http://hdl.handle.net/10453/11549 2013-05-19T22:24:49Z 2013-05-19T22:24:49Z Geweke John Horowitz Joel Pesaran Hashem http://hdl.handle.net/10453/17610 2012-03-12T11:24:33Z 2008-01-01T00:00:00Z

Econometrics Geweke John; Horowitz Joel; Pesaran Hashem Durlauf, SN; Blume, LE As a unified discipline, econometrics is still relatively young and has been transforming and expanding very rapidly. Major advances have taken place in the analysis of cross-sectional data by means of semiparametric and nonparametric techniques. Heterogeneity of economic relations across individuals, firms and industries is increasingly acknowledged and attempts have been made to take it into account either by integrating out its effects or by modelling the sources of heterogeneity when suitable panel data exist. The counterfactual considerations that underlie policy analysis and treatment valuation have been given a more satisfactory foundation. New time-series econometric techniques have been developed and employed extensively in the areas of macroeconometrics and finance. Nonlinear econometric techniques are used increasingly in the analysis of cross-section and time-series observations. Applications of Bayesian techniques to econometric problems have been promoted largely by advances in computer power and computational techniques. The use of Bayesian techniques has in turn provided the investigators with a unifying framework where the tasks of forecasting, decision making, model evaluation and learning can be considered as parts of the same interactive and iterative process, thus providing a basis for â¿¿real time econometricsâ¿¿.

2008-01-01T00:00:00Z Bruti Liberati Nicola Platen Eckhard http://hdl.handle.net/10453/16828 2012-02-02T11:14:04Z 2010-01-01T00:00:00Z

Stochastic differential equations with jumps: Simulation Bruti Liberati Nicola; Platen Eckhard Rama Cont et al NA

2010-01-01T00:00:00Z Schlogl L Schlogl Erik http://hdl.handle.net/10453/16827 2012-02-02T11:14:04Z 2010-01-01T00:00:00Z

Duffie-Singleton Model Schlogl L; Schlogl Erik Rama Cont et al NA

2010-01-01T00:00:00Z Jackel Peter Platen Eckhard http://hdl.handle.net/10453/16826 2012-02-02T11:14:03Z 2010-01-01T00:00:00Z

Monte Carlo simulations Jackel Peter; Platen Eckhard Rama Cont et al NA

2010-01-01T00:00:00Z