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Advances in Panel Data Analysis in Applied Economic Research: 2017 International Conference on Applied Economics (ICOAE) [Hardcover]

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  • Category: Books (Business & Economics)
  • ISBN-10:  3319700545
  • ISBN-10:  3319700545
  • ISBN-13:  9783319700540
  • ISBN-13:  9783319700540
  • Publisher:  Springer
  • Publisher:  Springer
  • Binding:  Hardcover
  • Binding:  Hardcover
  • Pub Date:  01-Apr-2018
  • Pub Date:  01-Apr-2018
  • SKU:  3319700545-11-SPRI
  • SKU:  3319700545-11-SPRI
  • Pages:  705
  • Pages:  705
  • Item ID: 105220044
  • List Price: $169.99
  • Seller: ShopSpell
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This proceedings volume presents new methods and applications in applied economic research with an emphasis on advances in panel data analysis. Featuring papers presented at the 2017 International Conference on Applied Economics (ICOAE) held at Coventry University, this volume provides current research on econometric panel data methodologies as they are applied in microeconomics, macroeconomics, financial economics and agricultural economics. ?

International Conference on Applied Economics (ICOAE) is an annual conference that started in 2008 designed to bring together economists from different fields of applied economic research in order to share methods and ideas. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. In addition, there is growing interest in the field for panel data estimation methods, tests and techniques. This volume makes a contribution in the field of applied economic research in this area. Featuring country specific studies, this book will be of interest to academics, students, researchers, practitioners, and policy makers in applied economics and economic policy.
Chapter 1: Spatial Analysis of Research-Productivity Nexus: A Case of Thai Rice Sector.- Chapter 2: Application of Thermodynamics Entropy Concept in Financial Markets.- Chapter 3: Economic and Business Cycle of India: Evidence from ICT Sector.- Chapter 4: Patents and R&D Cartels.- Chapter 5: A mean-variance analysis of the Global Minimum Variance Portfolio Constructed using the CARBS indices.-Chapter 6: Univariate and Multivariate GARCH Models Applied to the CARBS Indices.- Chapter 7: Value-At-Risk Forecasting of the CARBS Indices.- Chapter 8: A vector error correction model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index.- Chapter 9:lc°
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