Computation Of The Limited Information Maximum Likelihood Estimator

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Advanced Econometric Methods

Author : Thomas B. Fomby
Publisher : Springer Science & Business Media
ISBN 13 : 1441987460
Total Pages : 637 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Advanced Econometric Methods by : Thomas B. Fomby

Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Technical Bulletin

Author :
Publisher :
ISBN 13 :
Total Pages : 1200 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Technical Bulletin by :

Download or read book Technical Bulletin written by and published by . This book was released on 1956 with total page 1200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Instrumental Variables

Author : Roger John Bowden
Publisher : Cambridge University Press
ISBN 13 : 9780521385824
Total Pages : 240 pages
Book Rating : 4.3/5 (858 download)

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Book Synopsis Instrumental Variables by : Roger John Bowden

Download or read book Instrumental Variables written by Roger John Bowden and published by Cambridge University Press. This book was released on 1990-01-26 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book will be useful for advanced undergraduates and graduates, and be a source of reference for researchers in econometrics and statistics.

Computational Econometrics

Author : Charles G. Renfro
Publisher : IOS Press
ISBN 13 : 9781586034269
Total Pages : 420 pages
Book Rating : 4.0/5 (342 download)

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Book Synopsis Computational Econometrics by : Charles G. Renfro

Download or read book Computational Econometrics written by Charles G. Renfro and published by IOS Press. This book was released on 2004 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication contains a substantial amount of detail about the broad history of the development of econometric software based on the personal recollections of many people. For economists, the computer has increasingly become the primary applied research tool, and it is software that makes the computer work.

The Econometric Analysis of Time Series

Author : Andrew C. Harvey
Publisher : MIT Press
ISBN 13 : 9780262081894
Total Pages : 418 pages
Book Rating : 4.0/5 (818 download)

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Book Synopsis The Econometric Analysis of Time Series by : Andrew C. Harvey

Download or read book The Econometric Analysis of Time Series written by Andrew C. Harvey and published by MIT Press. This book was released on 1990 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.

Handbook of Computational Econometrics

Author : David A. Belsley
Publisher : John Wiley & Sons
ISBN 13 : 0470748907
Total Pages : 514 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Handbook of Computational Econometrics by : David A. Belsley

Download or read book Handbook of Computational Econometrics written by David A. Belsley and published by John Wiley & Sons. This book was released on 2009-08-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.

Seemingly Unrelated Regression Equations Models

Author : Virendera K. Srivastava
Publisher : CRC Press
ISBN 13 : 1000148939
Total Pages : 398 pages
Book Rating : 4.0/5 (1 download)

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Book Synopsis Seemingly Unrelated Regression Equations Models by : Virendera K. Srivastava

Download or read book Seemingly Unrelated Regression Equations Models written by Virendera K. Srivastava and published by CRC Press. This book was released on 2020-08-14 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model.

Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries

Author : Raymond Chan
Publisher : OUP Oxford
ISBN 13 : 9780199206810
Total Pages : 584 pages
Book Rating : 4.2/5 (68 download)

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Book Synopsis Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries by : Raymond Chan

Download or read book Milestones in Matrix Computation : The selected works of Gene H. Golub with commentaries written by Raymond Chan and published by OUP Oxford. This book was released on 2007-02-22 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: The text presents and discusses some of the most influential papers in Matrix Computation authored by Gene H. Golub, one of the founding fathers of the field. The collection of 21 papers is divided into five main areas: iterative methods for linear systems, solution of least squares problems, matrix factorizations and applications, orthogonal polynomials and quadrature, and eigenvalue problems. Commentaries for each area are provided by leading experts: Anne Greenbaum, Ake Bjorck, Nicholas Higham, Walter Gautschi, and G. W. (Pete) Stewart. Comments on each paper are also included by the original authors, providing the reader with historical information on how the paper came to be written and under what circumstances the collaboration was undertaken. Including a brief biography and facsimiles of the original papers, this text will be of great interest to students and researchers in numerical analysis and scientific computation.

The Algebra of Econometrics

Author : D. S. G. Pollock
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 384 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Algebra of Econometrics by : D. S. G. Pollock

Download or read book The Algebra of Econometrics written by D. S. G. Pollock and published by John Wiley & Sons. This book was released on 1979 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vector spaces; Linear transformation; Metric spaces; Extension of matrix algebra; The algebra of econometrics; The clasical linear model; Model with errors in variables; Temporal stochastic processes.

