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Structural change is a fundamental concept in economic model
building. Statistics and econometrics provide the tools for
identification of change, for estimating the onset of a change, for
assessing its extent and relevance. Statistics and econometrics
also have de veloped models that are suitable for picturing the
data-generating process in the presence of structural change by
assimilating the changes or due to the robustness to its presence.
Important subjects in this context are forecasting methods. The
need for such methods became obvious when, as a consequence of the
oil price shock, the results of empirical analyses suddenly seemed
to be much less reliable than before. Nowadays, economists agree
that models with fixed structure that picture reality over longer
periods are illusions. An example for less dramatic causes than the
oil price shock with similarly profound effects is economic growth
and its impacts on the economic system. Indeed, economic growth was
a motivating concept for this volume. In 1983, the International
Institute for Applied Systems Analysis (IIASA) in Laxen burg/
Austria initiated an ambitious project on "Economic Growth and
Structural Change.""
In 1984, the University of Bonn (FRG) and the International
Institute for Applied System Analysis (IIASA) in Laxenburg
(Austria), created a joint research group to analyze the
relationship between economic growth and structural change. The
research team was to examine the commodity composition as well as
the size and direction of commodity and credit flows among
countries and regions. Krelle (1988) reports on the results of this
"Bonn-IIASA" research project. At the same time, an informal IIASA
Working Group was initiated to deal with prob lems of the
statistical analysis of economic data in the context of structural
change: What tools do we have to identify nonconstancy of model
parameters? What type of models are particularly applicable to
nonconstant structure? How is forecasting affected by the presence
of nonconstant structure? What problems should be anticipated in
applying these tools and models? Some 50 experts, mainly
statisticians or econometricians from about 15 countries, came
together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and
Sulejov, Poland (September 1986) to present and discuss their
findings. This volume contains a selected set of those conference
contributions as well as several specially invited chapters."
This book includes many of the papers presented at the 6th
International workshop on Model Oriented Data Analysis held in June
2001. This series began in March 1987 with a meeting on the
Wartburg near Eisenach (at that time in the GDR). The next four
meetings were in 1990 (St Kyrik monastery, Bulgaria), 1992
(Petrodvorets, St Petersburg, Russia), 1995 (Spetses, Greece) and
1998 (Marseilles, France). Initially the main purpose of these
workshops was to bring together leading scientists from 'Eastern'
and 'Western' Europe for the exchange of ideas in theoretical and
applied statistics, with special emphasis on experimental design.
Now that the sep aration between East and West is much less rigid,
this exchange has, in principle, become much easier. However, it is
still important to provide opportunities for this interaction. MODA
meetings are celebrated for their friendly atmosphere. Indeed, dis
cussions between young and senior scientists at these meetings have
resulted in several fruitful long-term collaborations. This
intellectually stimulating atmosphere is achieved by limiting the
number of participants to around eighty, by the choice of a
location in which communal living is encour aged and, of course,
through the careful scientific direction provided by the Programme
Committee. It is a tradition of these meetings to provide low cost
accommodation, low fees and financial support for the travel of
young and Eastern participants. This is only possible through the
help of sponsors and outside financial support was again important
for the success of the meeting."
Here, the authors explain the basic ideas so as to generate
interest in modern problems of experimental design. The topics
discussed include designs for inference based on nonlinear models,
designs for models with random parameters and stochastic processes,
designs for model discrimination and incorrectly specified
(contaminated) models, as well as examples of designs in functional
spaces. Since the authors avoid technical details, the book assumes
only a moderate background in calculus, matrix algebra, and
statistics. However, at many places, hints are given as to how
readers may enhance and adopt the basic ideas for advanced problems
or applications. This allows the book to be used for courses at
different levels, as well as serving as a useful reference for
graduate students and researchers in statistics and engineering.
Das Grundgerust der statistischen Methodenlehre fur das
wirtschftswissenschaftliche Grundstudium kombiniert mit nahezu 700
Ubungsaufgaben. Bereits in 11. Auflage erfolgreich "
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