Applied Econometric Techniques
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Applied Econometric Techniques
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Author : Keith Cuthbertson
language : en
Publisher: Philip Allan
Release Date : 1992
Applied Econometric Techniques written by Keith Cuthbertson and has been published by Philip Allan this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
Applied Econometric Techniques is designed to bridge the gap between textbook theory and the advanced applied work required of professional econometricians. The authors emphasize the intuitive aspects of theoretical results to provide insight into solutions of "real world" applied problems. Drawing on their own experience in working for the Bank of England, the International Monetary Fund, the London Business School, and other public and private organizations, the authors use a wealth of examples to illustrate the pitfalls as well as the advantages of sophisticated applied techniques. An introductory chapter provides a "refresher course" in standard econometrics for the professional econometricians, graduate students, and advanced undergraduates for whom the volume is intended. The authors then present recent theoretical innovations such as co-integration, error correction models, ARCH models, disequilibrium Maximum Likelihood models, and the Kalman Filter. In addition, they discuss the underlying philosophy of dynamic modeling that has grown out of the work of several economists at the London School of Economics.
Recent Econometric Techniques For Macroeconomic And Financial Data
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Author : Gilles Dufrénot
language : en
Publisher:
Release Date : 2021
Recent Econometric Techniques For Macroeconomic And Financial Data written by Gilles Dufrénot and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Applied Econometric Analysis
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Author : Brian W. Sloboda
language : en
Publisher: Business Science Reference
Release Date : 2019-10
Applied Econometric Analysis written by Brian W. Sloboda and has been published by Business Science Reference this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10 with Econometric models categories.
"This book examines the application of econometric methods as used by researchers in academia, public policy, and areas in social science and business"--
Applied Econometric Techniques
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Author : Keith Cuthbertson
language : en
Publisher:
Release Date : 1995
Applied Econometric Techniques written by Keith Cuthbertson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Advances In Time Series Data Methods In Applied Economic Research
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Author : Nicholas Tsounis
language : en
Publisher: Springer
Release Date : 2018-12-12
Advances In Time Series Data Methods In Applied Economic Research written by Nicholas Tsounis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-12-12 with Business & Economics categories.
This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.
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.
Essentials Of Applied Econometrics
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Author : Aaron D. Smith
language : en
Publisher: Univ of California Press
Release Date : 2017
Essentials Of Applied Econometrics written by Aaron D. Smith and has been published by Univ of California Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Business & Economics categories.
Why Care About Causation?
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.
Specifying And Diagnostically Testing Econometric Models
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Author : Houston H. Stokes
language : en
Publisher: Greenwood
Release Date : 1991
Specifying And Diagnostically Testing Econometric Models written by Houston H. Stokes and has been published by Greenwood this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
This volume discusses and illustrates with output from actual problems a number of applied econometric techniques. Among the specific techniques covered are OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, time series models, and optimal control analysis. For each, the author outlines the basic mathematical models involved, discusses and estimates a sample problem using the B34S Data Analysis System he developed to facilitate the calculations, displays and evaluates the output of the program, and explores follow-up models. The examples selected are taken from a variety of sources and reflect actual applied research. All results are completely documented in the text so that the reader does not need access to the B34S program in order to use the book effectively.
Mathematical Statistics For Applied Econometrics
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Author : Charles B Moss
language : en
Publisher: CRC Press
Release Date : 2014-10-16
Mathematical Statistics For Applied Econometrics written by Charles B Moss and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-10-16 with Business & Economics categories.
An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.