Statistics And Econometric Models
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Statistics And Econometric Models
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This is the first volume in a major two-volume set of advanced texts in econometrics.
Statistics And Econometric Models Volume 1 General Concepts Estimation Prediction And Algorithms
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models Volume 1 General Concepts Estimation Prediction And Algorithms written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics Econometrics And Forecasting
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Author : Arnold Zellner
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-19
Statistics Econometrics And Forecasting written by Arnold Zellner 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 2004-02-19 with Business & Economics categories.
Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
Statistics And Econometric Models Volume 2 Testing Confidence Regions Model Selection And Asymptotic Theory
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models Volume 2 Testing Confidence Regions Model Selection And Asymptotic Theory written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics And Econometric Models
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Author : Christian Gourieroux (professeur d'économie).)
language : en
Publisher:
Release Date : 1995
Statistics And Econometric Models written by Christian Gourieroux (professeur d'économie).) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Statistics And Econometric Models
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Author : Christian Gourieroux
language : en
Publisher:
Release Date : 1995
Statistics And Econometric Models written by Christian Gourieroux and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Econometric models categories.
Statistics And Econometric Models
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Author :
language : en
Publisher:
Release Date : 1995
Statistics And Econometric Models written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Statistics And Econometric Models
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Author : Christian Gourieroux
language : en
Publisher:
Release Date : 1995
Statistics And Econometric Models written by Christian Gourieroux and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Econometric models categories.
Nonparametric And Semiparametric Methods In Econometrics And Statistics
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Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 1991-06-28
Nonparametric And Semiparametric Methods In Econometrics And Statistics written by William A. Barnett 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 1991-06-28 with Business & Economics categories.
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Econometric Modeling And Inference
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Author : Jean-Pierre Florens
language : en
Publisher: Cambridge University Press
Release Date : 2007-07-02
Econometric Modeling And Inference written by Jean-Pierre Florens 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 2007-07-02 with Business & Economics categories.
Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.