Introduction To The Theory And Practice Of Econometrics
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Introduction To The Theory And Practice Of Econometrics
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Author : George G. Judge
language : en
Publisher: John Wiley & Sons
Release Date : 1982
Introduction To The Theory And Practice Of Econometrics written by George G. Judge 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 1982 with Business & Economics categories.
Foundations: statistical model specification, estimation, and inferencce; The general linear statistical model; The generalized linear statistical model; Simultaneous linear statistical models; Some procedures for handling an unknown covariance matrix; Pooling of data and varying parameter models; Unobservable and qualitative variables; Nonsample information, biased estimation and choosing the dimension and form of the design matrix; The nonlinear statistical model; Time series and distributed lag models.
Econometrics In Theory And Practice
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Author : Panchanan Das
language : en
Publisher: Springer Nature
Release Date : 2019-09-05
Econometrics In Theory And Practice written by Panchanan Das and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-05 with Business & Economics categories.
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
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.
Econometric Theory And Practice
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Author : P. C. B. Phillips
language : en
Publisher: Cambridge University Press
Release Date : 2006-01-09
Econometric Theory And Practice written by P. C. B. Phillips 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 2006-01-09 with Business & Economics categories.
The essays in this book explore important theoretical and applied advances in econometrics.
Introductory Econometrics
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Author : Jeffrey Zax
language : en
Publisher: Stanford University Press
Release Date : 2011-03-31
Introductory Econometrics written by Jeffrey Zax and has been published by Stanford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-31 with Business & Economics categories.
Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.
Learning And Practicing Econometrics
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Author : William E. Griffiths
language : en
Publisher: John Wiley & Sons
Release Date : 1993-03-02
Learning And Practicing Econometrics written by William E. Griffiths 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 1993-03-02 with Business & Economics categories.
Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies.
Nonparametric Econometrics
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Author : Qi Li
language : en
Publisher: Princeton University Press
Release Date : 2011-10-09
Nonparametric Econometrics written by Qi Li 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 2011-10-09 with Business & Economics categories.
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Introduction To Econometrics
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Author : Christopher Dougherty
language : en
Publisher: Oxford University Press, USA
Release Date : 2011-03-03
Introduction To Econometrics written by Christopher Dougherty and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-03 with Business & Economics categories.
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
A Guide To Econometrics
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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.
An Introduction To Econometric Theory
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Author : James Davidson
language : en
Publisher: John Wiley & Sons
Release Date : 2018-10-22
An Introduction To Econometric Theory written by James Davidson 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 2018-10-22 with Business & Economics categories.
A GUIDE TO ECONOMICS, STATISTICS AND FINANCE THAT EXPLORES THE MATHEMATICAL FOUNDATIONS UNDERLING ECONOMETRIC METHODS An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author—a noted expert in the field—covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, a solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner's guide to the underpinnings of econometrics.