A Guide to Econometrics

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  • Author : Peter Kennedy
  • Publisher : John Wiley & Sons
  • Pages : 598 pages
  • ISBN : 1405182571
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>A Guide to Econometrics

Download or Read online A Guide to Econometrics full in PDF, ePub and kindle. this book written by Peter Kennedy and published by John Wiley & Sons which was released on 19 February 2008 with total page 598 pages. We cannot guarantee that A Guide to Econometrics book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets

A Guide to Econometrics

A Guide to Econometrics
  • Author : Peter Kennedy
  • Publisher : John Wiley & Sons
  • Release : 19 February 2008
GET THIS BOOK A Guide to Econometrics

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets

Econometrics

Econometrics
  • Author : Ben Vogelvang
  • Publisher : Pearson Education
  • Release : 20 April 2021
GET THIS BOOK Econometrics

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometric theory with practice by demonstrating its use with the software package "EViews" through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a

Reproducible Econometrics Using R

Reproducible Econometrics Using R
  • Author : Jeffrey S. Racine
  • Publisher : Oxford University Press, USA
  • Release : 23 January 2019
GET THIS BOOK Reproducible Econometrics Using R

Linear time series methods -- Introduction to linear time series models -- Random walks, unit roots, and spurious relationships -- Univariate linear time series models -- Robust parametric inference -- Robust parametric estimation -- Model uncertainty -- Advance -- Bibliography -- Author index -- Subject index

Financial Macro and Micro Econometrics Using R

Financial  Macro and Micro Econometrics Using R
  • Author : Hrishikesh D. Vinod
  • Publisher : North Holland
  • Release : 24 January 2020
GET THIS BOOK Financial Macro and Micro Econometrics Using R

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society Includes descriptions and links to

Econometrics

Econometrics
  • Author : Hamid Seddighi,K. A. Lawler,Kevin Lawler,Anastasios V. Katos
  • Publisher : Psychology Press
  • Release : 20 April 2021
GET THIS BOOK Econometrics

Recognizing that A-level mathematics is no longer a prerequisite for economics degrees, this textbook is the first serious attempt to outline the basics of econometrics in the clearest and simplest manner possible. The main features of Econometrics: A Practical Approach include: * a non-mathematical exposition of the key issues and topics * worked examples involving real economic data * a chapter on the use of modern technology including a listing of all the main data sources on the world wide web * an appendix

Econometrics

Econometrics
  • Author : Badi H. Baltagi
  • Publisher : Springer Science & Business Media
  • Release : 21 November 2007
GET THIS BOOK Econometrics

Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This

Dynamic Econometrics

Dynamic Econometrics
  • Author : David F. Hendry,Professor of Economics at Oxford University and Fellow David F Hendry
  • Publisher : Oxford University Press on Demand
  • Release : 20 April 1995
GET THIS BOOK Dynamic Econometrics

The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money

Econometrics

Econometrics
  • Author : American Bar Association. Section of Antitrust Law
  • Publisher : American Bar Association
  • Release : 20 April 2021
GET THIS BOOK Econometrics

"The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.

The Econometrics of Financial Markets

The Econometrics of Financial Markets
  • Author : John Y. Campbell,John J. Champbell,John W. Campbell,Professor Andrew W Lo,Andrew W. Lo,A. Craig MacKinlay
  • Publisher : Princeton University Press
  • Release : 20 April 1997
GET THIS BOOK The Econometrics of Financial Markets

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,

Mathematics for Econometrics

Mathematics for Econometrics
  • Author : Phoebus J. Dhrymes
  • Publisher : Springer Science & Business Media
  • Release : 04 August 2000
GET THIS BOOK Mathematics for Econometrics

This book aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.

Econometrics

Econometrics
  • Author : Fumio Hayashi
  • Publisher : Princeton University Press
  • Release : 12 December 2011
GET THIS BOOK Econometrics

Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all

Mostly Harmless Econometrics

Mostly Harmless Econometrics
  • Author : Joshua D. Angrist,Jörn-Steffen Pischke
  • Publisher : Princeton University Press
  • Release : 15 December 2008
GET THIS BOOK Mostly Harmless Econometrics

The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak. In addition to econometric essentials, Mostly

Advanced Econometrics

Advanced Econometrics
  • Author : Amemiya Takeshi,TAKESHI AUTOR AMEMIYA
  • Publisher : Harvard University Press
  • Release : 20 April 1985
GET THIS BOOK Advanced Econometrics

The main features of this text are a thorough treatment of cross-section models--including qualitative response models, censored and truncated regression models, and Markov and duration models--and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.