The Years Of High Econometrics
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The Years Of High Econometrics
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Author : Francisco Louçã
language : en
Publisher: Routledge
Release Date : 1998-11-05
The Years Of High Econometrics written by Francisco Louçã and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-11-05 with Business & Economics categories.
A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics. Containing fresh archival material that has not been published before and taking Ragnar Frisch as the narrator, Francisco Louca discusses both the keys events - the establishment of the Econometric Society, the Cowles Commission and the journal Econometrica – and the major players - economists like Wesley Mitchell, mathematicians like John von Neumann and statisticians like Karl Pearson - in history that shaped the development of econometrics. He discusses the evolution of their thought, detailing the debates, the quarrels and the interrogations that crystallized their work and even offers a conclusion of sorts, suggesting that some of the more influential thinkers abandoned econometrics or became critical of its development. International in scope and appeal, The Years of High Econometrics is an excellent accompaniment for students taking courses on probability, econometric methods and the history of economic thought.
A History Of Econometrics
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Author : Duo Qin
language : en
Publisher:
Release Date : 2013-07-25
A History Of Econometrics written by Duo Qin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-25 with Business & Economics categories.
Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.
High Frequency Financial Econometrics
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Author : Yacine Aït-Sahalia
language : en
Publisher: Princeton University Press
Release Date : 2014-07-21
High Frequency Financial Econometrics written by Yacine Aït-Sahalia 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 2014-07-21 with Business & Economics categories.
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.
Handbook On The History Of Economic Analysis Volume Iii
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Author : Gilbert Faccarello
language : en
Publisher: Edward Elgar Publishing
Release Date : 2016-07-27
Handbook On The History Of Economic Analysis Volume Iii written by Gilbert Faccarello 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 2016-07-27 with Business & Economics categories.
This unique troika of Handbooks provides indispensable coverage of the history of economic analysis. Edited by two of the foremost academics in the field, the volumes gather together insightful and original contributions from scholars across the world. The encyclopaedic breadth and scope of the original entries will make these Handbooks an invaluable source of knowledge for all serious students and scholars of the history of economic thought.
Statistical Foundations Of Econometric Modelling
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Author : Aris Spanos
language : en
Publisher: Cambridge University Press
Release Date : 1986-10-30
Statistical Foundations Of Econometric Modelling written by Aris Spanos 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 1986-10-30 with Business & Economics categories.
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Jan Tinbergen 1903 1994 And The Rise Of Economic Expertise
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Author : Erwin Dekker
language : en
Publisher: Cambridge University Press
Release Date : 2021-07
Jan Tinbergen 1903 1994 And The Rise Of Economic Expertise written by Erwin Dekker 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 2021-07 with Biography & Autobiography categories.
This biography presents the interaction between his socialist ideals, scientific aspirations and work as an economic expert.
The History Of Econometric Ideas
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Author : Mary S. Morgan
language : en
Publisher: Cambridge University Press
Release Date : 1990
The History Of Econometric Ideas written by Mary S. Morgan 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 1990 with Business & Economics categories.
This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.
Rescuing Econometrics
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Author : Duo Qin
language : en
Publisher: Taylor & Francis
Release Date : 2023-12-01
Rescuing Econometrics written by Duo Qin and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-01 with Business & Economics categories.
Haavelmo’s 1944 monograph, The Probability Approach in Econometrics, is widely acclaimed as the manifesto of econometrics. This book challenges Haavelmo’s probability approach, shows how its use is delivering defective and inefficient results, and argues for a paradigm shift in econometrics towards a full embrace of machine learning, with its attendant benefits. Machine learning has only come into existence over recent decades, whereas the universally accepted and current form of econometrics has developed over the past century. A comparison between the two is, however, striking. The practical achievements of machine learning significantly outshine those of econometrics, confirming the presence of widespread inefficiencies in current econometric research. The relative efficiency of machine learning is based on its theoretical foundation, and particularly on the notion of Probably Approximately Correct (PAC) learning. Careful examination reveals that PAC learning theory delivers the goals of applied economic modelling research far better than Haavelmo’s probability approach. Econometrics should therefore renounce its outdated foundation, and rebuild itself upon PAC learning theory so as to unleash its pent-up research potential. The book is catered for applied economists, econometricians, economists specialising in the history and methodology of economics, advanced students, philosophers of social sciences.
Henri Theil S Contributions To Economics And Econometrics
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Author : Henri Theil
language : en
Publisher: Springer Science & Business Media
Release Date : 1992-03-31
Henri Theil S Contributions To Economics And Econometrics written by Henri Theil 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 1992-03-31 with Business & Economics categories.
PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The selection of articles is intended to provide examples of Theil's many seminal and pathbreaking contributions to economics in such areas as econometrics, statistics, demand analysis, information theory, economic policy analysis, aggregation theory, forecasting, index numbers, management science, sociology, operations research, higher education and much more. The collection is also intended to serve as a tribute to him on the occasion of his 67th birthday.! These three volumes also highlight some of Theil's contributions and service to the profession as a leader, advisor, administrator, teacher, and researcher. Theil's contributions, which encompass many disciplines, have been extensively cited both in scientific and professional journals. These citations often place Theil among the top 10 researchers (ranked according to number of times cited) in the world in various disciplines.
Henri Theil S Contributions To Economics And Econometrics
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Author : B. Raj
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Henri Theil S Contributions To Economics And Econometrics written by B. Raj 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.
PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The selection of articles is intended to provide examples of Theil's many seminal and pathbreaking contributions to economics in such areas as econometrics, statistics, demand analysis, information theory, economic policy analysis, aggregation theory, forecasting, index numbers, management science, sociology, operations research, higher education and much more. The collection is also intended to serve as a tribute to him on the occasion of his 67th birthday.! These three volumes also highlight some of Theil's contributions and service to the profession as a leader, advisor, administrator, teacher, and researcher. Theil's contributions, which encompass many disciplines, have been extensively cited both in scientific and professional journals. These citations often place Theil among the top 10 researchers (ranked according to number of times cited) in the world in various disciplines.