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

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

The four determinants of oil prices are not necessarily separate from each other but can go together or complement one another as shown by Hamilton ... Peseran, B. (2010). Time Series Econometrics using Microfit 5.0, Oxford: Oxford University Press. Phillips, Peter C.B. and Jun Yu(2010), ...

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

Date added: May 4, 2013 - Views: 21

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CURRICULUM VITAE - USC Dana and David Dornsife College of ...

... “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: 8

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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: 36

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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 ...

The starting point in the empirical analysis involves both time-series and panel data stationarity tests, followed by bivariate time-series and panel cointegration analysis. Furthermore, ...

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

Date added: February 16, 2012 - Views: 30

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ABSTRACT

A TIME SERIES ANALYSIS OF MALAYSIA’S EXPORT AND IMPORT DEMAND. Nor’Aznin Abu Bakar & Fatimah Wati Ibrahim. Faculty of Economics. Universiti Utara Malaysia, ... The price and income elasticities for export demand are –0.35 and 0.20 respectively.

http://economics.soc.uoc.gr/macro/8conf/docs/FWICrete%20Greece%5b1%5d.doc

Date added: August 7, 2013 - Views: 2

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Autoregressive Distributed Lags Model - Fordham University

Write the distributed lag model as . ADL(0,(): Yt = ( +(0 Xt+(1Xt-1 + ... Univariate time series, M3. yt=(2yt-1 + +(t. ... “Using Godambe-Durbin Estimating Functions In Econometrics,” 1996, in I. Basawa, V. P. Godambe and R. Taylor (Ed.s) Selected Proceedings of the Symposium on Estimating ...

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

Date added: September 1, 2011 - Views: 143

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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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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: 11

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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: 16

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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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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: 8

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WP/02/05 - AES - African Econometric Society

of the integration properties of the individual series used in the empirical analysis. Instead, it relies on a bounds-testing procedure. In this setting, ... The exchange rate determination puzzle is as follows: ...

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

Date added: May 9, 2013 - Views: 8

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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: 10

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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 ... 19.50 50.00E-12 1973 2.81 1.09 7.61 5.71 61.25 13.75 50.00E-12 1974 5.53 3.80 6.90 6.29 23.47 10.53 50.00E-12 1975 -0.03 -1.64 5.82 5.98 182.93 14.73 36.58E-11 ...

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

Date added: February 16, 2013 - Views: 9

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ejournal.sedinst.com

... 2006), a considerable number of studies, applying a range of time series methodologies, found mixed results either supporting or rejecting the export-led growth hypothesis (Cuadros et al., ... Between 1975 and 1995, the aggregate stock of FDI rose from 4.5% to 9.7% of world GDP, with .

http://ejournal.sedinst.com/index.php/agser/article/download/125/110

Date added: September 4, 2014 - Views: 1

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Preliminary version

Since the average annual growth rate of M3 – 5.1% for three-month average over April to June 1999 – is higher than the reference value of 4.5% set by the Governing Council of the European Central Bank [see ECB ... Zero-non-zero patterned time-series modelling. 1.

http://ww2.odu.edu/bpa/efma/rterrell.doc

Date added: December 8, 2013 - Views: 3

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EXPORTS AND ECONOMIC GROWTH: AN ERROR CORRECTION MODEL

The time series properties of GDP growth rate (GGrow), export ... J.,1994. Comparison of Five Alternative Methods of Estimating Long Run Equilibrium Relationships. Journal of Econometrics, 60: 203-233. Heller, P.S. and R.C ... 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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Advances in Arts, Social Sciences and Education Research

The objective of the study is to estimate the demand for money in Ghana using the autoregressive distributed lag (ARDL) ...

http://ejournal.sedinst.com/index.php/asedu/article/download/186/173

Date added: August 7, 2013 - Views: 3

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www.nuff.ox.ac.uk

Elasticities of demand and supply for South African manufactured exports are estimated using the vector error correction model ... but some estimates are as low as 0.35. ... its main aim is to derive elasticities of demand and supply for manufactured exports using time series data.

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

Date added: November 20, 2013 - Views: 2

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

... using time series analysis and annual data ... used time series econometrics to see how interest rate liberalization had affected economic growth in Kenya ... M. Hasem and B. Pesaram (1997). Working with Microfit 4.0: Interactive Econometric Analysis, Oxford , Oxford University Press. ...

