Topics In Advanced Econometrics
DOWNLOAD
Download Topics In Advanced Econometrics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Topics In Advanced Econometrics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Topics In Advanced Econometrics
DOWNLOAD
Author : Herman J. Bierens
language : en
Publisher:
Release Date : 1994
Topics In Advanced Econometrics written by Herman J. Bierens and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
A rigorous treatment of a number of timely topics in advanced econometrics.
Probability Foundations 1989 Xii 379 S
DOWNLOAD
Author : Phoebus James Dhrymes
language : en
Publisher:
Release Date :
Probability Foundations 1989 Xii 379 S written by Phoebus James Dhrymes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Topics In Advanced Econometrics
DOWNLOAD
Author : Phoebus J. Dhrymes
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
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 2012-12-06 with Business & Economics categories.
This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information.
Topics In Advanced Econometrics
DOWNLOAD
Author : Phoebus J. Dhrymes
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
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 2012-12-06 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.
Topics In Advanced Econometrics
DOWNLOAD
Author : Herman J. Bierens
language : en
Publisher: Cambridge University Press
Release Date : 1996-02-23
Topics In Advanced 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 1996-02-23 with Business & Economics categories.
A rigorous treatment of a number of timely topics in advanced econometrics.
Topics In Advanced Econometrics
DOWNLOAD
Author : Phoebus J. Dhrymes
language : en
Publisher:
Release Date : 1989
Topics In Advanced Econometrics written by Phoebus J. Dhrymes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Econometrics categories.
Advanced Econometrics
DOWNLOAD
Author : Edward Greenberg
language : en
Publisher:
Release Date : 1991
Advanced Econometrics written by Edward Greenberg and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
Advanced Econometric Methods
DOWNLOAD
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.
Introduction To The Mathematical And Statistical Foundations Of Econometrics
DOWNLOAD
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.
Advanced Econometric Theory
DOWNLOAD
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.