An Introduction To The Advanced Theory Of Nonparametric Econometrics
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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.
Handbook Of Research Methods And Applications In Empirical Microeconomics
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Author : Hashimzade, Nigar
language : en
Publisher: Edward Elgar Publishing
Release Date : 2021-11-18
Handbook Of Research Methods And Applications In Empirical Microeconomics written by Hashimzade, Nigar and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-18 with Business & Economics categories.
Written in a comprehensive yet accessible style, this Handbook introduces readers to a range of modern empirical methods with applications in microeconomics, illustrating how to use two of the most popular software packages, Stata and R, in microeconometric applications.
Introduction To Bayesian Econometrics
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Author : Edward Greenberg
language : en
Publisher: Cambridge University Press
Release Date : 2013
Introduction To Bayesian Econometrics written by Edward Greenberg 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 2013 with Business & Economics categories.
This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.
Financial Statistics And Mathematical Finance
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Author : Ansgar Steland
language : en
Publisher: John Wiley & Sons
Release Date : 2012-06-21
Financial Statistics And Mathematical Finance written by Ansgar Steland 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 2012-06-21 with Business & Economics categories.
Mathematical finance has grown into a huge area of research which requires a lot of care and a large number of sophisticated mathematical tools. Mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, it considers various aspects of the application of statistical methods in finance and illustrates some of the many ways that statistical tools are used in financial applications. Financial Statistics and Mathematical Finance: Provides an introduction to the basics of financial statistics and mathematical finance. Explains the use and importance of statistical methods in econometrics and financial engineering. Illustrates the importance of derivatives and calculus to aid understanding in methods and results. Looks at advanced topics such as martingale theory, stochastic processes and stochastic integration. Features examples throughout to illustrate applications in mathematical and statistical finance. Is supported by an accompanying website featuring R code and data sets. Financial Statistics and Mathematical Finance introduces the financial methodology and the relevant mathematical tools in a style that is both mathematically rigorous and yet accessible to advanced level practitioners and mathematicians alike, both graduate students and researchers in statistics, finance, econometrics and business administration will benefit from this book.
Estimation And Inferential Statistics
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Author : Pradip Kumar Sahu
language : en
Publisher: Springer
Release Date : 2015-11-03
Estimation And Inferential Statistics written by Pradip Kumar Sahu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-03 with Mathematics categories.
This book focuses on the meaning of statistical inference and estimation. Statistical inference is concerned with the problems of estimation of population parameters and testing hypotheses. Primarily aimed at undergraduate and postgraduate students of statistics, the book is also useful to professionals and researchers in statistical, medical, social and other disciplines. It discusses current methodological techniques used in statistics and related interdisciplinary areas. Every concept is supported with relevant research examples to help readers to find the most suitable application. Statistical tools have been presented by using real-life examples, removing the “fear factor” usually associated with this complex subject. The book will help readers to discover diverse perspectives of statistical theory followed by relevant worked-out examples. Keeping in mind the needs of readers, as well as constantly changing scenarios, the material is presented in an easy-to-understand form.
Conceptual Econometrics Using R
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Author :
language : en
Publisher: Elsevier
Release Date : 2019-08-20
Conceptual Econometrics Using R written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-20 with Mathematics categories.
Conceptual Econometrics Using R, Volume 41 provides state-of-the-art information on important topics in econometrics, including quantitative game theory, multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, productivity and financial market jumps and co-jumps, among others. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R, allowing readers to not only use the tools on their own data, but also jumpstart their understanding of the state-of-the-art
Kendall S Advanced Theory Of Statistic 2b
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Author : Anthony O'Hagan
language : en
Publisher: John Wiley & Sons
Release Date : 2010-03-08
Kendall S Advanced Theory Of Statistic 2b written by Anthony O'Hagan 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 2010-03-08 with Mathematics categories.
Kendall's Advanced Theory of Statistics and Kendall's Library of Statistics The development of modern statistical theory in the past fifty years is reflected in the history of the late Sir Maurice Kenfall's volumes The Advanced Theory of Statistics. The Advanced Theory began life as a two-volume work, and since its first appearance in 1943, has been an indispensable source for the core theory of classical statistics. With Bayesian Inference, the same high standard has been applied to this important and exciting new body of theory.
Econometric Modelling With Time Series
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Author : Vance Martin
language : en
Publisher: Cambridge University Press
Release Date : 2013
Econometric Modelling With Time Series written by Vance Martin 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 2013 with Business & Economics categories.
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- publisher.
Econometrics
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Author : Badi H. Baltagi
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-11-21
Econometrics written by Badi H. Baltagi 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 2007-11-21 with Business & Economics categories.
Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.
Statistics
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Author : Karim M. Abadir
language : en
Publisher: Cambridge University Press
Release Date : 2018-11-08
Statistics written by Karim M. Abadir 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 2018-11-08 with Business & Economics categories.
Serves as a bridge between elementary and specialized statistics, with exercises that are fully solved and systematically built up.