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Author :
Publisher :
ISBN 13 :
Total Pages : 222 pages
Book Rating : 4.:/5 (318 download)
Download or read book Econometrics Reading Lists written by and published by . This book was released on 1990 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Edward Tower
Publisher :
ISBN 13 :
Total Pages : 208 pages
Book Rating : 4.:/5 (318 download)
Download or read book Econometrics Reading Lists written by Edward Tower and published by . This book was released on 1985 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ben Lambert
Publisher : SAGE
ISBN 13 : 1526418266
Total Pages : 744 pages
Book Rating : 4.5/5 (264 download)
Download or read book A Student’s Guide to Bayesian Statistics written by Ben Lambert and published by SAGE. This book was released on 2018-04-20 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Supported by a wealth of learning features, exercises, and visual elements as well as online video tutorials and interactive simulations, this book is the first student-focused introduction to Bayesian statistics. Without sacrificing technical integrity for the sake of simplicity, the author draws upon accessible, student-friendly language to provide approachable instruction perfectly aimed at statistics and Bayesian newcomers. Through a logical structure that introduces and builds upon key concepts in a gradual way and slowly acclimatizes students to using R and Stan software, the book covers: An introduction to probability and Bayesian inference Understanding Bayes′ rule Nuts and bolts of Bayesian analytic methods Computational Bayes and real-world Bayesian analysis Regression analysis and hierarchical methods This unique guide will help students develop the statistical confidence and skills to put the Bayesian formula into practice, from the basic concepts of statistical inference to complex applications of analyses.
Author : John Y. Campbell
Publisher : Princeton University Press
ISBN 13 : 1400830214
Total Pages : 630 pages
Book Rating : 4.4/5 (8 download)
Download or read book The Econometrics of Financial Markets written by John Y. Campbell and published by Princeton University Press. This book was released on 2012-06-28 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Badi H. Baltagi
Publisher : Springer Science & Business Media
ISBN 13 : 3662046938
Total Pages : 405 pages
Book Rating : 4.6/5 (62 download)
Download or read book Econometrics written by Badi H. Baltagi and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for a first year graduate course in econometrics. However, the first six chapters have no matrix algebra and can be used in an advanced undergraduate class. This can be supplemented by some of the material in later chapters that do not require matrix algebra, like the first part of Chapter 11 on simultaneous equations and Chapter 14 on time-series analysis. This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book. Some uses of econometric methods include (i) empirical testing of economic t- ory, whether it is the permanent income consumption theory or purchasing power parity, (ii) forecasting, whether it is GNP or unemployment in the U.S. economy or future sales in the c- puter industry. (iii) Estimation of price elasticities of demand, or returns to scale in production. More importantly, econometric methods can be used to simulate the effect of policy changes like a tax increase on gasoline consumption, or a ban on advertising on cigarette consumption.
Author : Fumio Hayashi
Publisher : Princeton University Press
ISBN 13 : 1400823838
Total Pages : 708 pages
Book Rating : 4.4/5 (8 download)
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.
Author : Christian Kleiber
Publisher : Springer Science & Business Media
ISBN 13 : 0387773185
Total Pages : 229 pages
Book Rating : 4.3/5 (877 download)
Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Author :
Publisher :
ISBN 13 : 9780880242004
Total Pages : 200 pages
Book Rating : 4.2/5 (42 download)
Download or read book Econometrics Reading Lists written by and published by . This book was released on 1985 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Arthur Stanley Goldberger
Publisher : Harvard University Press
ISBN 13 : 9780674175440
Total Pages : 430 pages
Book Rating : 4.1/5 (754 download)
Download or read book A Course in Econometrics written by Arthur Stanley Goldberger and published by Harvard University Press. This book was released on 1991 with total page 430 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals--classical regression and simultaneous equations--and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real microdata analyses, and all are ideally suited to use as homework and test questions.
