TY - BOOK ID - 33638 TI - Applied Econometrics AU - Chang, Chia-Lin PY - 2019 SN - 9783038979265 9783038979272 DB - DOAB KW - inflation KW - postage stamps KW - price recovery KW - historical time series KW - EGARCH KW - FHA loan KW - home mortgage KW - foreclosure KW - default and prepayment KW - unobserved heterogeneity KW - duration models KW - competing risks KW - earnings forecasts KW - earnings announcements KW - financial markets KW - financial analysts KW - nonparametric time series modeling KW - nonlinearity KW - unified time series algorithm KW - exploratory diagnostics KW - control environment KW - budgetary system and strategies KW - operational control KW - company performance KW - economic growth KW - economic freedom KW - foreign direct investment KW - panel data KW - cash payments KW - efficiency KW - denomination range KW - JEL Classification KW - E42 KW - E58 KW - managing of financial health KW - risk of bankruptcy KW - prediction methods KW - post-communist countries KW - Misery Index KW - inflation KW - unemployment KW - Probit and Logit models KW - Okun’s law KW - multivariate regression models KW - heavy-tailed data KW - Mahalanobis distances KW - maximum likelihood estimator KW - independent multivariate Student distribution KW - uncorrelated multivariate Student distribution KW - derivatives market KW - economic development KW - Granger-causality tests KW - vector error correction model (VECM) KW - DOLS KW - FMOLS KW - income inequality KW - economic growth KW - middle income countries KW - Granger causality test KW - system GMM KW - oil price KW - exchange rate KW - trade balance KW - cointegration KW - frequency domain causality KW - Nigeria KW - Fama-French factor model KW - market microstructure KW - trading behavior KW - panel data factor model KW - social network model KW - risk spillover KW - abnormal returns UR - https://www.doabooks.org/doab?func=search&query=rid:33638 AB - Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics. ER -