MICROFIT; MINITAB; PC-GIVE; SAS; SPSS; STATA; 20.

http://www.northsouth.edu/assets/files/Faculty-CV/Long-CV-Dr.-Gour-Gobinda-Goswami.docx

Date added: June 3, 2014 - Views: 2

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Remittances And Poverty Nexus: Evidence From Pakistan

Time series data ranging for the ... co-integrated panels. In: Baltagi, B., ed. Non-stationary Panels, Panel Co-integration, and Dynamic Panels, Advances in Econometrics. Vol. 15 ... M. H., Pesaran, B. (1997). Working with Microfit 4.0: Interactive Econometric Analysis, Oxford ...

http://www.gcbe.us/2008_OBEC/data/Rukhsana%20Kalim,%20Mohammad%20Shahbaz.doc

Date added: November 4, 2011 - Views: 10

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Cointegration and market integration: an application to the ...

... test in Microfit 4.0 was applied to the data to test ... The existence and direction of causal relationships between the time series involved in this study is tested by the ... Seddighi, H. R., K. A. Lawler, and A. V. Katos (2000) Econometrics: a practical. approach, London, Routlage ...

http://profdoc.um.ac.ir/articles/a/164.doc

Date added: May 22, 2012 - Views: 7

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The world food crises awoke the world

For Malawi time series was ... Asteriou, Dimitrious and Stephen G. Hall(2007). “Applied Econometrics A Modern Approach Using Eviews and Microfit ... Income gap ratio Urban population E.A and pacific 13,2 20,3 6,3 2,7 Europe and central Asia 2,5 8,7 0,0 0,2 L.A and the Caribbean 3 ...

http://thesis.eur.nl/pub/5236/Heuvelen%20,%20G.%20287480%209-4-2009-id%20thesis5236.doc

Date added: April 8, 2014 - Views: 1

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Book Review: - Lahore School of Economics

0.4 0.6 0.5 0.6 0.6 0.8 1.0 0.7 0.7 0.6 Life Expectancy ... S., P. Johnson and J. Temple (2004), “Growth Econometrics,” In the Handbook of Economic Growth, P. Aghion and ... This exercise is performed for each input and for each province separately using the time series data from 1979 to ...

http://www.lahoreschoolofeconomics.edu.pk/JOURNAL/Vol13-No1/Vol.13%20No.1.doc

Date added: October 30, 2011 - Views: 65

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A Comparative Analysis of EU Export Demand Elasticities in ...

... “Testing Structural Hypothesis in a Multivariate Cointegration Analysis of the PPP and the UIP for UK,” Journal of Econometrics 53 ... A.S. and Montenegro, C.E. (1999), “Time Series Analysis of Export demand Equations: a ... Estimation has been performed by using Microfit 3.0.

http://www.alde.es/encuentros/anteriores/vieea/autores/C/87.doc

Date added: March 22, 2012 - Views: 5

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Progress results 1 - University of Cape Town

... -0.5 0.65 Obs = 34 Multi-country study Smal (1996) -0.58 (merchandise)-1.4 (manufacturing) -0.31 (minerals) 0.76 to 1 ... Time series plot of price and exchange ... D.N. (1995). Basic Econometrics. McGraw-Hill: Singapore. Gylfason, T. & Radetzki, M. (1991). “Does Devaluation Make ...

http://www.commerce.uct.ac.za/Economics/staff/ledwards/docs/BOPreport5.doc

Date added: October 25, 2011 - Views: 16

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Dr Geoffrey Pugh - Staffordshire University

... professional development in applied econometrics (focussing on time series analysis); ... Experienced user of statistical and econometrics packages: SPSS; Microfit; Limdep; STATA and JMulTi ... 0.927 (2011); 0.855 (2012) ABS: Not listed. ERA: B ‘Does Exchange Rate Volatility Discourage ...

http://www.staffs.ac.uk/assets/Geoff_Pugh_full_academic_CV_February_2014_tcm44-74969.docx

Date added: April 21, 2014 - Views: 2

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semnasagri2012.files.wordpress.com

time series . dari tahun 1990 ... Persamaan dugaan dihasilkan dari uji model dengan perangkat lunak microfit 4.0 dengan acuan pesaran et.al, ... Econometrics: A Practical Approach. Padstow Cornwall, London. Thomas RL. 1997. Modern Econometrics : An Introduction.

http://semnasagri2012.files.wordpress.com/2012/01/yulismi_dampak-inflasi-terhadap-penawaran-ekspor-minyak-sawit-indonesia.docx

Date added: May 11, 2013 - Views: 3

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New empirical insights into the growth effects of economic ...

