Introduction To The Theory Of Econometrics
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Introduction To The Theory Of Econometrics
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Author : Jan R. Magnus
language : en
Publisher:
Release Date : 2021
Introduction To The Theory Of Econometrics written by Jan R. Magnus 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.
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.
Introductory Econometrics
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Author : P. J. Dhrymes
language : en
Publisher: Springer Science & Business Media
Release Date : 1978-10-27
Introductory Econometrics written by P. J. Dhrymes 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 1978-10-27 with Business & Economics categories.
This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.
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.
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.
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.
Econometrics And The Philosophy Of Economics
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Author : Bernt P. Stigum
language : en
Publisher: Princeton University Press
Release Date : 2003
Econometrics And The Philosophy Of Economics written by Bernt P. Stigum 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 2003 with Business & Economics categories.
This work shows that an econometrician with the proper understanding of economic theory and the right kind of questions can gain knowledge about characteristic features of the social world. It addresses varied topics in both classical and Bayesian econometrics.
Principles Of Econometrics
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Author : Neeraj R Hatekar
language : en
Publisher: SAGE Publications
Release Date : 2010-11-10
Principles Of Econometrics written by Neeraj R Hatekar and has been published by SAGE Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-10 with Business & Economics categories.
This textbook makes learning the basic principles of econometrics easy for all undergraduate and graduate students of economics. It takes the readers step-by-step from introduction to understanding, first introducing the basic statistical tools like concepts of probability, statistical distributions, and hypothesis tests, and then going on to explain the two variable linear regression models along with certain additional tools like use of dummy variables, various data transformations amongst others. The most innovative feature of this textbook is that it familiarizes students with the role of R, which is a flexible and popular programming language. With its help, the student will be able to implement a linear regression model and deal with the associated problems with substantial confidence.
A Practical Introduction To Econometric Methods
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Author : Patrick K. Watson
language : en
Publisher:
Release Date : 2002
A Practical Introduction To Econometric Methods written by Patrick K. Watson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
The text is aimed at final-year undergraduate students or those at the graduate level doing econometrics for the first time. It is an introductory course in the theory and practice of classical and modern econometric methods. A proper study of the material will allow the reader to - Understand the scope and limitations of classical and modern econometric techniques - Read, write and properly interpret articles and reports of an applied econometric nature - Build upon the elements of econometric theory and practice introduced in the book Although some basic knowledge of matrix algebra and elementary statistical theory will be assumed, much of it is covered in the body of the text. All the main theoretical concepts are illustrated with the use of econometric software, mainly EViews.