Book Description
Collection of classic papers by pioneer econometricians
Author : David F. Hendry
Publisher : Cambridge University Press
Page : 582 pages
File Size : 12,28 MB
Release : 1997-02-20
Category : Business & Economics
ISBN : 9780521588706
Collection of classic papers by pioneer econometricians
Author : Albert Madansky
Publisher : Elsevier
Page : 275 pages
File Size : 12,48 MB
Release : 2014-07-22
Category : Business & Economics
ISBN : 1483275256
Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.
Author : Herman J. Bierens
Publisher : Cambridge University Press
Page : 356 pages
File Size : 11,64 MB
Release : 2004-12-20
Category : Business & Economics
ISBN : 9780521542241
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Author : Aris Spanos
Publisher : Cambridge University Press
Page : 722 pages
File Size : 47,65 MB
Release : 1986-10-30
Category : Business & Economics
ISBN : 9780521269124
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.
Author : Ron Mittelhammer (Prof.)
Publisher : Cambridge University Press
Page : 794 pages
File Size : 32,96 MB
Release : 2000-07-28
Category : Business & Economics
ISBN : 9780521623940
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
Author : Dean Corbae
Publisher : Princeton University Press
Page : 696 pages
File Size : 37,48 MB
Release : 2009-02-17
Category : Business & Economics
ISBN : 1400833086
Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory
Author : Mary S. Morgan
Publisher : Cambridge University Press
Page : 318 pages
File Size : 46,38 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 : David F. Hendry
Publisher : Princeton University Press
Page : 378 pages
File Size : 10,54 MB
Release : 2012-06-21
Category : Business & Economics
ISBN : 1400845653
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Author : William H. Greene
Publisher :
Page : 0 pages
File Size : 29,46 MB
Release : 2017
Category : Econometrics
ISBN : 9789353061074
Author : Paul Anthony Samuelson
Publisher :
Page : 466 pages
File Size : 14,90 MB
Release : 1966
Category : Economics, Mathematical
ISBN :