Statistical Analysis and Forecasting of Economic Structural Change
(Sprache: Englisch)
In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was...
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Klappentext zu „Statistical Analysis and Forecasting of Economic Structural Change “
In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.
Inhaltsverzeichnis zu „Statistical Analysis and Forecasting of Economic Structural Change “
I Introduction1 What Can Statistics Contribute to the Analysis of Economic Structural Change?
II Identification of Structural Change
2 Testing for Structural Change in Simultaneous Equation Models
3 Specification and Stability Tests versus Jackknifing: Some Illustrative Examples S
4 The Robustness of the Chow Test to Autocorrelation among Disturbances
5 Tests against Nonconstancy in Linear Models Based on Counting Statistics
6 Nonparametric Tests for Shift and Change in Regression at an Unknown Time Point
7 Detection of Join Point in Regression Models
8 On the Identification of Time for Structural Changes by MOSUM-SQ and CUSUM-SQ Procedures
9 The Local Power of the CUSUM-SQ Test against Heteroscedasticity
10 Bahadur Efficiency of Tests for a Shift in Location of Normal Populations
11 The Use of Graphical Displays in the Analysis of Structural Change
III Model Building in the Presence of Structural Change
12 Adaptive Estimation and Structural Change in Regression and Time Series Models
13 An Adaptive Method of Regression Analysis
14 Changing and Random Coefficient Models. A Survey
15 Nonparametric Estimation of Time-Varying Parameters
16 Latent Variables in Regression Analysis
17 Structural Change and Time Series Analysis
18 Thresholds, Stability, Nonlinear Forecasting and Irregularly Sampled Data
19 Forecasting in Situations of Structural Change: A General Approach
20 Updating Parameters of Linear Change Point Models
IV Data Analysis and Modeling
21 Change Point Problem Relating to the Poverty Structure
22 Statistical Identification of Nonlinear Dynamics in Macroeconomics Using Nonlinear Time Series Models
23 Econometrics of Technical Change: Techniques and Problems
24 Local Autoregression Models for Detection of Changes in Causality
25 Investment, Taxation, and Econometric Policy Evaluation: Some Evidence on the Lucas Critique
- Author Index
- List of Authors
Autoren-Porträt
Dr. Peter Hackl ist Professor für Statistik an der Wirtschaftsuniversität Wien und seit Dezember 2004 fachstatistischer Generaldirektor der Bundesanstalt Statistik Österreich.
Bibliographische Angaben
- 2012, Softcover reprint of the original 1st ed. 1989, 490 Seiten, Maße: 17 x 24,2 cm, Kartoniert (TB), Englisch
- Herausgegeben: Peter Hackl
- Verlag: Springer, Berlin
- ISBN-10: 3662025736
- ISBN-13: 9783662025734
- Erscheinungsdatum: 22.12.2012
Sprache:
Englisch
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