Modern Econometrics
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A Guide To Modern Econometrics
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Author : Marno Verbeek
language : en
Publisher: John Wiley & Sons
Release Date : 2017-07-31
A Guide To Modern Econometrics written by Marno Verbeek 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 2017-07-31 with Business & Economics categories.
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
A Guide To Modern Econometrics
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Author : Marno Verbeek
language : en
Publisher: John Wiley & Sons
Release Date : 2008-05-27
A Guide To Modern Econometrics written by Marno Verbeek 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 2008-05-27 with Business & Economics categories.
This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics. End-of-chapter exercises review key concepts in light of empirical examples.
Foundations Of Modern Econometrics
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Author : Ragnar Frisch
language : en
Publisher: Edward Elgar Publishing
Release Date : 1995
Foundations Of Modern Econometrics written by Ragnar Frisch 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 1995 with Business & Economics categories.
These two volumes convey the writings of Ragnar Frisch (1895-1973), who, together with Jan Tinbergen, was the first winner of the Nobel Prize in economics. He played a major role in the foundation of econometrics as a discipline, partly through his position as editor of Econometrica.
Modern Linear And Nonlinear Econometrics
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Author : Joseph Plasmans
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-08-30
Modern Linear And Nonlinear Econometrics written by Joseph Plasmans 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 2006-08-30 with Business & Economics categories.
The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are: -A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools. -Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others. -Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet. What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.
Modern Econometric Analysis
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Author : Olaf Hübler
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-04-29
Modern Econometric Analysis written by Olaf Hübler 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 2007-04-29 with Business & Economics categories.
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
Contributions To Modern Econometrics
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Author : Ingo Klein
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-12-31
Contributions To Modern Econometrics written by Ingo Klein 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 2002-12-31 with Business & Economics categories.
The field of econometrics has gone through remarkable changes during the last decades. The earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. Contributions to Modern Econometrics represents a collection of recent economic applications of modern econometrics and methodological developments. It converse topics such as: -Effects of data quality on monetary policy, -Empirical comparison of alternative monetary aggregates, -Empirical tests of theories for the term structure of interest rates, -Financial econometrics for heavy-tailed returns, -The transformation of the Polish economy, -Labor economics, -Econometric modeling of household and investment decisions, -modeling with limited dependent variables, -testing for units roots, -Alternative smoothing algorithms, -Latent-variable models with error in variables. Contributions to Modern Econometrics is of interest to researchers and students in economics as well as practitioners in business, industry and public institutions who want to learn about recent developments in the field of econometrics.
Introduction To The Mathematical And Statistical Foundations Of Econometrics
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Author : Herman J. Bierens
language : en
Publisher: Cambridge University Press
Release Date : 2004-12-20
Introduction To The Mathematical And Statistical Foundations Of Econometrics written by Herman J. Bierens 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 2004-12-20 with Business & Economics categories.
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Econometrics
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Author : Bruce Hansen
language : en
Publisher: Princeton University Press
Release Date : 2022-08-16
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 2022-08-16 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 backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan 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 Bayesian Econometrics
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Author : Edward Greenberg
language : en
Publisher: Cambridge University Press
Release Date : 2013
Introduction To Bayesian Econometrics written by Edward Greenberg 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 2013 with Business & Economics categories.
This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.
Methods For Estimation And Inference In Modern Econometrics
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Author : Stanislav Anatolyev
language : en
Publisher: CRC Press
Release Date : 2011-06-07
Methods For Estimation And Inference In Modern Econometrics written by Stanislav Anatolyev and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-06-07 with Business & Economics categories.
This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.