# Econometrics Of Structural Change

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### Econometrics of Structural Change

Author | : Walter Krämer |

Publsiher | : Physica |

Total Pages | : 130 |

Release | : 2012-06-12 |

Genre | : Business & Economics |

ISBN | : 364248414X |

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Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t

### Economic Structural Change

Author | : Peter Hackl,Anders H. Westlund |

Publsiher | : Springer |

Total Pages | : 385 |

Release | : 2013-10-03 |

Genre | : Business & Economics |

ISBN | : 3662068265 |

**Download Economic Structural Change Book in PDF, Epub and Kindle**

Structural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimating the onset of a change, for assessing its extent and relevance. Statistics and econometrics also have de veloped models that are suitable for picturing the data-generating process in the presence of structural change by assimilating the changes or due to the robustness to its presence. Important subjects in this context are forecasting methods. The need for such methods became obvious when, as a consequence of the oil price shock, the results of empirical analyses suddenly seemed to be much less reliable than before. Nowadays, economists agree that models with fixed structure that picture reality over longer periods are illusions. An example for less dramatic causes than the oil price shock with similarly profound effects is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".

### Unit Roots Cointegration and Structural Change

Author | : G. S. Maddala,In-Moo Kim |

Publsiher | : Cambridge University Press |

Total Pages | : 528 |

Release | : 1998 |

Genre | : Business & Economics |

ISBN | : 0521587824 |

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A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

### Macroeconometrics and Time Series Analysis

Author | : Steven Durlauf,L. Blume |

Publsiher | : Springer |

Total Pages | : 406 |

Release | : 2016-04-30 |

Genre | : Business & Economics |

ISBN | : 9780230280830 |

**Download Macroeconometrics and Time Series Analysis Book in PDF, Epub and Kindle**

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

### Structural Changes and their Econometric Modeling

Author | : Vladik Kreinovich,Songsak Sriboonchitta |

Publsiher | : Springer |

Total Pages | : 776 |

Release | : 2018-11-24 |

Genre | : Technology & Engineering |

ISBN | : 9783030042639 |

**Download Structural Changes and their Econometric Modeling Book in PDF, Epub and Kindle**

This book focuses on structural changes and economic modeling. It presents papers describing how to model structural changes, as well as those introducing improvements to the existing before-structural-changes models, making it easier to later on combine these models with techniques describing structural changes. The book also includes related theoretical developments and practical applications of the resulting techniques to economic problems. Most traditional mathematical models of economic processes describe how the corresponding quantities change with time. However, in addition to such relatively smooth numerical changes, economical phenomena often undergo more drastic structural change. Describing such structural changes is not easy, but it is vital if we want to have a more adequate description of economic phenomena – and thus, more accurate and more reliable predictions and a better understanding on how best to influence the economic situation.

### Econometrics and Structural Change

Author | : Lyle D. Broemeling |

Publsiher | : CRC Press |

Total Pages | : 292 |

Release | : 1986-10-29 |

Genre | : Mathematics |

ISBN | : 0824775007 |

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### Econometrics of Structural Change

Author | : Walter Krämer |

Publsiher | : Springer Science & Business Media |

Total Pages | : 130 |

Release | : 2012-12-06 |

Genre | : Business & Economics |

ISBN | : 9783642484124 |

**Download Econometrics of Structural Change Book in PDF, Epub and Kindle**

Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. This collection of papers from Empirical Economics mirrors part of this development. The point of departure of most studies in this volume is the standard linear regression model Yt = x;fJt + U (t = I, ... , 1), t where notation is obvious and where the index t emphasises the fact that structural change is mostly discussed and encountered in a time series context. It is much less of a problem for cross section data, although many tests apply there as well. The null hypothesis of most tests for structural change is that fJt = fJo for all t, i.e. that the same regression applies to all time periods in the sample and that the disturbances u are well behaved. The well known Chow test for instance assumes t that there is a single structural shift at a known point in time, i.e. that fJt = fJo (t

### Structural change fundamentals and growth a framework and case studies

Author | : McMillan, Margaret ,Rodrik, Dani,Sepúlveda, Claudia |

Publsiher | : Intl Food Policy Res Inst |

Total Pages | : 328 |

Release | : 2017-05-11 |

Genre | : Political Science |

ISBN | : 9780896292147 |

**Download Structural change fundamentals and growth a framework and case studies Book in PDF, Epub and Kindle**