Statistics And Econometric Models Volume 2 Testing Confidence Regions Model Selection And Asymptotic Theory

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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521471626
Total Pages : 544 pages
Book Rating : 4.4/5 (716 download)

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Book Synopsis Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory by : Christian Gourieroux

Download or read book Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1995-10-26 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

Statistics and Econometric Models

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521477451
Total Pages : 548 pages
Book Rating : 4.4/5 (774 download)

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Book Synopsis Statistics and Econometric Models by : Christian Gourieroux

Statistics and Econometric Models

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521477451
Total Pages : 0 pages
Book Rating : 4.4/5 (774 download)

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Book Synopsis Statistics and Econometric Models by : Christian Gourieroux

Download or read book Statistics and Econometric Models written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1995-10-26 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521405515
Total Pages : 524 pages
Book Rating : 4.4/5 (55 download)

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Book Synopsis Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by : Christian Gourieroux

Download or read book Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1995-10-26 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.

Statistics and Econometric Models

Author : Christian Gourieroux
Publisher : Cambridge University Press
ISBN 13 : 9780521477444
Total Pages : 528 pages
Book Rating : 4.4/5 (774 download)

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Book Synopsis Statistics and Econometric Models by : Christian Gourieroux

The SAGE Handbook of Regression Analysis and Causal Inference

Author : Henning Best
Publisher : SAGE
ISBN 13 : 1473914388
Total Pages : 577 pages
Book Rating : 4.4/5 (739 download)

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Book Synopsis The SAGE Handbook of Regression Analysis and Causal Inference by : Henning Best

Download or read book The SAGE Handbook of Regression Analysis and Causal Inference written by Henning Best and published by SAGE. This book was released on 2013-12-20 with total page 577 pages. Available in PDF, EPUB and Kindle. Book excerpt: ′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articles on topics of central importance to quantitative social research, many written by leaders in the field. Everyone engaged in statistical analysis of social-science data will find something of interest in this book.′ - John Fox, Professor, Department of Sociology, McMaster University ′The authors do a great job in explaining the various statistical methods in a clear and simple way - focussing on fundamental understanding, interpretation of results, and practical application - yet being precise in their exposition.′ - Ben Jann, Executive Director, Institute of Sociology, University of Bern ′Best and Wolf have put together a powerful collection, especially valuable in its separate discussions of uses for both cross-sectional and panel data analysis.′ -Tom Smith, Senior Fellow, NORC, University of Chicago Edited and written by a team of leading international social scientists, this Handbook provides a comprehensive introduction to multivariate methods. The Handbook focuses on regression analysis of cross-sectional and longitudinal data with an emphasis on causal analysis, thereby covering a large number of different techniques including selection models, complex samples, and regression discontinuities. Each Part starts with a non-mathematical introduction to the method covered in that section, giving readers a basic knowledge of the method’s logic, scope and unique features. Next, the mathematical and statistical basis of each method is presented along with advanced aspects. Using real-world data from the European Social Survey (ESS) and the Socio-Economic Panel (GSOEP), the book provides a comprehensive discussion of each method’s application, making this an ideal text for PhD students and researchers embarking on their own data analysis.

Ibss: Economics: 1995

Author : Compiled by the British Library of Political and Economic Science at the London School of Economics
Publisher : Psychology Press
ISBN 13 : 9780415152150
Total Pages : 680 pages
Book Rating : 4.1/5 (521 download)

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Book Synopsis Ibss: Economics: 1995 by : Compiled by the British Library of Political and Economic Science at the London School of Economics

Download or read book Ibss: Economics: 1995 written by Compiled by the British Library of Political and Economic Science at the London School of Economics and published by Psychology Press. This book was released on 1996 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IBSS is the essential tool for librarians, university departments, research institutions and any public or private institutions whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Econometric Analysis of Model Selection and Model Testing

Author : M. Ishaq Bhatti
Publisher : Routledge
ISBN 13 : 135194195X
Total Pages : 286 pages
Book Rating : 4.3/5 (519 download)

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Book Synopsis Econometric Analysis of Model Selection and Model Testing by : M. Ishaq Bhatti

Download or read book Econometric Analysis of Model Selection and Model Testing written by M. Ishaq Bhatti and published by Routledge. This book was released on 2017-03-02 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Author : William A. Barnett
Publisher : Cambridge University Press
ISBN 13 : 9780521424318
Total Pages : 512 pages
Book Rating : 4.4/5 (243 download)

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Book Synopsis Nonparametric and Semiparametric Methods in Econometrics and Statistics by : William A. Barnett

Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Econometric Model Selection

Author : Antonio Aznar Grasa
Publisher : Springer
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Econometric Model Selection by : Antonio Aznar Grasa

Download or read book Econometric Model Selection written by Antonio Aznar Grasa and published by Springer. This book was released on 1989-07-31 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.

The British National Bibliography

Author : Arthur James Wells
Publisher :
ISBN 13 :
Total Pages : 1450 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The British National Bibliography by : Arthur James Wells

Download or read book The British National Bibliography written by Arthur James Wells and published by . This book was released on 1998 with total page 1450 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The American Economic Review

Author :
Publisher :
ISBN 13 :
Total Pages : 752 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The American Economic Review by :

Download or read book The American Economic Review written by and published by . This book was released on 1995 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes papers and proceedings of the annual meeting of the American Economic Association. Covers all areas of economic research.

Statistical Foundations of Econometric Modelling

Author : Aris Spanos
Publisher : Cambridge University Press
ISBN 13 : 9780521269124
Total Pages : 722 pages
Book Rating : 4.2/5 (691 download)

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Book Synopsis Statistical Foundations of Econometric Modelling by : Aris Spanos

Download or read book Statistical Foundations of Econometric Modelling written by Aris Spanos and published by Cambridge University Press. This book was released on 1986-10-30 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Journal of Statistical Planning and Inference

Author : North-Holland Publishing Company
Publisher :
ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.3/5 (758 download)

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Book Synopsis Journal of Statistical Planning and Inference by : North-Holland Publishing Company

Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 2002 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

Author :
Publisher :
ISBN 13 :
Total Pages : 810 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1996 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

The Refinement of Econometric Estimation and Test Procedures

Author : Garry D. A. Phillips
Publisher : Cambridge University Press
ISBN 13 : 113946311X
Total Pages : 368 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis The Refinement of Econometric Estimation and Test Procedures by : Garry D. A. Phillips

Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

Handbook of Research Methods and Applications in Empirical Macroeconomics

Author : Nigar Hashimzade
Publisher : Edward Elgar Publishing
ISBN 13 : 0857931024
Total Pages : 627 pages
Book Rating : 4.8/5 (579 download)

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Book Synopsis Handbook of Research Methods and Applications in Empirical Macroeconomics by : Nigar Hashimzade

Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.