Book Description
This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.
Author : Mary S. Morgan
Publisher : Cambridge University Press
Page : 318 pages
File Size : 44,74 MB
Release : 1990
Category : Business & Economics
ISBN : 9780521424653
This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.
Author : Duo Qin
Publisher :
Page : 257 pages
File Size : 24,6 MB
Release : 2013-07-25
Category : Business & Economics
ISBN : 0199679347
Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.
Author : Deirdre N. McCloskey
Publisher : Palgrave
Page : 124 pages
File Size : 45,82 MB
Release : 1987
Category : Business & Economics
ISBN :
Author : Alberto Bisin
Publisher : Academic Press
Page : 1002 pages
File Size : 37,10 MB
Release : 2021-04-21
Category : Business & Economics
ISBN : 0128162686
The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods. The book's coverage of statistics applied to the social sciences makes it invaluable to a broad readership. As new sources and applications of data in every economic field are enabling economists to ask and answer new fundamental questions, this book presents an up-to-date reference on the topics at hand. Provides an historical outline of the two cliometric revolutions, highlighting the similarities and the differences between the two Surveys the issues and principal results of the "second cliometric revolution" Explores innovations in formulating hypotheses and statistical testing, relating them to wider trends in data-driven, empirical economics
Author : R.J. Epstein
Publisher : Elsevier
Page : 267 pages
File Size : 12,98 MB
Release : 2014-06-28
Category : Business & Economics
ISBN : 1483294226
This comparative historical study of econometrics focuses on the development of econometric methods and their application to macroeconomics.The analysis covers the origins of modern econometrics in the USA and Europe during the 1920's and 30's, the rise of `structural estimation' in the 1940's and 50's as the dominant research paradigm, and the crisis of the large macroeconomic models in the 1970's and 80's.The completely original feature of this work is the use of previously unknown manuscript material from the archives of the Cowles Commission and other collections. The history so constructed shows that recent debates over methodology are incomplete without understanding the many deep criticisms that were first raised by the earliest researchers in the field.
Author : Peter Kennedy
Publisher : John Wiley & Sons
Page : 608 pages
File Size : 17,62 MB
Release : 2008-02-19
Category : Business & Economics
ISBN : 1405182571
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author : Fumio Hayashi
Publisher : Princeton University Press
Page : 708 pages
File Size : 13,72 MB
Release : 2011-12-12
Category : Business & Economics
ISBN : 1400823838
The most authoritative and comprehensive synthesis of modern econometrics available Econometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series and cross-section analysis fully, giving readers a unified framework for understanding and integrating results. Econometrics covers all the important topics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models, such as probit and tobit, are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient way. Virtually all the chapters include empirical applications drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises provide students with hands-on experience applying the techniques covered. The exposition is rigorous yet accessible, requiring a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For students who intend to write a thesis on applied topics, the empirical applications in Econometrics are an excellent way to learn how to conduct empirical research. For theoretically inclined students, the no-compromise treatment of basic techniques is an ideal preparation for more advanced theory courses.
Author : Takeshi Amemiya
Publisher : Harvard University Press
Page : 392 pages
File Size : 47,58 MB
Release : 1994
Category : Econometrics
ISBN : 9780674462250
Comic Amy Schumer performs a stand-up set in San Francisco devoted to various aspects of her sex life and her feelings about her own body. ~ Perry Seibert, Rovi
Author : John Y. Campbell
Publisher : Princeton University Press
Page : 630 pages
File Size : 47,70 MB
Release : 2012-06-28
Category : Business & Economics
ISBN : 1400830214
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
Author : David F. Hendry
Publisher : Cambridge University Press
Page : 582 pages
File Size : 38,68 MB
Release : 1997-02-20
Category : Business & Economics
ISBN : 9780521588706
Collection of classic papers by pioneer econometricians