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Determinants of Crude Oil Prices: - United States Association ...

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Determinants of Crude Oil Prices: - United States Association ...

... (2006) and Dees et al. (2007) attempt to explain the rise in oil price using macroeconomic supply and demand frameworks. Other analysts emphasize the dynamic demand ... Peseran, B. (2010). Time Series Econometrics using Microfit 5.0, Oxford: Oxford University Press. Phillips, Peter C.B ...

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

Date added: May 4, 2013 - Views: 17

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CURRICULUM VITAE

... “How Costly is it To Ignore Breaks when Forecasting the Direction of a Time Series?”, ... ISBN 0-444-50237-8 (In the series, “Contributions to Economic Analysis”, Elsevier Science) ... Time Series Econometrics using . Microfit. 5, Oxford University Press, October 2009.

http://dornsife.usc.edu/tools/mytools/PersonnelInfoSystem/DOC/Faculty/ECON/vita_1003600.docx

Date added: July 23, 2014 - Views: 1

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homepages.strath.ac.uk

In this tutorial exercise we investigate graphically some of the time series models we will discuss ... Observe the differences and similarities between these two time series. Microfit: The COR ... will be provided. See Working with Microfit 4.0, Sections 4.4.4 and 18.1, and Lesson 9.10 ...

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

Date added: May 3, 2013 - Views: 10

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

... (1991), Introduction to Multiple Time Series Analysis, Berlin, Springer-Varlag ... Microfit 4.0, Oxford University Press, England. Pesaran, H.M., Shin, Y. and Smith, R.J. (2001), “Bounds Testing Approaches to the Analysis of Level Relationships”, Journal of Applied Econometrics, ...

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

Date added: December 13, 2011 - Views: 33

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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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An empirical analysis of the integration process of the ...

Most of the sophisticated studies use time-series econometrics, ... The time series bivariate cointegration tests between each individual country and a weighted European average yielded little clue ... The lag order of the VARs have been obtained using Microfit Bibliography. Adam K., Jappelli ...

http://www.eu-financial-system.org/fileadmin/content/Dokumente_Events/Prague_2008_11th_conference/Rughoo.doc

Date added: February 16, 2012 - Views: 27

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Autoregressive Distributed Lags Model - Fordham University

... Univariate time series, M3. yt ... (yt-1 verify that an ADL(1,0) model can represent the Koyck model. If an empirical estimate of ... properties according some theoretical results. See Vinod (1996) “Using Godambe-Durbin Estimating Functions In Econometrics,” 1996, in I. Basawa, V ...

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

Date added: September 1, 2011 - Views: 140

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I

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: 33

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FINANCIAL LIBERALISATION - Journal of Policy Modeling

which encompasses all the relevant policies of interest rate liberalisation taken in Nigeria using ... an attempt to establish a long term relationship between interest rate liberalisation and sustainable economic growth using time series data ... Working with Microfit 5.0 ...

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

Date added: September 16, 2012 - Views: 10

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

The dominant Role OF Saudi Arabia in the oil Market 1997-2010. ... Journal of the Royal Statistical Society Series B, 37, 149-192. Dahl, C. & M. Yucel ... Microfit 5.0: Interactive Econometric Analysis, Oxford: Oxford University Press. Pesaran, M. H., Y. Shin, & R. J. Smith, (1996).

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

Date added: May 9, 2013 - Views: 9

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

The paper investigated the dynamic relationship between services sector development and GDP per capita for Mauritius by using annual time series ... Working with Microfit 4.0 ... (2001). ‘Bound testing approaches to the analysis of level relationships’, Journal of Applied Econometrics ...

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

Date added: August 16, 2013 - Views: 5

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WP/02/05 - AES - African Econometric Society

... daily turnover on the South African foreign-exchange market or the South African Reserve Bank’s Quarterly Bulletin time series ... The following are the error-correction model results using Microfit ... ** | .|* | 19 0.243 0.082 1520.5 0.000 ...

http://www.africametrics.org/documents/conference07/Day%203/Session%207/Mokoena%20microstruture.doc

Date added: May 9, 2013 - Views: 6

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STOCK MARKET – PRIVATE SECTOR INVESTMENT

Using time series data, subsequent studies (Schwert, 1990; Barro, 1990; Cochrane, 1991; Morck et Al ... immediately after the establishment of the Istanbul Stock Exchange (ISE) in 1986. The series were obtained from the IMF International ... Tests have been carried out using Microfit 4.0.

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

Date added: May 4, 2013 - Views: 8

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CHAPTER 1:

Before using Microfit, we want to type in some data. ... The problem is ‘outliers’, including the October 1987 crash (Pesaran M.H.& Pesaran B., 1997, Working with Microfit 4.0, p.243); such outliers are ... The standard approach for this problem in time-series data is to “difference ...

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

Date added: January 29, 2012 - Views: 23

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The effects of privatisation and FDI on economic growth in Egypt

... indicates statistical significance at 5%. Test performed using Microfit ... A 10% increase in the growth of current external debt ratio will lead to a decrease in economic growth by 0 ... In order to measure the effects of FDI and privatisation on economic growth in Argentina, time series ...

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

Date added: February 16, 2013 - Views: 9

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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: 7

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL

EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL. ... This paper incorporates the recent advances made in time series analysis, ... India 5.95*** 16.22*** 0.41 1.08 2, 2, 2, 2. Indonesia 0.46 1.21 0.09 1.29 2, 2, 2, 2.

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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AN INVESTIGATION INTO THE - University of Waikato

To obtain a formal statistical measurement of the time series stationarity, unit root tests on individual series were calculated using the augmented Dickey Fuller and Phillips-Perron ... M. H., & Pesaran, B. (1999). Microfit 4.0. Oxford: Oxford University Press. Pesaran, M.H., & Shin, Y. (1995 ...

