Beran J., Feng Y., Hebbel H. (eds.) Empirical Economic and Financial Research: Theory, Methods and Practice

Springer, 2015. — 505 p. 72 illus. 27 illus. in color. — ISBN: 9783319031217, 9783319031224The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data; and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials, and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.Decomposition of Time Series Using the Generalised Berlin Method (VBV)
Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points
Regularization Methods in Economic Forecasting
Investigating Bavarian Beer Consumption
The Algebraic Structure of Transformed Time Series
Reliability of the Automatic Identification of ARIMA Models in Program TRAMO
Panel Model with Multiplicative Measurement Errors
A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P -Values
Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions
The Elasticity of Demand for Gasoline: A Semi-parametric Analysis
The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development
Evaluation of Job Centre Schemes: Ideal Types Versus Statistical Twins
The Precision of Binary Measurement Methods
On EFARIMA and ESEMIFAR Models
Prediction Intervals in Linear and Nonlinear Time Series with Sieve Bootstrap Methodology
Do Industrial Metals Prices Exhibit Bubble Behavior?
Forecasting Unpredictable Variables
Dynamic Modeling of the Correlation Smile
Findings of the Signal Approach: A Case Study for Kazakhstan
Double Conditional Smoothing of High-Frequency Volatility Surface Under a Spatial Model
Zillmer’s Population Model: Theory and Application
Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model
The Structure of Generalized Linear Dynamic Factor Models
Forecasting Under Structural Change
Distribution of the Durbin–Watson Statistic in Near Integrated Processes
Testing for Cointegration in a Double-LSTR Framework
Fitting Constrained Vector Autoregression Models
Minimax Versions of the Two-Step Two-Sample-Gauß- and t -Test
Dimensionality Reduction Models in Density Estimation and Classification
On a Craig–Sakamoto Theorem for Orthogonal Projectors