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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Remittances And Poverty Nexus: Evidence From Pakistan

... (2004) calculated the time series data of poverty ... 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 ...

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

Date added: November 4, 2011 - Views: 10

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www.nuff.ox.ac.uk

5. DATA ISSUES 34 6. ESTIMATIONS 52. 7. CONCLUSION 80. BIBLIOGRAPHY AND DATA SOURCES 82. I would like to thank Professors Nicoli Nattrass and Murray Leibbrandt for their helpful comments. I particularly ...

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

Date added: November 4, 2013 - Views: 3

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www.hkimr.org

... 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 ... Quick/Generate Series and enter u=0 in the equation window ... 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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Government Banking and Economic Growth

As we know co-integration test is necessary when time series variables that ... For investigating the long run equilibrium (co-integration) among time series variables, several econometrics methods are proposed ... M.H. and B.Pesaran (1997), Working with Microfit 4.0: Interactive Econometric ...

http://ier.ut.ac.ir/article_31001_a036ada07630facbe7bd5bd10d76ff3a.pdf

Date added: September 4, 2014 - Views: 1

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時間序列分析

Stationary Time Series Models. ... Applied Econometrics: a Modern approach using EViews and Microfit ... 全程外語授課 0 授課語言1 華語 授課語言2 輔導考照1 輔導考照2. 1 . Title: 時間序列分析 Subject: 南台課程

http://faculty.stust.edu.tw/~files/cour/doc/10002/08/10002_08_80M03801.doc

Date added: September 11, 2014 - Views: 1

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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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ms.academicjournals.me

... it acquires more debt due to unavailability of resources rewrite using GNP. Foreign debt amount increased from US $37.2 billion as on June 2006 to US $57.2 billion as on June 2010, which shows an increase of 53.6%. In fiscal year 2009-2010, ...

http://ms.academicjournals.me/manuscript/manuscripts1406722086Reviewer2comment.doc

Date added: September 10, 2014 - Views: 1

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eprints.uwe.ac.uk

... is within the range of 0.85 and 0.95, indicating low capital mobility in the sample of countries. A comprehensive review of the relevant literature is presented by Apergis and Tsoumas ... To shed light on country-specific time-series studies, Felmingham and Cooray ...

http://eprints.uwe.ac.uk/15886/1/Applied%20Economics%20Revised%2016%2D04%2D10.doc

Date added: September 28, 2013 - Views: 1

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The world food crises awoke the world - EUR.nl

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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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/164.doc

Date added: May 22, 2012 - Views: 7

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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: 10

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

... (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root ... “Testing Structural Hypothesis in a Multivariate Cointegration Analysis of the PPP and the UIP for UK,” Journal of Econometrics 53 ... 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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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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Hizmet ve Mal sektörleri Enflasyonları Arasındaki Farkı ...

Hizmet ve Mal sektörleri Enflasyonları Arasındaki Farkı ...

http://econ.bilkent.edu.tr/wp-content/uploads/2012/03/09-01-DP_KivilcimMetin-Ozcan.doc

Date added: January 21, 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: 78

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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

doc
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: 114

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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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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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' شناسايي عوامل موثر بر بکارگيري ...

تأثیرنوسانات پیش بینی شده و پیش بینی نشده بازده سهام صنعت خودرو بر بازده آن دربازار بورس اوراق بهادار تهران

http://profdoc.um.ac.ir/articles/a/1038767.doc

Date added: February 4, 2014 - Views: 1

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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: 43

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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 of growth of various ... Pesaran, M. H., Pesaran, B., 1997. Working with Microfit 4.0, Cambridge, England. Pesaran, M. H., Shin, Y ... 2006. An Econometrics Analysis of Energy Consumption in ...

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

Date added: November 20, 2012 - Views: 7

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... View Doc

... Business Economics ECS3450 Applied Econometrics ECS3855 ... Correlation, regression and time series. Use of ... Microfit, Eviews, Stata, or Limdep); the ...

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

Date added: July 31, 2014 - Views: 6

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1

Facultad de Ciencias Agrarias. Escuela de Graduados. Valoración económica del servicio ecosistémico de producción de agua, del bosque de la cuenca de Llancahue, Décima Región

http://cybertesis.uach.cl/tesis/uach/2004/egn973v/sources/egn973v.doc

Date added: August 28, 2014 - Views: 1