Econometrics

though some progress has been made in this field recently (see e.g. Kao and Liu, 2009). Likewise, the decomposition of overall cost efficiency into its technical and allocative components using flexible functional forms has proved to be a difficult econometric problem, since the implied production function cannot be derived. Technical efficiency (TE) reflects the ability of a firm to obtain maximal output from a given set of inputs, and allocative efficiency (AE) reflects the ability of a firm to use the inputs

(2006). MULTIVARIATE STOCHASTIC VOLATILITY MODELS:. Econometric Reviews, 25(2– 3), 361–384. MICHAEL YE, J. Z. (Nov 2002). Forecasting Crude Oil Spot Price Using OECD. Int’l Advances in Econ Res., 8 (4), 324-33. Renate Meyery, J. Y. (Août 2000). BUGS for a Bayesian Analysis. 20. Rodriguez, S. P. (Decembre 2007). Financial Econometrics and SV models. 1-33. SCHOTMAN, R. J. (1998). AN EMPIRICAL APPLICATION OF STOCHASTIC. JOURNAL OF APPLIED ECONOMETRICS, 333-360. Soren T. Anderson, R. K. (Avril 2011). WHAT

* Size * Weapons * Shape What do we know about ourselves? * Strength * Weapons * Soldiers * Allies / Ambassadors * Learning Measurement if you can measure it, you can improve it Milward Brown (tracking data) Econometric analysis (sales and contribution in sales of the different media) OMD’S reach and awareness optimization (SOPP) memorization in function of media Reality * Trading What do we buy? Price is what you pay, Value is what you get The business

capitalisme. R.J. Barro, H.I. Grossman, Money, Employment and Inflation. G.S. Becker, The Economic Approach to Human Behavior. • 1977 : C. Lindblom, Politics and Markets. G. S. Maddala, Econometrics. E. Malinvaud, The Theory of Unemployment Reconsidered. • 1978 : M. Blaug, Economic Theory in Retrospect. M.D. Intriligator, Econometric Models, Techniques and Applications. C.P. Kindleberger, Manias, Panics and Crashes. H. Leibenstein, General X-efficiency Theory and Economic Development. • 1979 : Début du Système

Econométrie Appliquée avec EViews Université Paris-Est Créteil Chapitre 1 : Le logiciel EViews: le modèle linéaire simple • • • • EVIEWS = Econometric Views version 7. Logiciel performant et simple d’utilisation (menus). Fonctionne sous Windows 98/2000/XP/Vista. Le logiciel et sa documentation sont en anglais. Nombreux ouvrages et guides d’utilisation sur Internet. • Il existe une version 4.1 « étudiant ». • Nombreuses méthodes d’estimation (MCO, MCQG, ) et procédures de tests. • Langage

remercions également Bart Cockx, Bruno decreuze, Bob Miller, pierre Morin, Miguel portela, Robert sauer, Bruno van der linden ainsi que les participants aux congrès de l’afse, de la sed, à l’esem et au groupe de travail de l’iza Heterogeneity in Micro Econometric Models. Nous remercions la Fondation portugaise des sciences et technologies pour son soutien financier et sommes reconnaissants au ministère portugais de l’emploi pour l’accès aux données. les vues exprimées dans cet article sont celles de l’auteur

infrastructure, causalité au sens de Granger, performance économique, secteur d’activité. Abstract: This paper investigates the relationship between energy consumption and production growth at aggregate and economic branch levels in Cameroon. The econometric analysis shows that there is no Granger causality between production and electricity consumption and economic performance at the national level (GDP) and primary sector (agriculture value added). In secondary sector, it is production (measured as

Estimating Long-Run Equilibrium Relationship", Journal of Econometrics, 60. Granger, C.W.J, 1969. "Investigating Causal Relationships by Econometric Models and Cross Spectral Methods", Econometrica, N°37. Granger, C.W.J., et P. Newbold. 1974, "Spurious Regression in Econometrics", Journal of Econometrics, N° 2. Granger, C.W.J, 1981. "Some Properties of Time Series Data and Their Use in Econometric Model Specification", Journal of Econometrics, N°16. Greene, Joshua et Delano Villanueva, 1991. "Private

Mathematical Finance, 4(1) :37–64, 1997. X. Bai, J. R. Russel, and G. Tiao. Kurtosis of garch and stochastic volatility models with non-normal innovations. Journal of Econometrics, 114 :349–360, 2003. R. Baillie, T. Bollerslev, and O. Mikkelsen. Fractionally integrated generalized autoregressive conditional heteroscedasticity. Journal of Econometrics, 74(1) :3–30, 1996. N. Barberis and A. Shleifer. Style investing. Journal of Financial Economics, 68(2) : 161–199, 2003. F. Black. Noise. Journal of Finance,

common nonlinear components", Journal of Econometrics, Mai 1998, No 84, pp 1-36. BIAKA Tedang Djoret (2001) : prévision de l'inflation au Togo, rapport de stage BICK, A. (2007). Pitfalls in panel threshold models: The role of regime dependent intercepts, Working Paper Goethe University Frankfur BIDARKOTA, P.V. , "Sectoral investigation of asymmetries in the conditional mean dynamics of the real US GDP", Studies in Nonlinear Dynamics and Econometrics Mars 1999, No 3, pp 191-200. BIKAI