Advanced Econometric Methods
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Advanced Econometric Methods
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Author : Thomas B. Fomby
language : en
Publisher:
Release Date : 1988-01-01
Advanced Econometric Methods written by Thomas B. Fomby and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-01-01 with Econometrics categories.
Advanced Econometrics
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Author : Takeshi Amemiya
language : en
Publisher: Harvard University Press
Release Date : 1985
Advanced Econometrics written by Takeshi Amemiya and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Business & Economics categories.
The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Econometric Methods With Applications In Business And Economics
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Author : Christiaan Heij
language : en
Publisher: OUP Oxford
Release Date : 2004-03-25
Econometric Methods With Applications In Business And Economics written by Christiaan Heij and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-25 with Business & Economics categories.
Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
Topics In Advanced Econometrics
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Author : Herman J. Bierens
language : en
Publisher: Cambridge University Press
Release Date : 1996-02-23
Topics In Advanced Econometrics written by Herman J. Bierens 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 1996-02-23 with Business & Economics categories.
A rigorous treatment of a number of timely topics in advanced econometrics.
Structural Macroeconometrics
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Author : David N. DeJong
language : en
Publisher: Princeton University Press
Release Date : 2011-10-23
Structural Macroeconometrics written by David N. DeJong and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-23 with Business & Economics categories.
Provides an overview and exploration of methodologies, models, and techniques used to analyze forces shaping national economies. This title presents a range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian.
Panel Data Econometrics
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Author : Manuel Arellano
language : en
Publisher: Oxford University Press
Release Date : 2003
Panel Data Econometrics written by Manuel Arellano and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.
Financial Econometrics
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Author : Svetlozar T. Rachev
language : en
Publisher: John Wiley & Sons
Release Date : 2007-03-22
Financial Econometrics written by Svetlozar T. Rachev 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 2007-03-22 with Business & Economics categories.
A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt.
A Practical Introduction To Econometric Methods
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Author : Patrick K. Watson
language : en
Publisher:
Release Date : 2002
A Practical Introduction To Econometric Methods written by Patrick K. Watson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
The text is aimed at final-year undergraduate students or those at the graduate level doing econometrics for the first time. It is an introductory course in the theory and practice of classical and modern econometric methods. A proper study of the material will allow the reader to - Understand the scope and limitations of classical and modern econometric techniques - Read, write and properly interpret articles and reports of an applied econometric nature - Build upon the elements of econometric theory and practice introduced in the book Although some basic knowledge of matrix algebra and elementary statistical theory will be assumed, much of it is covered in the body of the text. All the main theoretical concepts are illustrated with the use of econometric software, mainly EViews.
Econometrics
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Author : Fumio Hayashi
language : en
Publisher: Princeton University Press
Release Date : 2011-12-12
Econometrics written by Fumio Hayashi and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-12 with Business & Economics categories.
The most authoritative and comprehensive synthesis of modern econometrics available Econometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series and cross-section analysis fully, giving readers a unified framework for understanding and integrating results. Econometrics covers all the important topics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models, such as probit and tobit, are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient way. Virtually all the chapters include empirical applications drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises provide students with hands-on experience applying the techniques covered. The exposition is rigorous yet accessible, requiring a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For students who intend to write a thesis on applied topics, the empirical applications in Econometrics are an excellent way to learn how to conduct empirical research. For theoretically inclined students, the no-compromise treatment of basic techniques is an ideal preparation for more advanced theory courses.
Bayesian Econometric Methods
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Author : Joshua Chan
language : en
Publisher: Cambridge University Press
Release Date : 2019-08-15
Bayesian Econometric Methods written by Joshua Chan 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 2019-08-15 with Business & Economics categories.
Illustrates Bayesian theory and application through a series of exercises in question and answer format.