Problems And Methods Of Econometrics

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Problems And Methods Of Econometrics

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Author : Ragnar Frisch
language : en
Publisher: Routledge
Release Date : 2009-06-02

Problems And Methods Of Econometrics written by Ragnar Frisch and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-06-02 with Business & Economics categories.

Ragnar Frisch was one of the founders of economics as a modern science. This set of lecture notes is a rare exhibition of Frisch’s overview on econometrics, offering an accessible and astute description of economic and econometric modelling.

Semiparametric And Nonparametric Methods In Econometrics

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Author : Joel L. Horowitz
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-10

Semiparametric And Nonparametric Methods In Econometrics written by Joel L. Horowitz 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 2010-07-10 with Business & Economics categories.

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.

Semiparametric Methods In Econometrics

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Author : Joel L. Horowitz
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Semiparametric Methods In Econometrics written by Joel L. Horowitz 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 Mathematics categories.

Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.

Econometrics

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Author : John Eatwell
language : en
Publisher: Springer
Release Date : 1990-02-23

Econometrics written by John Eatwell and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-02-23 with Business & Economics categories.

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.

The New Palgrave Dictionary Of Economics

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Author :
language : en
Publisher: Springer
Release Date : 2016-05-18

The New Palgrave Dictionary Of Economics written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-18 with Law categories.

The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Numerical Methods In Economics

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Author : Kenneth L. Judd
language : en
Publisher: MIT Press
Release Date : 1998-09-28

Numerical Methods In Economics written by Kenneth L. Judd and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-09-28 with Business & Economics categories.

To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.

A Companion To Theoretical Econometrics

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Author : Badi H. Baltagi
language : en
Publisher: John Wiley & Sons
Release Date : 2008-04-15

A Companion To Theoretical Econometrics written by Badi H. Baltagi 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 2008-04-15 with Business & Economics categories.

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

The Art And Science Of Econometrics

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Author : Ping Zong
language : en
Publisher: Routledge
Release Date : 2022-05-02

The Art And Science Of Econometrics written by Ping Zong and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-02 with Business & Economics categories.

Today econometrics has been widely applied in the empirical study of economics. As an empirical science, econometrics uses rigorous mathematical and statistical methods for economic problems. Understanding the methodologies of both econometrics and statistics is a crucial departure for econometrics. The primary focus of this book is to provide an understanding of statistical properties behind econometric methods. Following the introduction in Chapter 1, Chapter 2 provides the methodological review of both econometrics and statistics in different periods since the 1930s. Chapters 3 and 4 explain the underlying theoretical methodologies for estimated equations in the simple regression and multiple regression models and discuss the debates about p-values in particular. This part of the book offers the reader a richer understanding of the methods of statistics behind the methodology of econometrics. Chapters 5–9 of the book are focused on the discussion of regression models using time series data, traditional causal econometric models, and the latest statistical techniques. By concentrating on dynamic structural linear models like state-space models and the Bayesian approach, the book alludes to the fact that this methodological study is not only a science but also an art. This work serves as a handy reference book for anyone interested in econometrics, particularly in relevance to students and academic and business researchers in all quantitative analysis fields.

Spatial Econometrics Methods And Models

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Author : L. Anselin
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Spatial Econometrics Methods And Models written by L. Anselin 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 2013-03-09 with Business & Economics categories.

Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.

Current Developments In The Interface Economics Econometrics Mathematics

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Author : Michiel Hazewinkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Current Developments In The Interface Economics Econometrics Mathematics written by Michiel Hazewinkel 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 contains the Proceedings of a symposium that was held in Rotterdam from 12 to 15 January 1982 to celebrate the 25-th anniversary of the Econometric Institute of the Erasmus University. The subject of the symposium, developments in econometrics and related fields, was particularly appropriate for the occasion. In 25 years the research carried out at the Econometric Institute developed from the original seminal work in econometrics, carried out under the supervision of the first director H. Theil, to embrace related areas such as mathematical economics, operations research, systems theory and other branches of mathematics, statistics and probability theory. To review the state of the art in these areas, thirteen leading experts were invited to deliver a lecture at the symposium; their contributions form .the backbone of this book. Together, they illustrate the wide range and scope of the current scientific activity in these fields. The thirteen authoritative surveys should be of great value to researchers and students alike, who want to become acquainted with recent ideas, current trends and future developments in their chosen fields of interest. Each contribution is preceded by an introduction to the author and his work and followed by a summary of the discussion that followed the lecture. A special chapter is devoted to the history of the Econometric Institute.