Computational Methods for Handling Systems of Simultaneous Equations

Author : Joan Corinne Friedman
Publisher :
ISBN 13 :
Total Pages : 116 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Computational Methods for Handling Systems of Simultaneous Equations by : Joan Corinne Friedman

Download or read book Computational Methods for Handling Systems of Simultaneous Equations written by Joan Corinne Friedman and published by . This book was released on 1955 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Econometrics

Author : Zvi Griliches
Publisher : Elsevier
ISBN 13 : 9780444861856
Total Pages : 804 pages
Book Rating : 4.8/5 (618 download)

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Book Synopsis Handbook of Econometrics by : Zvi Griliches

Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Nonrecursive Models

Author : Pamela Paxton
Publisher : SAGE Publications
ISBN 13 : 1412974445
Total Pages : 145 pages
Book Rating : 4.4/5 (129 download)

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Book Synopsis Nonrecursive Models by : Pamela Paxton

Download or read book Nonrecursive Models written by Pamela Paxton and published by SAGE Publications. This book was released on 2011-03-08 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonrecursive Models provides explicit guidance to researchers on the estimation and assessment of nonrecursive simultaneous equation models in a clear, condensed and precise form. It guides readers through the specification and identification of simultaneous equation models, how to assess the quality of the estimates, and how to correctly interpret results.

Principles of Econometrics

Author : Valérie Mignon
Publisher : Springer Nature
ISBN 13 : 3031525353
Total Pages : 417 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Principles of Econometrics by : Valérie Mignon

Download or read book Principles of Econometrics written by Valérie Mignon and published by Springer Nature. This book was released on with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometrics

Author : Fumio Hayashi
Publisher : Princeton University Press
ISBN 13 : 1400823838
Total Pages : 708 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Econometrics by : Fumio Hayashi

Download or read book Econometrics written by Fumio Hayashi and published by Princeton University Press. This book was released on 2011-12-12 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Introductory Econometrics

Author : P. J. Dhrymes
Publisher : Springer Science & Business Media
ISBN 13 : 9780387903170
Total Pages : 444 pages
Book Rating : 4.9/5 (31 download)

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Book Synopsis Introductory Econometrics by : P. J. Dhrymes

Download or read book Introductory Econometrics written by P. J. Dhrymes and published by Springer Science & Business Media. This book was released on 1978-10-27 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.

Econometrics

Author : John Eatwell
Publisher : Springer
ISBN 13 : 1349205702
Total Pages : 296 pages
Book Rating : 4.3/5 (492 download)

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Book Synopsis Econometrics by : John Eatwell

Download or read book Econometrics written by John Eatwell and published by Springer. This book was released on 1990-02-23 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.

An Introduction to Latent Variable Growth Curve Modeling

Author : Terry E. Duncan
Publisher : Routledge
ISBN 13 : 1135601259
Total Pages : 274 pages
Book Rating : 4.1/5 (356 download)

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Book Synopsis An Introduction to Latent Variable Growth Curve Modeling by : Terry E. Duncan

Download or read book An Introduction to Latent Variable Growth Curve Modeling written by Terry E. Duncan and published by Routledge. This book was released on 2013-05-13 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive introduction to latent variable growth curve modeling (LGM) for analyzing repeated measures. It presents the statistical basis for LGM and its various methodological extensions, including a number of practical examples of its use. It is designed to take advantage of the reader’s familiarity with analysis of variance and structural equation modeling (SEM) in introducing LGM techniques. Sample data, syntax, input and output, are provided for EQS, Amos, LISREL, and Mplus on the book’s CD. Throughout the book, the authors present a variety of LGM techniques that are useful for many different research designs, and numerous figures provide helpful diagrams of the examples. Updated throughout, the second edition features three new chapters—growth modeling with ordered categorical variables, growth mixture modeling, and pooled interrupted time series LGM approaches. Following a new organization, the book now covers the development of the LGM, followed by chapters on multiple-group issues (analyzing growth in multiple populations, accelerated designs, and multi-level longitudinal approaches), and then special topics such as missing data models, LGM power and Monte Carlo estimation, and latent growth interaction models. The model specifications previously included in the appendices are now available on the CD so the reader can more easily adapt the models to their own research. This practical guide is ideal for a wide range of social and behavioral researchers interested in the measurement of change over time, including social, developmental, organizational, educational, consumer, personality and clinical psychologists, sociologists, and quantitative methodologists, as well as for a text on latent variable growth curve modeling or as a supplement for a course on multivariate statistics. A prerequisite of graduate level statistics is recommended.