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Econometrics in Theory and Practice

Festschrift for Hans Schneeweiß

  • Book
  • © 1998

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Editors:
  1. Robert Galata

    1. Department of Economics, Fachhochschule of Munich — University of Applied Sciences, München, Germany

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    You can also search for this editor in PubMed   Google Scholar

  2. Helmut Küchenhoff

    1. Institute of Statistics, University of Munich, München, Germany

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Table of contents (26 chapters)

  1. Front Matter

    Pages I-IX
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  2. Errors-in-Variables

    1. Front Matter

      Pages 1-1
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    2. Errors in Variables in Econometrics

      • Chi-Lun Cheng, John W. Van Ness
      Pages 3-13

    3. Estimation for the Nonlinear Errors-in-Variables Model

      • Wayne A. Fuller
      Pages 15-21

    4. Nonparameteric Regression Splines for Generalized Linear Measurement Error Models

      • Raymond J. Carroll, Jeffrey D. Maca, Suojin Wang
      Pages 23-29

    5. Different Nonlinear Regression Models with Incorrectly Observed Covariates

      • Markus Thamerus
      Pages 31-44

    6. ML Estimation from Binomial Data with Misclassifications

      • Gerhard Schuster
      Pages 45-58

    7. The Indeterminacy of Latent Variable Models

      • David J. Bartholomew
      Pages 59-64

  3. Theoretical Econometrics

    1. Front Matter

      Pages 65-65
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    2. An Introduction to the Economic Study of Knowledge

      • Martin J. Beckmann
      Pages 67-75

    3. Potentials and Limitations of Econometric Forecast and Simulation Models

      • Gerd Ronning
      Pages 77-85

    4. Consistent Estimation of the Number of Cointegration Relations in a Vector Autoregressive Model

      • Helmut Lütkepohl, Don S. Poskitt
      Pages 87-100

    5. Locally Weighted Autoregression

      • Yuanhua Feng, Siegfried Heiler
      Pages 101-117

    6. Locally Weighted Least Squares in Categorical Varying-Coefficient Models

      • Gerhard Tutz, Göran Kauermann
      Pages 119-130

    7. Using First Differences as a Device against Multicollinearity

      • Helge Toutenburg, Götz Trenkler
      Pages 131-135

    8. Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares with Trending Regressors and Stationary Autoregressive Disturbances

      • Walter Krämer
      Pages 137-142

    9. The Analysis of Growth and Learning Curves with Mean- and Covariance Structure Models

      • Gerhard Arminger
      Pages 143-158

  4. Applied Econometrics

    1. Front Matter

      Pages 159-159
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    2. How Important are Real Shocks for the Real Exchange Rate?

      • Kai Carstensen, Gerd Hansen
      Pages 161-174

    3. Trading Strategies of a Financially Strong Investor in Futures and Stocks

      • Günter Bamberg, Gregor Dorfleitner, Klaus Röder
      Pages 175-187
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Keywords

About this book

Hans SchneeweiB is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of the academic staff of the Faculty of Law and Economics of the Saar University between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the same university. As a visiting professor he worked at the Institute for Aca­ demic Studies in Vienna in 1967 and at the Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and Statistics at the Ludwig-Maximilians-University in Mu­ nich since 1973. His extensive research activities abroad included important projects in Waterloo, Vienna, Dundee (Scotland), Sidney, China, Kiev. During the more than 40 years of his academic work he has published outstanding, original articles on econometrics and statistics. To give an ex­ ample, it is his research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published in 1967, is an excellent starting for anyone looking for an introduction to the complex iSsues involved.

Editors and Affiliations

  • Department of Economics, Fachhochschule of Munich — University of Applied Sciences, München, Germany

    Robert Galata

  • Institute of Statistics, University of Munich, München, Germany

    Helmut Küchenhoff

Bibliographic Information

  • Book Title: Econometrics in Theory and Practice

  • Book Subtitle: Festschrift for Hans Schneeweiß

  • Editors: Robert Galata, Helmut Küchenhoff

  • DOI: https://doi.org/10.1007/978-3-642-47027-1

  • Publisher: Physica Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Physica-Verlag Heidelberg 1998

  • Hardcover ISBN: 978-3-7908-1116-2Due: 20 May 1998

  • Softcover ISBN: 978-3-642-47029-5Published: 01 March 2012

  • eBook ISBN: 978-3-642-47027-1Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: X, 336

  • Topics: Econometrics

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