Advanced Econometric Theory
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Advanced Econometric Theory
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Author : John Chipman
language : en
Publisher: Routledge
Release Date : 2013-03-01
Advanced Econometric Theory written by John Chipman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Business & Economics categories.
When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.
Advanced Econometric Theory
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Author : John Somerset Chipman
language : en
Publisher:
Release Date : 2011
Advanced Econometric Theory written by John Somerset Chipman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Econometrics categories.
John S. Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory in this new volume. --
Lectures On Advanced Econometric Theory
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Author : John Denis Sargan
language : en
Publisher: Wiley-Blackwell
Release Date : 1988-01-01
Lectures On Advanced Econometric Theory written by John Denis Sargan and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-01-01 with Business & Economics categories.
Introduction To Econometrics
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Author : Gary Koop
language : en
Publisher: John Wiley & Sons
Release Date : 2008-03-10
Introduction To Econometrics written by Gary Koop 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 2008-03-10 with Business & Economics categories.
Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses. Key Features: * A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the reader to quickly start empirical work. * The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible. * Provides a good balance between econometric theory and empirical applications. * Discusses a wide range of models used by applied economists including many variants of the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample exercises with answers, and slides for lecturers. URL: www.wileyeurope.com/college/koop
Advances In Econometrics
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Author : Miroslav Verbič
language : en
Publisher: BoD – Books on Demand
Release Date : 2011-07-27
Advances In Econometrics written by Miroslav Verbič and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-27 with Business & Economics categories.
Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in 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.
An Introduction To The Advanced Theory Of Nonparametric Econometrics
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Author : Jeffrey S. Racine
language : en
Publisher: Cambridge University Press
Release Date : 2019-06-27
An Introduction To The Advanced Theory Of Nonparametric Econometrics written by Jeffrey S. Racine 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 2019-06-27 with Business & Economics categories.
Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.
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.
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.
Advanced Econometric Methods
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Author : Thomas B. Fomby
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Advanced Econometric Methods written by Thomas B. Fomby 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 2012-12-06 with Business & Economics categories.
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.