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

Date added: December 13, 2011 - Views: 35

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

... on broad money demand and economic growth as well as to evaluate the impact of money demand on economic growth via financial deepening. Time series data for the ... using time series analysis ... M. Hasem and B. Pesaram (1997). Working with Microfit 4.0: Interactive Econometric ...

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

Date added: September 10, 2012 - Views: 14

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www.hkimr.org

In this exercise we demonstrate how GMM models are estimated in EViews. 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 ... 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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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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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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Remittances And Poverty Nexus: Evidence From Pakistan

Recently, Jamal, (2004) calculated the time series data of poverty trends in Pakistan ... M. H., Pesaran, B. (1997). Working with Microfit 4.0: Interactive Econometric Analysis, Oxford ... For a comprehensive survey of the nexus between FDI and growth as well as for further evidence on ...

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

Date added: November 4, 2011 - Views: 10

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The world food crises awoke the world - Erasmus University ...

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: 2

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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. SERVICE. ... (2011); 0.986 (2012) ABS: 2. ERA: A

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

Date added: April 21, 2014 - Views: 5

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www.northsouth.edu

... 2013] Professor, Department of Economics, NSU. North South University. 01. ... 5/4.0) MSS in Economics . with. 1. st. Class ... Paper presented in the International Conference on Applied Economics and Time series Econometrics (ICAETE) ...

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

Date added: June 3, 2014 - Views: 5

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

... A.S. and Montenegro, C.E. (1999), “Time Series Analysis of Export demand Equations: a Cross-country Analysis,” IMF Staff Papers 46: ... Estimation has been performed by using Microfit 3.0. ... A Comparative Analysis of EU Export Demand Elasticities in Mercosur and Nafta

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

Estimated long-run import demand elasticities for developed economies generally range between –0.5 to –1.5 (Table 4.1 in ... Time series plot of price and exchange ... D.N. (1995). Basic Econometrics. McGraw-Hill: Singapore. Gylfason, T. & Radetzki, M. (1991). “Does Devaluation ...

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

Date added: October 25, 2011 - Views: 22

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

Recent developments in the time series analysis have suggested some improvements ... test in Microfit 4.0 was applied to the data to test the stationarity ... Seddighi, H. R., K. A. Lawler, and A. V. Katos (2000) Econometrics: a practical. approach, London, Routlage. Sharma, R. (2002) The ...

http://profdoc.um.ac.ir/articles/a/1010651.doc

Date added: May 19, 2013 - Views: 3

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Financial Reforms, Financial Sector Development and Growth in ...

This study investigates the effect of financial development on economic performance in ... using annual time series data for the period 1970 to 2004 ... Working with Microfit 4.0: Interactive Econometric Analysis.Oxford University Press. Pesaran, M.H., Y. Shin and R. Smith, 2001.Bounds ...

http://economics.soc.uoc.gr/macro/11conf/docs/sufian%205+final.doc

Date added: June 8, 2012 - Views: 11

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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: 69

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

... the sample, methodological approach followed or adopted (cross-section analysis – standard growth regressions, time series ... Thus takes value of 1 if there is no form of economic integration within or with the EU and 0,75 ... Own calculations. Estimations carried out in Microfit ...

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

Date added: January 28, 2012 - Views: 16

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semnasagri2012.files.wordpress.com

time series . dari tahun 1990 sampai tahun 2008. ... Working with Microfit 4.0 Interactive Econometric Analysis. Oxford University Press. ... A Guide to Modern Econometrics. John Wiley and Sons Ltd, London. Yulismi dan Hermanto Siregar. 2007.

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

Date added: May 11, 2013 - Views: 4

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ANALIZY I OPRACOWANIA

... the sample, methodological approach followed or adopted (cross-section analysis – standard growth regressions, time series ... of error-components models, Journal of Econometrics Vol. 68, pp. 29-52. Badinger H ... 3 after 258.0 272.8 323.4 400.5 change (per cent) + 33 ...

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

Date added: April 21, 2012 - Views: 6

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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. ... LIMDEP 8.0 This econometrics software package was written by William Greene, ... Microfit This is a general econometrics package, developed by B. and M. Hashem Pesaran, ...

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

Date added: November 23, 2011 - Views: 15

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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: 95

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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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Determining economic values of King George whiting ...

King George Whiting AND SNAPPER. SA Centre for Economic Studies. Professor Michael Burns. Dr Dicky Damania. Mr Greg Coombs. Project No. 95/140 PREFACE. The purpose of this study was to investigate the values of the Whiting and Snapper catches made by South Australian commercial and recreational ...

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

Date added: April 11, 2014 - Views: 1

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... Access Doc

Applicants whose first language is not English are required to achieve 6.0 in IELTS or an equivalent recognised by ... and policy. Expertise will be acquired in the use of appropriate computational software packages (e.g. Oxmetrics, Microfit, Eviews ... Time series analysis . Cross section and ...

http://www.mdx.ac.uk/__data/assets/word_doc/0020/58304/Business-Economics-BSc.doc

Date added: July 31, 2014 - Views: 1

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Does Energy Consumption Fuel Economic Growth in India

... (Berndt and Wood, 1979; Apostolakis, 1990). Based on the differences in time series and cross ... Energy and Economic Growth, Rensselaer Working Papers in Economics. Dickey, D., Fuller, W ... 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 ...

Για τον Οδηγό Σπουδών 5. ΙΙ. ... DIVISION VΙΙ Quantitative Methods: Statistics and Econometrics . In a continuously changing socioeconomic environment, the quest for concrete economic scientific knowledge is based, ...

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: 40