(Paperback)
ISBN-10: 0-19-928567-5
ISBN-13: 978-0-19-928567-9
Publication date: 7 December 2006
480 pages, 87 figures and 66 tables, 246x171 mm
Series: Advanced Texts in Econometrics
Description
Initially uses a single data set to guide the reader through the
econometric theory while also revealing the full implications for
the underlying economic model
Suggests a new framework for building a bridge between observed
macroeconomic reality and the economic models
Provides an analysis of I(2) models
Concludes with the introduction of two new data sets to combine
readers understanding of econometric theory and economic models,
with economic reality
This valuable text provides a comprehensive introduction to VAR
modelling and how it can be applied. In particular, the author
focuses on the properties of the Cointegrated VAR model and its
implications for macroeconomic inference when data are non-stationary.
The text provides a number of insights into the links between
statistical econometric modelling and economic theory and gives a
thorough treatment of identification of the long-run and short-run
structure as well as of the common stochastic trends and the
impulse response functions, providing in each case illustrations
of applicability.
This book presents the main ingredients of the Copenhagen School
of Time-Series Econometrics in a transparent and coherent
framework. The distinguishing feature of this school is that
econometric theory and applications have been developed in close
cooperation. The guiding principle is that good econometric work
should take econometrics, institutions, and economics seriously.
The author uses a single data set throughout most of the book to
guide the reader through the econometric theory while also
revealing the full implications for the underlying economic model.
To test ensure full understanding the book concludes with the
introduction of two new data sets to combine readers
understanding of econometric theory and economic models, with
economic reality.
Readership: Graduates and post-graduates in economics looking for
an advanced macroeconometric text. Academics, bankers, and
central bankers looking for a useful reference for empirical
research based on time-series analysis.
Contents
Bridging economics and econometrics
1. Introduction
2. Models and Relations in Economics and Econometrics
3. The Probability Approach in Econometrics and the VAR
Specifying the VAR Model
4. The Unrestricted VAR
5. The Cointegrated VAR Model
6. Deterministic Components in the I(1) Model
7. Estimation in the I(1) Model
8. Determination of Cointegration Rank
Hypotheses testing
9. Recursive Tests of Constancy
10. Testing Restrictions on Beta
11. Testing Restrictions on Alpha
Identification
12. Identification of the Long-Run Structure
13. Identification of the Short-Run Structure
14. Identification of Common Trends
15. Identification of a Structural MA Model
The I(2) Model
16. Analyzing I(2) Data with the I(1) Model
17. The I(2) Model: specification and estimation
18. Testing Hypotheses in the I(2) Model
A Methodological Approach
19. Specific-to-General and General-to-Specific
20. Wage, Price, and Unemployment Dynamics
21. Foreign Transmission Effects: Denmark versus Germany
22. Collecting the Threads
Appendix A: The Asymptotic Tables for Cointegration Rank
(Hardback)
ISBN-10: 0-19-850570-1
ISBN-13: 978-0-19-850570-9
Publication date: 14 December 2006
608 pages, 175 b/w line, 93 b/w halftone, 11 colour line, 56
colour halftone, 246x189 mm
Description
Grenander is the founding father of pattern theory and his work
has had major applications in computer science, medical imaging,
tomography etc.
Additional resources including extended proofs, selected
solutions and examples are available on a companion website.
Highly illustrated, includes colour plates
Readership: Graduate students in biomedical engineering,
mathematics, computer science and electrical engineering with a
good background in mathematics and probability.
Contents
1. Introduction
2. The Bayes paradigm, estimation and information measures
3. Probabilistic directed acyclic graphs and their entropies
4. Markov random fields on undirected graphs
5. Gaussian random fields on undirected graphs
6. The canonical representations of general pattern theory
7. Matrix group actions transforming patterns
8. Manifolds, active modes, and deformable templates
9. Second order and Gaussian fields
10. Metrics spaces for the matrix groups
11. Metrics spaces for the infinite dimensional diffeomorphisms
12. Metrics on photometric and geometric deformable templates
13. Estimation bounds for automated object recognition
14. Estimation on metric spaces with photometric variation
15. Information bounds for automated object recognition
16. Computational anatomy: shape, growth and atrophy comparison
via diffeomorphisms
17. Computational anatomy: hypothesis testing on disease
18. Markov processes and random sampling
19. Jump diffusion inference in complex scenes
ISBN: 978-0-471-79230-7
Hardcover
302 pages
November 2006
This innovative text sets forth a thoroughly rigorous modern
account of the theoretical underpinnings of calculus: continuity,
differentiability, and convergence. Using a constructive
approach, every proof of every result is direct and ultimately
computationally verifiable. The ultimate consequence of this
method is that it makes sense?whether youfre a math major or
student in any branch of the sciences.
