The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to ...first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.
Through an ambitious and critical revision of Michel Foucault's investigation of ethics, James Faubion develops an original program of empirical inquiry into the ethical domain. From an ...anthropological perspective, Faubion argues that Foucault's specification of the analytical parameters of this domain is the most productive point of departure in conceptualizing its distinctive features. He further argues that Foucault's framework is in need of substantial revision to be of genuinely anthropological scope. In making this revision, Faubion illustrates his program with two extended case studies: one of a Portuguese marquis and the other of a dual subject made up of the author and a millenarian prophetess. The result is a conceptual apparatus that is able to accommodate ethical pluralism and yield an account of the limits of ethical variation, providing a novel resolution of the problem of relativism that has haunted anthropological inquiry into ethics since its inception.
Here’s why. (a) The Hodrick-Prescott (HP) filter introduces spurious dynamic relations that have no basis in the underlying data-generating process. (b) Filtered values at the end of the sample are ...very different from those in the middle and are also characterized by spurious dynamics. (c) A statistical formalization of the problem typically produces values for the smoothing parameter vastly at odds with common practice. (d) There is a better alternative. A regression of the variable at date t on the four most recent values as of date t − h achieves all the objectives sought by users of the HP filter with none of its drawbacks.
L’aveu par Demetrius qu’il ignore quel pouvoir l’a à nouveau poussé vers Helena n’est que l’affirmation la plus frappante du manque de liberté qui caractérise les personnages de A Midsummer Night’s ...Dream . La comédie désigne toute une matrice d’agents invisibles comme étant implicitement au service d’une doctrine calviniste de l’élection providentielle. L’incertitude générique inhérente à la « joie tragique » de la pièce peut se lire comme analogue à l’anxiété épistémologique du croyant réformé vis à vis du salut, qui peut lui-même être ramené à une question de genre : dans le theatrum mundi imaginé par Calvin, nous ne savons pas si nous jouons dans une comédie de l’élection ou dans une tragédie de la réprobation. Shakespeare utilise la mémoire culturelle liée au monde des fées — comme il avait exploité celle du purgatoire dans Hamlet — pour exposer les lignes de partage entre théologie réformée et théologie traditionnelle. La pièce interroge ainsi l’association que font les réformés entre la croyance aux fées et les superstitions papistes rejetées et suggère que les fées peuvent offrir au public protestant une thérapie contre le doute concernant les voies impénétrables de la Providence.
PDF
