Econometric
DOWNLOAD
Download Econometric PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Econometric book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Applied Econometrics With R
DOWNLOAD
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.
Econometrics
DOWNLOAD
Author : Fumio Hayashi
language : en
Publisher: Princeton University Press
Release Date : 2011-12-12
Econometrics written by Fumio Hayashi and has been published by Princeton 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.
The most authoritative and comprehensive synthesis of modern econometrics available Econometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series and cross-section analysis fully, giving readers a unified framework for understanding and integrating results. Econometrics covers all the important topics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models, such as probit and tobit, are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient way. Virtually all the chapters include empirical applications drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises provide students with hands-on experience applying the techniques covered. The exposition is rigorous yet accessible, requiring a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For students who intend to write a thesis on applied topics, the empirical applications in Econometrics are an excellent way to learn how to conduct empirical research. For theoretically inclined students, the no-compromise treatment of basic techniques is an ideal preparation for more advanced theory courses.
Econometric Methods With Applications In Business And Economics
DOWNLOAD
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.
A Guide To Econometrics
DOWNLOAD
Author : Peter Kennedy
language : en
Publisher: MIT Press
Release Date : 2003
A Guide To Econometrics written by Peter Kennedy and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
A popular, intuitively based overview of econometrics.
Econometrics
DOWNLOAD
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.
Introduction To Econometrics
DOWNLOAD
Author : James H. Stock
language : en
Publisher:
Release Date : 2011
Introduction To Econometrics written by James H. Stock and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
To make econometrics relevant in an introductory course, interesting applications must motivate the theory and the theory must match the applications. This text aims to motivate the need for tools with concrete applications, providing simple assumptions that match the application.
Econometric Modeling
DOWNLOAD
Author : David F. Hendry
language : en
Publisher: Princeton University Press
Release Date : 2012-06-21
Econometric Modeling written by David F. Hendry and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-21 with Business & Economics categories.
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Econometrics
DOWNLOAD
Author : American Bar Association. Section of Antitrust Law
language : en
Publisher: American Bar Association
Release Date : 2005
Econometrics written by American Bar Association. Section of Antitrust Law and has been published by American Bar Association this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
"The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.
Econometrics As A Con Art
DOWNLOAD
Author : Imad A. Moosa
language : en
Publisher: Edward Elgar Publishing
Release Date : 2017-07-28
Econometrics As A Con Art written by Imad A. Moosa 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 2017-07-28 with Business & Economics categories.
Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.
Econometrics
DOWNLOAD
Author : Badi Hani Baltagi
language : en
Publisher: Springer Science & Business Media
Release Date : 2002
Econometrics written by Badi Hani 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 2002 with Business & Economics categories.
As well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.