Author : Philip Hans Franses
Publisher : Cambridge University Press
ISBN 13 : 1107164613
Total Pages : 301 pages
Book Rating : 4.1/5 (71 download)
Download or read book Enjoyable Econometrics written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2018-07-05 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applies econometric methods to a variety of unusual and engaging research questions.
Author : Joshua D. Angrist
Publisher : Princeton University Press
ISBN 13 : 0691120358
Total Pages : 392 pages
Book Rating : 4.6/5 (911 download)
Download or read book Mostly Harmless Econometrics written by Joshua D. Angrist and published by Princeton University Press. This book was released on 2009-01-04 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
Author : Gary Smith
Publisher : Academic Press
ISBN 13 : 0128034920
Total Pages : 397 pages
Book Rating : 4.1/5 (28 download)
Download or read book Essential Statistics, Regression, and Econometrics written by Gary Smith and published by Academic Press. This book was released on 2015-06-08 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essential Statistics, Regression, and Econometrics, Second Edition, is innovative in its focus on preparing students for regression/econometrics, and in its extended emphasis on statistical reasoning, real data, pitfalls in data analysis, and modeling issues. This book is uncommonly approachable and easy to use, with extensive word problems that emphasize intuition and understanding. Too many students mistakenly believe that statistics courses are too abstract, mathematical, and tedious to be useful or interesting. To demonstrate the power, elegance, and even beauty of statistical reasoning, this book provides hundreds of new and updated interesting and relevant examples, and discusses not only the uses but also the abuses of statistics. The examples are drawn from many areas to show that statistical reasoning is not an irrelevant abstraction, but an important part of everyday life. Includes hundreds of updated and new, real-world examples to engage students in the meaning and impact of statistics Focuses on essential information to enable students to develop their own statistical reasoning Ideal for one-quarter or one-semester courses taught in economics, business, finance, politics, sociology, and psychology departments, as well as in law and medical schools Accompanied by an ancillary website with an instructors solutions manual, student solutions manual and supplementing chapters
Author : Tony Lancaster
Publisher : Cambridge University Press
ISBN 13 : 9780521437899
Total Pages : 380 pages
Book Rating : 4.4/5 (378 download)
Download or read book The Econometric Analysis of Transition Data written by Tony Lancaster and published by Cambridge University Press. This book was released on 1990 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
Author :
Publisher :
ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.3/5 ( download)
Download or read book Economics Reading Lists, Course Outlines, Exams, Puzzles & Problems: Econometrics reading lists written by and published by . This book was released on 1995 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jeffrey M. Wooldridge
Publisher : Cengage Learning
ISBN 13 : 9781337558860
Total Pages : 816 pages
Book Rating : 4.5/5 (588 download)
Download or read book Introductory Econometrics: A Modern Approach written by Jeffrey M. Wooldridge and published by Cengage Learning. This book was released on 2019-01-04 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gain an understanding of how econometrics can answer today's questions in business, policy evaluation and forecasting with Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 7E. This edition's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. Information is organized around the type of data being analyzed, using a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, this edition incorporates more than 100 intriguing data sets in different formats. Updates introduce the latest developments in the field, including recent advances in the so-called “causal effects” or “treatment effects” literature, for an understanding of the impact and importance of econometrics today. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
Author : Yacine Ait-Sahalia
Publisher : Elsevier
ISBN 13 : 9780080929842
Total Pages : 808 pages
Book Rating : 4.9/5 (298 download)
Download or read book Handbook of Financial Econometrics written by Yacine Ait-Sahalia and published by Elsevier. This book was released on 2009-10-19 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity Contributors include Nobel Laureate Robert Engle and leading econometricians Offers a clarity of method and explanation unavailable in other financial econometrics collections
Author : David Neumark
Publisher : MIT Press
ISBN 13 : 0262141027
Total Pages : 389 pages
Book Rating : 4.2/5 (621 download)
Download or read book Minimum Wages written by David Neumark and published by MIT Press. This book was released on 2008 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive review of evidence on the effect of minimum wages on employment, skills, wage and income distributions, and longer-term labor market outcomes concludes that the minimum wage is not a good policy tool.
