The analysis of economic time series is central to a wide range of applications, including business cycle measurement, financial risk management, policy analysis based on structural dynamic econometric models, and forecasting. This article provides an overview of the problems of specification, estimation and inference in linear stationary and ergodic time series models as well as non-stationary...

the issue of this paper is the relationships between inflation rate , unemployment rate and production, one of the main discussions in macroeconomic models. this 'paper is an effort 'to determine the relationship between the above- mentioned phenomenon in the short-and in the long 11m as well as to calculate the natural rate of unemployed in iran. for this purpose, the theoretical mod...

Econometrics has been evolving as a discipline over the last decade in a way that has successfully brought theory and practice much closer together. Many of the developments are associated with laptop computing, the increasing availability of electronic databases, and the convenience of modern econometric software and matrix programming languages. The changes that have occurred affect us at eve...

This article aims to be a contribution to the improvement of agricultural and environmental off icial statistics. Methods are applied to integrate information from state agency registers regarding crop area with ground data observed in random area samples. To improve the precision of crop area estimates in small areas (municipalities), methods using ground survey and remote sensing are applied....

This paper develops the large sample theory for econometric models with time series having roots in proximity of unity. In particular, a special attention is given to the time series with roots outside the n−1-neighborhood of unity, called the weak unit roots. They are the processes with roots approaching to unity as sample size increases, but not too fastly. It is shown that the weak unit root...

Econometrics has become an integral part of training in modern economics and business. Together with microeconomics and macroeconomics, econometrics has been taught as one of the three core courses in most undergraduate and graduate economic programs in North America. In China, the importance of econometrics has been increasingly recognized and econometric tools and methods have been widely emp...

data with high frequency have a particular type of none stationary that is called fractional none stationary. this property causes the emergence of long-term memory in financial time series with high frequency. the existence of long-term memory in cement industry time-series is studied in this paper at first and its presence will be confirmed in a high confidence level by two tests r/s and gph....