These have included: time-series analysis (e.g. Landau 1995, Vanhoudt 1999), standard growth regression ... Own calculations. Estimations carried out in Microfit within the framework of a research grant BW no. 3480-5 ... 1 2 3 4 5 6 7 8 9 10 LNGDP -0.0985 -0.0926 -0.0919 -0.1006 -0.1120 -0 ...

http://gnu.univ.gda.pl/~brod/brod_wroc.doc

Date added: January 28, 2012 - Views: 15

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计量软件评述、经验(强烈推荐),不看会 ...

Dataplore Dataplore is a full-featured package for the analysis of time-series data using a frequency domain approach. ... Microfit This is a general econometrics package, developed by B. and M. Hashem Pesaran, ... 这是一个数学软件,现在有5.0 ...

http://web.cenet.org.cn/upfile/107454.doc

Date added: November 23, 2011 - Views: 15

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ANALIZY I OPRACOWANIA

These have included: time-series analysis (e.g. Landau 1995 ... Bover O. (1995) Another look at the instrumental variable estimation of error-components models, Journal of Econometrics Vol. 68, pp. 29-52 ... before 193.7 263.1 274.9 351.3 after 258.0 272.8 323.4 400.5 change (per ...

http://gnu.univ.gda.pl/~keie/ao9.doc

Date added: April 21, 2012 - Views: 5

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Business Economics - BSc - Middlesex University

... Business Economics ECS3450 Applied Econometrics ECS3855 ... Microfit, Eviews, Stata, or Limdep); the skills ... Time series analysis . Cross section and ...

http://www.mdx.ac.uk/Assets/Business%20Economics%20-%20BSc.doc

Date added: May 17, 2013 - Views: 56

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Determining economic values of King George whiting ...

A series of papers written in ... Dependent Variable C-O Quantity C-O Price GIVE Quantity GIVE Price Price Elasticities Own Price -0.35 -5.65 -0.03 -10.3 ... Variable Coefficient Asymptotic t-Ratio Snapper 61.527 2.846 All Kept 1.5701 1.915 Time 7.05 5.711 Income 5.47 3.222 Age ...

http://frdc.com.au/research/Documents/Final_reports/1995-140-DLD.DOC

Date added: April 11, 2014 - Views: 1

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www.unizg.hr

Varijabla bruto domaći proizvod u prvom razdoblju objašnjava 0% varijance prognostičke pogreške državne potrošnje, ... A Modern Approach using EViews and Microfit, Palgrave Macmillan, Hampshire. Bahovec, V. i ... The ADF tests show the stationarity of time series in the first ...

http://www.unizg.hr/rektorova/upload_2011/Ekonometrijska%20analiza%20djelovanja%20Wagnerovog%20zakona%20u%20Hrvatskoj.docx

Date added: July 16, 2013 - Views: 2

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NewRef - Central European University

Applied econometrics : a modern approach using EViews and Microfit ... Estimation in conditionally heteroscedastic time series models / Daniel Straumann ... Izdanie TSentralnogo obedineniia politicheskikh emigrantov SSSR, 1961. – 130 p. ; 21 cm.0. Management consulting : emergence and ...

http://www.library.ceu.hu/downloads/january.doc

Date added: August 19, 2011 - Views: 87

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Does Energy Consumption Fuel Economic Growth in India

The study employs time series econometric procedures in order to understand the dynamic relationship ... the empirical analysis from application of both the econometrics techniques strongly ... Pesaran, M. H., Pesaran, B., 1997. Working with Microfit 4.0, Cambridge, England. Pesaran, M. H ...

http://www.hss.iitb.ac.in/ties07/paper/ts2/psB/5.doc

Date added: November 20, 2012 - Views: 7

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ΕΘΝΙΚΟ ΚΑΙ ΚΑΠΟΔΙΣΤΡΙΑΚΟ ...

ΕΘΝΙΚΟ ΚΑΙ ΚΑΠΟΔΙΣΤΡΙΑΚΟ ΠΑΝΕΠΙΣΤΗΜΙΟ ΑΘΗΝΩΝ ΤΜΗΜΑ ΟΙΚΟΝΟΜΙΚΩΝ ΕΠΙΣΤΗΜΩΝ. ΟΔΗΓΟΣ ΣΠΟΥΔΩΝ

http://www.econ.uoa.gr/fileadmin/econ.uoa.gr/uploads/anakoinwseis/od.spoudwn_2012-13__29-04___ver_1.doc

Date added: October 28, 2012 - Views: 39