Shiing-Shen Chern (1911-2004) was one of the leading differential geometers of the twentieth century. In 1946, he founded the Mathematical Institute of Academia Sinica in Shanghai, which was later moved to Nanking. In 1981, he founded the Mathematical Sciences Research Institute (MSRI) at Berkeley and acted as the director until 1984. In 1985, he founded the Nankai Institute of Mathematics in Tianjin. He was awarded the National Medal of Science in 1975; the Wolf Prize in mathematics in 1984; and the Shaw Prize in mathematical sciences in 2004.
Chern's works span all the classic fields of differential geometry: the Chern-Simons theory; the Chern-Weil theory, linking curvature invariants to characteristic classes; Chern classes; and other areas such as projective differential geometry and webs that are mathematically rich but currently have a lower profile. He also published work in integral geometry, value distribution theory of holomorphic functions, and minimal submanifolds.
Inspired by Chern and his work, former colleagues, students and friends - themselves highly regarded mathematicians in their own right - come together to honor and celebrate Chern's huge contributions. The volume, organized by Phillip Griffiths of the Institute for Advanced Study (Princeton), contains contributions by Michael Atiyah (University of Edinburgh), C-M Bai (Nankai), Robert Bryant (Duke University), Kung-Ching Chang (Peking University), Jeff Cheeger (New York University), Simon K Donaldson (Imperial College), H?el?ene Esnault (Universit?at Duisburg-Essen), Mo-Lin Ge (Nankai), Mark Green (University of California at Los Angeles), Phillip Griffiths (Institute for Advanced Study), F Reese Harvey (Rice University), Alain H?enaut (Universit?e Bordeaux 1), Niky Kamran (McGill University), Bruce Kleiner (Yale), H Blaine Lawson, Jr (Suny at Stony Brook), Yiming Long (Nankai), Xiaonan Ma (UMR 7640 du CNRS), Luc Pirio (IRMAR, France), Graeme Segal (Oxford), Gang Tian (MIT), Jean-Marie Trepreau (Institut de Math?ematiques de Jussieu), Jeff Viaclovsky (MIT), Wei Wang (Nankai), Wentsun Wu (Chinese Academy of Sciences), C N Yang (Tsinghua), Tan Zhang (Murray State University), Weiping Zhang (Nankai) and others.
Contents:
In Memory of Professor S S Chern (C N Yang)
Twisted K-Theory and Cohomology (M Atiyah)
Yangian and Its Applications (C-M Bai et al.)
Geodesically Reversible Finsler 2-Spheres of Constant Curvature (R L Bryant)
Multiple Solutions of the Prescribed Mean Curvature Equation (K C Chang & T Zhang)
On the Differentiability of Lipschitz Maps from Metric Measure Spaces to Banach Spaces (J Cheeger & B Kleiner)
Two-Forms on Four-Manifolds and Elliptic Equations (S K Donaldson)
Partial Connection for p-Torsion Line Bundles in Characteristic p > 0 (H Esnault)
Algebraic Cycles and Singularities of Normal Functions, II (M Green & P Griffiths)
Planar Web Geometry Through Abelian Relations and Singularities (A H?enaut)
Transitive Analytic Lie Pseudo-Groups (N Kamran)
Stability of Closed Characteristics on Compact Convex Hypersurfaces (Y Long & W Wang)
h-Invariant and Flat Vector Bundles II (X Ma & W Zhang)
On Planar Webs with Infinitesimal Automorphisms (D Mar?in et al.)
Projective Linking and Boundaries of Positive Holomorphic Chains in Projective Manifolds, Part II (F R Harvey & H B Lawson, Jr)
Aspects of Metric Geometry of Four Manifolds (G Tian)
Alg?ebrisation Des Tissus De Codimension 1: La G?en?eralisation Dfun Th?eor?eme De Bol (J-M Tr?epreau)
Conformal Geometry and Fully Nonlinear Equations (J Viaclovsky)
Memory of My First Research Teacher: The Great Geometer Chern Shiing-Shen (W Wu)
Some Open Gromov?Witten Invariants of the Resolved Conifold (J Zhou)
528pp Pub. date: Nov 2006
ISBN 978-981-270-061-2 / 981-270-061-7
ISBN 978-981-270-062-9(pbk)/ 981-270-062-5(pbk)