Econometrics in Theory and Practice : Festschrift for Hans Schneeweiß

Online-Ressource (X, 336p. 61 illus)

online resource

I: Errors-in-VariablesErrors in Variables in Econometrics -- Estimation for the Nonlinear Errors-in-Variables Model -- Nonparameteric Regression Splines for Generalized Linear Measurement Error Models -- Different Nonlinear Regression Models with Incorrectly Observed Covariates -- ML Estimation from Binomial Data with Misclassifications -- The Indeterminacy of Latent Variable Models -- II: Theoretical Econometrics -- An Introduction to the Economic Study of Knowledge -- Potentials and Limitations of Econometric Forecast and Simulation Models -- Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model -- Locally Weighted Autoregression -- Locally Weighted Least Squares in Categorical Varying-Coefficient Models -- Using First Differences as a Device against Multicollinearity -- Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances -- The Analysis of Growth and Learning Curves with Mean- and Covariance Structure Models -- III: Applied Econometrics -- How Important are Real Shocks for the Real Exchange Rate? -- Trading Strategies of a Financially Strong Investor in Futures and Stocks -- Estimation of the Stochastic Volatility by Markov Chain Monte Carlo -- Money and Prices in Germany -- Quasi-Minimax Estimation, Prior Information and Money Demand in Germany -- Bayesian Forecasting of Turning Points in Economic Cycles -- Regression Approaches to Rental Guides -- An Econometric Model for the Transition Process of China’s Economy -- IV: Decision Theory and Statistics -- Information Value as a Metacriterion for Decision Rules Under Strict Uncertainty -- Analysing Ellsberg’s Paradox by Means of Interval-Probability -- Some Robust and Adaptive Tests Versus F-Test for Several Samples -- A Sequential Test for the Comparison of the Precision of Two Measurement Methods -- List of Publications of Hans Schneeweiß -- List of Contributors.

10.1007/978-3-642-47027-1 [DOI]

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