http://hdl.handle.net/10453/11595 Sun, 19 May 2013 16:34:00 GMT 2013-05-19T16:34:00Z http://hdl.handle.net/10453/17610 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¿¿. Tue, 01 Jan 2008 00:00:00 GMT http://hdl.handle.net/10453/17610 2008-01-01T00:00:00Z http://hdl.handle.net/10453/16827 Duffie-Singleton Model Schlogl L; Schlogl Erik Rama Cont et al NA Fri, 01 Jan 2010 00:00:00 GMT http://hdl.handle.net/10453/16827 2010-01-01T00:00:00Z http://hdl.handle.net/10453/16828 Stochastic differential equations with jumps: Simulation Bruti Liberati Nicola; Platen Eckhard Rama Cont et al NA Fri, 01 Jan 2010 00:00:00 GMT http://hdl.handle.net/10453/16828 2010-01-01T00:00:00Z http://hdl.handle.net/10453/16826 Monte Carlo simulations Jackel Peter; Platen Eckhard Rama Cont et al NA Fri, 01 Jan 2010 00:00:00 GMT http://hdl.handle.net/10453/16826 2010-01-01T00:00:00Z