Computer Aided Econometrics
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Computer Aided Econometrics
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Author : David E. A. Giles
language : en
Publisher: CRC Press
Release Date : 2003-06-18
Computer Aided Econometrics written by David E. A. Giles and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-18 with Business & Economics categories.
Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
Computer Aided Introduction To Econometrics
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Author : Juan Rodriguez Poo
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Computer Aided Introduction To Econometrics written by Juan Rodriguez Poo 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.
The advent of low cost computation has made many previously intractable econometric models empirically feasible and computational methods are now realized as an integral part of the theory. This book provides graduate students and researchers not only with a sound theoretical introduction to the topic, but allows the reader through an internet based interactive computing method to learn from theory to practice the different techniques discussed in the book. Among the theoretical issues presented are linear regression analysis, univariate time series modelling with some interesting extensions such as ARCH models and dimensionality reduction techniques. The electronic version of the book including all computational possibilites can be viewed at http://www.xplore-stat.de/ebooks/ebooks.html
Computer Aided Introduction To Econometrics
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Author : Juan M. Rodríguez Poo
language : es
Publisher:
Release Date : 2003
Computer Aided Introduction To Econometrics written by Juan M. Rodríguez Poo and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
Handbook Of Econometrics
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Author : J.J. Heckman
language : en
Publisher: Elsevier
Release Date : 2001-11-22
Handbook Of Econometrics written by J.J. Heckman and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-11-22 with Business & Economics categories.
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Handbook Of Computational Econometrics
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Author : David A. Belsley
language : en
Publisher: John Wiley & Sons
Release Date : 2009-08-18
Handbook Of Computational Econometrics written by David A. Belsley 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 2009-08-18 with Mathematics categories.
Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.
A Guide To Econometrics
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Author : Peter Kennedy
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-19
A Guide To Econometrics written by Peter Kennedy 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 2008-02-19 with Business & Economics categories.
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets
An Information Theoretic Approach To Econometrics
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Author : George G. Judge
language : en
Publisher: Cambridge University Press
Release Date : 2011-12-12
An Information Theoretic Approach To Econometrics written by George G. Judge 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 2011-12-12 with Business & Economics categories.
This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. Because most data are observational, practitioners work with indirect noisy observations and ill-posed econometric models in the form of stochastic inverse problems. Consequently, traditional econometric methods in many cases are not applicable for answering many of the quantitative questions that analysts wish to ask. After initial chapters deal with parametric and semiparametric linear probability models, the focus turns to solving nonparametric stochastic inverse problems. In succeeding chapters, a family of power divergence measure-likelihood functions are introduced for a range of traditional and nontraditional econometric-model problems. Finally, within either an empirical maximum likelihood or loss context, Ron C. Mittelhammer and George G. Judge suggest a basis for choosing a member of the divergence family.
Applied Statistical Inference With Minitab
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Author : Sally A. Lesik
language : en
Publisher: CRC Press
Release Date : 2009-12-21
Applied Statistical Inference With Minitab written by Sally A. Lesik and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-21 with Mathematics categories.
Through clear, step-by-step mathematical calculations, Applied Statistical Inference with MINITAB enables students to gain a solid understanding of how to apply statistical techniques using a statistical software program. It focuses on the concepts of confidence intervals, hypothesis testing, validating model assumptions, and power analysis.Illustr
Mathematical Statistics With Applications
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Author : Asha Seth Kapadia
language : en
Publisher: CRC Press
Release Date : 2017-07-12
Mathematical Statistics With Applications written by Asha Seth Kapadia and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Mathematics categories.
Mathematical statistics typically represents one of the most difficult challenges in statistics, particularly for those with more applied, rather than mathematical, interests and backgrounds. Most textbooks on the subject provide little or no review of the advanced calculus topics upon which much of mathematical statistics relies and furthermore contain material that is wholly theoretical, thus presenting even greater challenges to those interested in applying advanced statistics to a specific area. Mathematical Statistics with Applications presents the background concepts and builds the technical sophistication needed to move on to more advanced studies in multivariate analysis, decision theory, stochastic processes, or computational statistics. Applications embedded within theoretical discussions clearly demonstrate the utility of the theory in a useful and relevant field of application and allow readers to avoid sudden exposure to purely theoretical materials. With its clear explanations and more than usual emphasis on applications and computation, this text reaches out to the many students and professionals more interested in the practical use of statistics to enrich their work in areas such as communications, computer science, economics, astronomy, and public health.
Topics In Structural Var Econometrics
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Author : Carlo Giannini
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Topics In Structural Var Econometrics written by Carlo Giannini 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 2013-11-11 with Business & Economics categories.
1. Introduction 1 2. Identification Analysis and F.I.M.L. Estimation for the K-Mode1 10 3. Identification Analysis and F.I.ML. Estimation for the C-Model 23 4. Identification Analysis and F.I.M.L. Estimation for the AB-Model 32 5. Impulse Response Analysis and Forecast Error Variance Decomposition in SVAR Modeling 44 5 .a Impulse Response Analysis 44 5.b Variance Decomposition (by Antonio Lanzarotti) 51 6. Long-run A-priori Information. Deterministic Components. Cointegration 58 6.a Long-run A-priori Information 58 6.b Deterministic Components 62 6.c Cointegration 65 7. The Working of an AB-Model 71 Annex 1: The Notions ofReduced Form and Structure in Structural VAR Modeling 83 Annex 2: Some Considerations on the Semantics, Choice and Management of the K, C and AB-Models 87 Appendix A 93 Appendix B 96 Appendix C (by Antonio Lanzarotti and Mario Seghelini) 99 Appendix D (by Antonio Lanzarotti and Mario Seghelini) 109 References 128 Foreword In recent years a growing interest in the structural VAR approach (SVAR) has followed the path-breaking works by Blanchard and Watson (1986), Bemanke (1986) and Sims (1986), especially in U.S. applied macroeconometric literature. The approach can be used in two different, partially overlapping directions: the interpretation ofbusiness cycle fluctuations of a small number of significantmacroeconomic variables and the identification of the effects of different policies.