Unified Model Building and Estimation in Dynamic Econometrics. The aims of this project are to develop a new dynamic system of econometric models that simultaneously address high-dimensionality, nonli

Description

Unified Model Building and Estimation in Dynamic Econometrics. The aims of this project are to develop a new dynamic system of econometric models that simultaneously address high-dimensionality, nonlinearity and time-varying features. It is expected that the project will provide empirical researchers from a wide range of areas with a unified model building and estimation procedure, and user-friendly computational techniques and software packages for them to tackle challenging empirical issues in identifying factors influencing Australian house prices, and forecasting national and global energy demand. Expected outcomes of this project include enhanced statistical capacity to empirical model building and estimation for energy, environmental change and health, which are high priority areas for Australia.. Scheme: Discovery Projects. Field: 3802 - Econometrics. Lead: Prof Jiti Gao