Lectures On Advanced Econometrics
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Advanced Econometric Theory
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Author : John Chipman
language : en
Publisher: Routledge
Release Date : 2013-03-01
Advanced Econometric Theory written by John Chipman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Business & Economics categories.
When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.
Lectures On Advanced Econometrics
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Author : Luciano Pieraccini
language : en
Publisher:
Release Date : 2012
Lectures On Advanced Econometrics written by Luciano Pieraccini and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.
Lectures On Advanced Econometric Theory
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Author : John Denis Sargan
language : en
Publisher: Wiley-Blackwell
Release Date : 1988-01-01
Lectures On Advanced Econometric Theory written by John Denis Sargan and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988-01-01 with Business & Economics categories.
Lecture Notes On Advanced Econometrics
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Author : Sašo Polanec
language : en
Publisher:
Release Date : 2011
Lecture Notes On Advanced Econometrics written by Sašo Polanec and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Advanced Econometric Methods
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Author : Thomas B. Fomby
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Advanced Econometric Methods written by Thomas B. Fomby 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.
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Advances In Econometrics
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Author : Miroslav Verbič
language : en
Publisher: BoD – Books on Demand
Release Date : 2011-07-27
Advances In Econometrics written by Miroslav Verbič and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-27 with Business & Economics categories.
Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.
Topics In Advanced Econometrics
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Author : Phoebus J. Dhrymes
language : en
Publisher: Springer Science & Business Media
Release Date : 1989-12-06
Topics In Advanced Econometrics written by Phoebus 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 1989-12-06 with Business & Economics categories.
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.
Introduction To Econometrics
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Author : Gary Koop
language : en
Publisher: John Wiley & Sons
Release Date : 2008-03-10
Introduction To Econometrics written by Gary Koop 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 2008-03-10 with Business & Economics categories.
Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses. Key Features: * A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the reader to quickly start empirical work. * The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible. * Provides a good balance between econometric theory and empirical applications. * Discusses a wide range of models used by applied economists including many variants of the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample exercises with answers, and slides for lecturers. URL: www.wileyeurope.com/college/koop
Advanced Econometrics
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Author : Takeshi Amemiya
language : en
Publisher: Harvard University Press
Release Date : 1985
Advanced Econometrics written by Takeshi Amemiya and has been published by Harvard University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Business & Economics categories.
The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Advanced Lectures In Quantitative Economics
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Author : Frederick van Der Ploeg
language : en
Publisher: Academic Press
Release Date : 2014-05-01
Advanced Lectures In Quantitative Economics written by Frederick van Der Ploeg and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-01 with Business & Economics categories.
Advanced Lectures in Quantitative Economics summarizes some of the efforts of a second-phase program for first-rate candidates with a Master's degree in economics who wish to continue with a doctoral degree in quantitative economics. This book is organized into three main topics—macroeconomics, microeconomics, and econometrics. This text specifically discusses the Neo-Keynesian macroeconomics in an open economy, international coordination of monetary policies under alternative exchange-rate regimes, and prospects for global trade imbalances. The post-war developments in labor economics, introduction to overlapping generation models, and measurement of expectations and direct tests of the REH are also elaborated. This monograph likewise covers the dynamic econometric modeling of decisions under uncertainty and fundamental bordered matrix of linear estimation. This publication is a good reference for students and specialists interested in quantitative economics.