An Introduction To Applied Econometrics
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An Introduction To Applied Econometric Analysis
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Author : R. F. Wynn
language : en
Publisher: John Wiley & Sons
Release Date : 1974
An Introduction To Applied Econometric Analysis written by R. F. Wynn 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 1974 with Business & Economics categories.
An Introduction To Applied Econometrics
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Author : K. D. Patterson
language : en
Publisher: Palgrave Macmillan
Release Date : 2000
An Introduction To Applied Econometrics written by K. D. Patterson and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
An Introduction To Applied Econometrics
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Author : Kerry Patterson
language : en
Publisher: Palgrave Macmillan
Release Date : 2000-10-13
An Introduction To Applied Econometrics written by Kerry Patterson and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-10-13 with Business & Economics categories.
Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.
Introduction To Applied Econometrics
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Author : Kenneth G. Stewart
language : en
Publisher: South-Western Pub
Release Date : 2005
Introduction To Applied Econometrics written by Kenneth G. Stewart and has been published by South-Western Pub this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
You'll find the "econ" back in econometrics with INTRODUCTION TO APPLIED ECONOMETRICS and its accompanying CD.. You'll have the opportunity to replicate classic empirical findings using original data sets and will develop an understanding of the relevance of economic theory to empirical analysis. The author integrates classic empirical examples and applications and builds toward a self-contained four-chapter introduction to time series analysis. The CD includes data sets formatted for STATA, Eviews, Excel, Minitab, SAS and ASCII, as well as an appendix presenting multiple regression in matrix form and another on treating portfolio theory and the capital asset pricing model.
Applied Econometrics
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Author : Massimiliano Marcellino
language : en
Publisher: Egea Spa - Bocconi University Press
Release Date : 2018-07
Applied Econometrics written by Massimiliano Marcellino and has been published by Egea Spa - Bocconi University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07 with Business & Economics categories.
The goal of the book is to facilitate both teaching of applied econometrics, particularly in undergraduate and Master courses, and learning by students or those concerned with a formal measurement of economic events. Statistics is needed for a correct formulation of the problem and interpretation of the results, but an excess of formalization may discourage students. For this reason, the statistical content of this book is rigorous but limited to what is strictly necessary for a proper application of the methods. All theoretical concepts are then illustrated empirically, with examples that use either simulated data, in order to have a more immediate and controlled feedback, or actual data on economic variables. The software used is EViews, usually available in academic computer rooms or otherwise at an affordable price. Each chapter begins with the necessary theoretical background, continues with the practical applications based on simulated and real data using EViews, and concludes with a summary of the main concepts developed in the chapter and with both theoretical and applied exercises as a way to test and improve learning.
Applied Econometrics With R
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Author : Christian Kleiber
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-10
Applied Econometrics With R written by Christian Kleiber 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 2008-12-10 with Business & Economics categories.
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Applied Econometrics
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Author : Chung-ki Min
language : en
Publisher: Routledge
Release Date : 2019-03-08
Applied Econometrics written by Chung-ki Min and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-08 with Business & Economics categories.
Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.
Applied Econometrics
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Author : Leonard Lardaro
language : en
Publisher: Harpercollins College Division
Release Date : 1993-01-01
Applied Econometrics written by Leonard Lardaro and has been published by Harpercollins College Division this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-01-01 with Business & Economics categories.
This introduction to econometrics is designed for the undergraduate author explains the econometric principles that underlie the techniques used and displays empirical results derived from both economic and econometric theory. This book is designed to be of interest to second and third year undergraduate students of econometrics, empirical methods or managerial economics.
Introduction To Econometrics
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Author : Michael Pokorny
language : en
Publisher: Wiley-Blackwell
Release Date : 1987-07
Introduction To Econometrics written by Michael Pokorny and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-07 with Econometrics categories.
Applied Econometrics A Simple Introduction
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Author : K.H. Erickson
language : en
Publisher: K.H. Erickson
Release Date : 2015-09-23
Applied Econometrics A Simple Introduction written by K.H. Erickson and has been published by K.H. Erickson this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-23 with Business & Economics categories.
Applied Econometrics: A Simple Introduction offers a detailed guide to some of the central methods and applications of applied econometrics, with theory, models, calculations, and graphs to support analysis. S&P 500 equities, GSCI commodities, and US Treasury Bill risk-free rate datasets are assessed for their data distributions, autocorrelation, and stationarity. The Engle-Granger 2 step method, Johansen test and the Vector Error Correction Model test for and correct cointegration. ARMA models determine the optimal AR and MA processes to model returns data, and GARCH models assess the optimal p and q number of lags to model variance, using the Akaike Information Criterion. Alternative GARCH versions are examined. Dynamic portfolio strategies are evaluated using Sharpe Ratio portfolio performance evaluation tools, with a focus on the 2007-8 global financial crisis period. Static portfolio strategies are assessed using ARMA return and GARCH variance forecasting. Results are used alongside established financial literature to assess the optimal portfolio strategy.