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Applied Econometrics

Applied Econometrics

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Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

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Keywords

  • abnormal returns
  • budgetary system and strategies
  • cash payments
  • cointegration
  • company performance
  • competing risks
  • control environment
  • default and prepayment
  • denomination range
  • derivatives market
  • DOLS
  • duration models
  • E42
  • E58
  • earnings announcements
  • earnings forecasts
  • Economic development
  • economic freedom
  • economic growth
  • Efficiency
  • EGARCH
  • Exchange Rate
  • exploratory diagnostics
  • Fama-French factor model
  • FHA loan
  • financial analysts
  • Financial markets
  • FMOLS
  • foreclosure
  • Foreign Direct Investment
  • frequency domain causality
  • Granger causality test
  • Granger-causality tests
  • heavy-tailed data
  • historical time series
  • home mortgage
  • income inequality
  • independent multivariate Student distribution
  • Inflation
  • JEL Classification
  • Mahalanobis distances
  • managing of financial health
  • market microstructure
  • Mathematics & science
  • maximum likelihood estimator
  • middle income countries
  • Misery Index
  • multivariate regression models
  • Nigeria
  • nonlinearity
  • nonparametric time series modeling
  • oil price
  • Okun’s law
  • operational control
  • Panel Data
  • panel data factor model
  • post-communist countries
  • Postage stamps
  • prediction methods
  • price recovery
  • Probit and Logit models
  • risk of bankruptcy
  • risk spillover
  • social network model
  • system GMM
  • trade balance
  • trading behavior
  • uncorrelated multivariate Student distribution
  • Unemployment
  • unified time series algorithm
  • unobserved heterogeneity
  • vector error correction model (VECM)

Links

DOI: 10.3390/books978-3-03897-927-2

Editions

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