Search Results - "econometrician"

Applied panel data analysis: short panels by Law, Siong Hook

“…The series are designed to accommodate the needs of the average would-be applied econometrician from a wide variety of backgrounds in the Science, Applied Sciences and the Social Sciences. …”
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“Investigating Whether Efficient Market Hypothesis Could be Beaten by Careful Implementation of Technical Analysis“ by Kuntsevich, Kirill

“…The features of additional risks and obstacles preventing abnormal profitability of strategies are discussed. 2) To estimate the level of efficiency of considered financial markets (MICEX, FTSE 100 and S&P 500) and to check if obtained results match with previous results; In order to confirm or deny the previous part and estimate the level of efficiency of the examined markets a number of econometrician tests are carried out. The validity of such approach is that these tests are implemented in a completely separate way from the previous part and provide an opportunity to test different versions of forecasting, which is also implemented further. 3) To test the forecasting ability of technical analysis and to investigate whether in close-to-real conditions careful use of technical analysis allows to overrun the market and to beat the fundamental issues of Efficient Market Hypothesis. …”
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Stationarity and non-stationarity : issues and implication in econometric forecasting modelling / Mohd Alias Lazim by Lazim, Mohd Alias

“…Over the last decade the concept of stationarity has occupied the mind of many econometricians. This new understanding of time series data has led many to rethink the procedure of forecasting modelling on the evidence that models that seem to fit well are not necessarily well specified. …”
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Econometric Software by Greene, William

“…The distinctive features of the current vintage of econometric software and the progression of developments that has produced it are discussed next. Econometricians' tools and methods have changed over time, gradually evolving from an early emphasis on single and multiple equation linear models to the contemporary use of a huge variety of nonlinear techniques in addition to the traditional linear regression models. …”
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