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Theoretical And Empirical Exercises In Econometrics
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Book Synopsis Theoretical and Empirical Exercises in Econometrics by : Nlandu Mamingi
Download or read book Theoretical and Empirical Exercises in Econometrics written by Nlandu Mamingi and published by . This book was released on 2005 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book. It includes the following topics: single equation regressions, dummy and limited dependent variable models, simultaneous equations models, dynamic regression models, unit roots, cointegration and error correction models, aggregation over time issues, forecasting and panel data models. The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.
Download or read book Econometrics written by Badi H. Baltagi and published by Springer Science & Business Media. This book was released on 2007-12-03 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.
Book Synopsis Econometric Theory and Methods by : Russell Davidson
Download or read book Econometric Theory and Methods written by Russell Davidson and published by OUP Oxford. This book was released on 2009-04-30 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric Theory and Methods International Edition provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
Download or read book Econometrics written by Dilip M. Nachane and published by Oxford University Press, USA. This book was released on 2006-10-19 with total page 888 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook covers both the theory and the applications aspects of econometrics for identifying and formulating answers to practical questions. Aimed at Indian students at the post-graduate level , this is a comprehensive volume in its coverage of topics, assumes knowledge of advanced undergraduate algebra, contains exercises and solved examples, and uses applications from the Indian economy and data from both India and the West.
Download or read book Econometrics written by Badi Hani Baltagi and published by Springer Science & Business Media. This book was released on 2002 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: As well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.
Download or read book Econometrics written by Fumio Hayashi and published by . This book was released on 2007-01-01 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Introduction to Econometrics by : Gary Koop
Download or read book Introduction to Econometrics written by Gary Koop and published by John Wiley & Sons. This book was released on 2008-03-10 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses. Key Features: * A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the reader to quickly start empirical work. * The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible. * Provides a good balance between econometric theory and empirical applications. * Discusses a wide range of models used by applied economists including many variants of the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample exercises with answers, and slides for lecturers. URL: www.wileyeurope.com/college/koop
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.
Book Synopsis Solutions Manual for Econometrics by : Badi H. Baltagi
Download or read book Solutions Manual for Econometrics written by Badi H. Baltagi and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: This manual provides solutions to selected exercises from each chapter of Econometrics by Badi H. Baltagi starting with Chapter 2. For the empirical exercises some SAS® programs are provided to replicate the results. Most graphs are plotted using EViews. Some of the problems and solutions are obtained from Econometric Theory (ET) and these are reprinted with the pennission of Cambridge University Press. I would like to thank Peter C. B. Phillips. and the editors of the Problems and Solutions section, Alberto Holly and Juan Dolado for this useful service to the econometrics profession. I would also like to thank my colleague James M Griffin for providing many empirical problems and data sets. I have also used three empirical data sets from Lott and Ray (1992). The reader is encouraged to apply these econometric techniques to their own data sets and to replicate the results of published articles. Some journals/authors provide data sets upon request or are readily available on the web. Other empirical examples are given in Lott and Ray (1992) and Berndt (1991). Finally I would like to thank my students Wei-Wen Xiong, Ming-Jang Weng and Kiseok Nam who solved several of these exercises. Please report any errors, typos or suggestions to: Badi H. Baltagi, Department of Economics, Texas A&M University, College Station, Texas 77843-4228. Telephone (409) 845-7380, Fax (409) 847-8757, or send EMAIL toBadi@econ. tamu. edu. Table of Contents Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . V Chapter 2 A Review of Some Basic Statistical Concepts Chapter 3 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Book Synopsis A Primer in Econometric Theory by : John Stachurski
Download or read book A Primer in Econometric Theory written by John Stachurski and published by MIT Press. This book was released on 2016-08-05 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Solutions Manual for Econometrics by : Badi H. Baltagi
Download or read book Solutions Manual for Econometrics written by Badi H. Baltagi and published by Springer. This book was released on 2014-09-01 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Third Edition updates the "Solutions Manual for Econometrics" to match the Fifth Edition of the Econometrics textbook. It adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigorous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions.
Book Synopsis Panel Data Econometrics by : Myoung-jae Lee
Download or read book Panel Data Econometrics written by Myoung-jae Lee and published by Emerald Group Pub Limited. This book was released on 2002 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.
Book Synopsis Introduction to Econometrics by : James H. Stock
Download or read book Introduction to Econometrics written by James H. Stock and published by . This book was released on 2019-05-06 with total page 755 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.-Publisher's description.
Book Synopsis Nonparametric Econometrics by : Qi Li
Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2023-07-18 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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:
Book Synopsis Theoretical and Applied Econometrics by : Phoebus J. Dhrymes
Download or read book Theoretical and Applied Econometrics written by Phoebus J. Dhrymes and published by Edward Elgar Publishing. This book was released on 1995 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: This selection of Professor Dhrymes's major papers combines important contributions to econometric theory with a series of well-thought-out, skilfully-executed empirical studies. The theoretical papers focus on such issues as the general linear model, simultaneous equations models, distributed lags and ancillary topics. Most of these papers originated with problems encountered in empirical research. The applied studies deal with production function and productivity topics, demand for labour, arbitrage pricing theory, demand for housing and related issues. Featuring careful exposition of key techniques combined with relevant theory and illustrations of possible applications, this book will be welcomed by academic and professional economists concerned with the use of econometric techniques and their underlying theory.
Book Synopsis A Companion to Theoretical Econometrics by : Badi H. Baltagi
Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
