Econometrics
DOWNLOAD
Download Econometrics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Econometrics 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.
Econometrics
DOWNLOAD
Author : Bruce Hansen
language : en
Publisher: Princeton University Press
Release Date : 2022-06-28
Econometrics written by Bruce Hansen 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 2022-06-28 with Business & Economics categories.
The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Introduction To Econometrics
DOWNLOAD
Author : James H. Stock
language : en
Publisher:
Release Date : 2014-09-09
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 2014-09-09 with Econometrics categories.
For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: * Keeping it current with new and updated discussions on topics of particular interest to today's students. * Presenting consistency through theory that matches application. * Offering a full array of pedagogical features. MyEconLab(R) is not included. Students, if MyEconLab is a recommended/mandatory component of the course, please ask your instructor for the correct ISBN. MyEconLab should only be purchased when required by an instructor. Instructors, contact your Pearson representative for more information. MyEconLab is an online homework, tutorial, and assessment product designed to personalize learning and improve results.With a wide range of interactive, engaging, and assignable activities, students are encouraged to actively learn and retain tough course concepts.
Econometrics
DOWNLOAD
Author : Badi H. Baltagi
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
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 2013-11-11 with Business & Economics categories.
This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first part of Chapter 11 on simultaneous equations and Chapter 14 on time-series analysis. This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book. Some uses of econometric methods include (i) empirical testing of economic t- ory, whether it is the permanent income consumption theory or purchasing power parity, (ii) forecasting, whether it is GNP or unemployment in the U.S. economy or future sales in the c- puter industry. (iii) Estimation of price elasticities of demand, or returns to scale in production. More importantly, econometric methods can be used to simulate the effect of policy changes like a tax increase on gasoline consumption, or a ban on advertising on cigarette consumption.
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 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.
Handbook Of Research On Emerging Theories Models And Applications Of Financial Econometrics
DOWNLOAD
Author : Burcu Adıgüzel Mercangöz
language : en
Publisher: Springer Nature
Release Date : 2021-02-17
Handbook Of Research On Emerging Theories Models And Applications Of Financial Econometrics written by Burcu Adıgüzel Mercangöz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-17 with Business & Economics categories.
This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.
Introductory Econometrics For Finance
DOWNLOAD
Author : Chris Brooks
language : en
Publisher: Cambridge University Press
Release Date : 2008-05-22
Introductory Econometrics For Finance written by Chris Brooks 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 2008-05-22 with Business & Economics categories.
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.
Econometrics
DOWNLOAD
Author : Jan Tinbergen
language : en
Publisher: Psychology Press
Release Date : 2005
Econometrics written by Jan Tinbergen and has been published by Psychology Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
Originally published in 1951, this volume reprints the classic work written by one of the leading global econometricians. Econometrics is structured as followed: Part 1 explains the relationship of Econometrics to Economics and Statistics. Part 2 outlines the process of formulating economic hypotheses mathematically and of subjecting them to a statistical test. Part 3 deals with the various component equations of the economic system - the psychic reactions, technical relations and reactions of business life and describes the process of setting up an economic model of the system as a whole. Part 4 llustrates the use of econometric methods for policy purposes.