计量经济分析 = Econometric analysis

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Popularity of brand posts on brand fan pages : An investigation of the effects of social media marketing

Understanding the small business sector

Planet of slums

As populations around the world age, brand choice behaviour by older customers becomes an increasingly important issue for marketers. This is especially the case in Japan, which has the largest old...

Measuring Brand Choice in the Older Customer Segment in Japan

Founders’ social identity and entrepreneurial self-efficacy amongst nascent entrepreneurs: A configurational perspective

Multiple studies have identified an urban penalty on, and regional differences in, life satisfaction, but few studies compare the effects of both. This study applies a generalized ordered logit to ...

/pdf/spatial-influences-on-domains-of-life-satisfaction-in-the-uk-300vn5tg8l.pdf

Spatial influences on domains of life satisfaction in the UK

Conventionally, the seasonal pattern in a time series is taken as exogenous. However, two recent studies from the US have suggested, the seasonal component in box office revenue may in part be endogenously determined. Films that are expected to do well tend to be released at times of peak demand. Hence, the seasonal pattern may reflect both the underlying seasonal pattern and the market expansion effect of the films; evidence from the US suggests the former dominates the latter. This article investigates the same issue for the UK using a structural time series model. We find that, although the seasonal pattern varies over time, we are unable to reject the hypothesis that the seasonal factors are constant. This is consistent with findings from the US.

How stable is the seasonal pattern in cinema admissions? Evidence from the UK

This study investigates the association of the rural–urban divide and the time individuals allocate to self-employment. The empirical analysis uses fixed effects modelling on data from the UK Household Longitudinal Survey over the period 2009–2019. The study identifies significant differences in the time men and women allocate to self-employment between rural and urban areas according to their career age group. While men and women tend to allocate more time to selfemployment in their senior career age when residents of urban areas, the time they allocate to self-employment between rural and urban areas in early- and mid-career age differs markedly. More importantly, we find that significant differences exist not only between residents of rural and urban areas, but also between residents of these areas and in-migrants to these areas. We find a significant positive effect on the time senior career age women who migrate to rural areas allocate to self-employment. In contrast, we find that early career men who move from rural to urban areas allocate significantly more time to self-employment. The results reveal the existence of complex dynamics between gender and age, which affect the allocation of time to self-employment between rural and urban areas.

https://www.mdpi.com/2071-1050/12/17/7049/pdf

Chris Hand

Papers

Measuring Brand Choice in the Older Customer Segment in Japan

Founders’ social identity and entrepreneurial self-efficacy amongst nascent entrepreneurs: A configurational perspective

Spatial influences on domains of life satisfaction in the UK

How stable is the seasonal pattern in cinema admissions? Evidence from the UK

The Effects of Rural and Urban Areas on Time Allocated to Self-Employment: Differences between Men and Women