Author : P. C. B. Phillips
Publisher : Cambridge University Press
Page : 390 pages
File Size : 22,3 MB
Release : 2006-01-09
Category : Business & Economics
ISBN : 9780521807234
The essays in this book explore important theoretical and applied advances in econometrics.
Author : George G. Judge
Publisher : John Wiley & Sons
Page : 1062 pages
File Size : 42,96 MB
Release : 1991-01-16
Category : Business & Economics
ISBN : 047189530X
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author : Panchanan Das
Publisher : Springer Nature
Page : 574 pages
File Size : 48,15 MB
Release : 2019-09-05
Category : Business & Economics
ISBN : 9813290196
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
Author : Qi Li
Publisher : Princeton University Press
Page : 769 pages
File Size : 13,12 MB
Release : 2011-10-09
Category : Business & Economics
ISBN : 1400841062
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Author : John Stachurski
Publisher : MIT Press
Page : 449 pages
File Size : 19,19 MB
Release : 2016-07-29
Category : Business & Economics
ISBN : 0262337460
A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming. This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study. One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.
Author : Charles G. Renfro
Publisher : Springer Science & Business Media
Page : 317 pages
File Size : 40,60 MB
Release : 2009-06-29
Category : Business & Economics
ISBN : 3540755713
Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.
Author : R. Carter Hill
Publisher : Wiley
Page : 192 pages
File Size : 49,94 MB
Release : 2000-10-26
Category : Business & Economics
ISBN : 9780471412397
This book explores econometrics using an intuitive approach that begins with an economic model. It emphasizes motivation, understanding, and implementation and shows readers how economic data are used with economic and statistical models as a basis for estimating key economic parameters, testing economic hypotheses and predicting economic outcomes.
Author : Alain de Janvry
Publisher : Routledge
Page : 573 pages
File Size : 18,12 MB
Release : 2021-05-30
Category : Business & Economics
ISBN : 1000378535
This second edition of Development Economics: Theory and Practice continues to provide students and practitioners with the perspectives and tools they need to think analytically and critically about the current major economic development issues in the world. Alain de Janvry and Elisabeth Sadoulet identify seven key dimensions of development—growth, poverty, vulnerability, inequality, basic needs, sustainability, and quality of life—and use them to structure the contents of the text. The book gives a historical perspective on the evolution of thought in development. It uses theory and empirical analysis to present readers with a full picture of how development works, how its successes and failures can be assessed, and how alternatives can be introduced. The authors demonstrate how diagnostics, design of programs and policies, and impact evaluation can be used to seek new solutions to the suffering and violence caused by development failures. In the second edition, more attention has been given to ongoing developments, such as: pursuit of the Sustainable Development Goals continuously rising global and national inequality health as a domestic and international public good cash transfers for social protection carbon trading for sustainability This text is fully engaged with the most cutting-edge research in the field and equips readers with analytical tools for impact evaluation of development programs and policies, illustrated with numerous examples. It is underpinned throughout by a wealth of student-friendly features, including case studies, quantitative problem sets, end-of-chapter questions, and extensive references. Excel and Stata exercises are available as digital supplements for students and instructors. This unique text is ideal for those taking courses in development economics, economic growth, and development policy, and will provide an excellent foundation for those wishing to pursue careers in development.
Author : James Davidson
Publisher : John Wiley & Sons
Page : 261 pages
File Size : 16,16 MB
Release : 2018-10-22
Category : Business & Economics
ISBN : 111948488X
A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner’s guide to the underpinnings of econometrics.
Author : Patrick K. Watson
Publisher :
Page : 332 pages
File Size : 50,75 MB
Release : 2002
Category : Business & Economics
ISBN : 9789766401221
An introduction to the theory and practice of classical and modern econometric methods. It seeks to help the reader: understand the scope and limitations of econometrics; read, write and interpret articles and reports of an applied econometric nature; and to build upon the elements introduced.
