A Primer In Econometric Theory

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A Primer In Econometric Theory

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Author : John Stachurski
language : en
Publisher: MIT Press
Release Date : 2016-08-05

A Primer In Econometric Theory written by John Stachurski and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-05 with Business & Economics categories.

A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming. This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study. One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.

An Introduction To Econometric Theory

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Author : James Davidson
language : en
Publisher: John Wiley & Sons
Release Date : 2018-07-18

An Introduction To Econometric Theory written by James Davidson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-18 with Business & Economics categories.

A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, a solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.

The Practice Of Econometric Theory

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Author : Charles G. Renfro
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-06-29

The Practice Of Econometric Theory written by Charles G. Renfro and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-29 with Business & Economics categories.

Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.

Advances In Economics And Econometrics Theory And Applications

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Author : Econometric Society. World Congress
language : en
Publisher: Cambridge University Press
Release Date : 1997-02-20

Advances In Economics And Econometrics Theory And Applications written by Econometric Society. World Congress and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-02-20 with Business & Economics categories.

This book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of topics in economics and econometrics. They cover both theory and applications. Authored by leading specialists in their fields these volumes provide a unique survey of progress in the discipline.

Readings In Econometric Theory And Practice

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Author : W.E. Griffiths
language : en
Publisher: Elsevier
Release Date : 2014-06-28

Readings In Econometric Theory And Practice written by W.E. Griffiths and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-28 with Business & Economics categories.

This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Complex Systems In Finance And Econometrics

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Author : Robert A. Meyers
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-03

Complex Systems In Finance And Econometrics written by Robert A. Meyers and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-03 with Business & Economics categories.

Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

A Primer For Unit Root Testing

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Author : K. Patterson
language : en
Publisher: Springer
Release Date : 2010-03-31

A Primer For Unit Root Testing written by K. Patterson and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-31 with Business & Economics categories.

This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid.

Panel Data Econometrics

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Author : Mike Tsionas
language : en
Publisher: Academic Press
Release Date : 2019-06-19

Panel Data Econometrics written by Mike Tsionas and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-19 with Business & Economics categories.

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Econometrics And Income Inequality

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Author : Martin Biewen
language : en
Publisher: MDPI
Release Date : 2018-11-26

Econometrics And Income Inequality written by Martin Biewen and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-26 with Business & Economics categories.

This book is a printed edition of the Special Issue "Econometrics and Income Inequality" that was published in Econometrics

A Guide To Modern Econometrics

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Author : Marno Verbeek
language : en
Publisher: John Wiley & Sons
Release Date : 2017-07-31

A Guide To Modern Econometrics written by Marno Verbeek and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-31 with Business & Economics categories.

A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.