Econometric Theory and Practice

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Publisher : Cambridge University Press
ISBN 13 : 9780521807234
Total Pages : 390 pages
Book Rating : 4.8/5 (72 download)

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Book Synopsis Econometric Theory and Practice by : P. C. B. Phillips

Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.

Contents of Recent Economics Journals

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Publisher :
ISBN 13 :
Total Pages : 618 pages
Book Rating : 4.:/5 (334 download)

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Book Synopsis Contents of Recent Economics Journals by :

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The Behavioral and Welfare Analysis of Consumption

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Publisher : Springer Science & Business Media
ISBN 13 : 1475737297
Total Pages : 395 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis The Behavioral and Welfare Analysis of Consumption by : Federico Perali

Download or read book The Behavioral and Welfare Analysis of Consumption written by Federico Perali and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: The motive force of human activity that propels the stream of progress is here caught at its source, in its most modest, material expressions. The mechanism of the passions acting as determinant in these low spheres is less complex and can therefore be observed with greater precision. All one need do is leave the picture its clear, calm colors and its simple design. Gradually, as that search for material well-being by which man is tormented grows and expand, it also tends to rise and pursue an ascendant course thorough the social classes. In 'I Malavoglia' it is still only the struggle for material needs. Once these needs are satisfied, the search turns into greed for riches and will be embedded in a bourgeois type . . . Giovanni Verga, from the Introduction to The House by the Medlar Tree (I Malavoglia) Motivation In the past decade, many less developed countries have undertaken structural adjustment programs with the hope of breaking the vicious circle of the depression that enveloped them during the 1980s and of loosening the suffocating grip of the debt crisis. Nearly always, macroeconomic stabilization implies a reduction of public spending and, consequently, a reduction of subsidies on wage goods and food production. Other macro policies, such as tariff elimination and exchange rates alignment, alter relative prices and may have significant effects on the level and distribution of income. Today, poverty and inequality are perceived as economic threats as a result of globalization and unbalanced market expansion.

Biblio List Updates in Print

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Publisher :
ISBN 13 :
Total Pages : 796 pages
Book Rating : 4.:/5 (334 download)

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Book Synopsis Biblio List Updates in Print by :

Download or read book Biblio List Updates in Print written by and published by . This book was released on 1992-04 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Theory and Method Abstracts

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Publisher :
ISBN 13 :
Total Pages : 1092 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

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Panel Data Econometrics

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Publisher : Emerald Group Publishing
ISBN 13 : 0444521720
Total Pages : 399 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Panel Data Econometrics by : Badi H. Baltagi

Download or read book Panel Data Econometrics written by Badi H. Baltagi and published by Emerald Group Publishing. This book was released on 2006-04-01 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.

Journal of the American Statistical Association

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Publisher :
ISBN 13 :
Total Pages : 896 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Journal of the American Statistical Association by :

Download or read book Journal of the American Statistical Association written by and published by . This book was released on 2009 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Modelling with Time Series

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Publisher : Cambridge University Press
ISBN 13 : 113953601X
Total Pages : 982 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis Econometric Modelling with Time Series by : Vance Martin

Download or read book Econometric Modelling with Time Series written by Vance Martin and published by Cambridge University Press. This book was released on 2012-12-28 with total page 982 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Journal of Economic Literature

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Publisher :
ISBN 13 :
Total Pages : 1272 pages
Book Rating : 4.:/5 (318 download)

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Download or read book Journal of Economic Literature written by and published by . This book was released on 1996 with total page 1272 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Econometrics

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Publisher :
ISBN 13 :
Total Pages : 868 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis Journal of Econometrics by :

Download or read book Journal of Econometrics written by and published by . This book was released on 1997 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Ibss: Economics: 2001

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Publisher : Psychology Press
ISBN 13 : 9780415284011
Total Pages : 708 pages
Book Rating : 4.2/5 (84 download)

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Book Synopsis Ibss: Economics: 2001 by : Compiled by the British Library of Political and Economic Science

Download or read book Ibss: Economics: 2001 written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2002-12 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Time Series Analysis

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Publisher : Princeton University Press
ISBN 13 : 0691218633
Total Pages : 820 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Time Series Analysis by : James D. Hamilton

Download or read book Time Series Analysis written by James D. Hamilton and published by Princeton University Press. This book was released on 2020-09-01 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems—including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter—in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. This invaluable book starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.

Essays on Non-normality, Nonparametrics and Cross Sectional Dependence in Panel Data

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Publisher :
ISBN 13 :
Total Pages : 266 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Essays on Non-normality, Nonparametrics and Cross Sectional Dependence in Panel Data by : Xiao Huang

Download or read book Essays on Non-normality, Nonparametrics and Cross Sectional Dependence in Panel Data written by Xiao Huang and published by . This book was released on 2005 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Optimal Statistical Inference in Financial Engineering

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Publisher : CRC Press
ISBN 13 : 1420011030
Total Pages : 379 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Optimal Statistical Inference in Financial Engineering by : Masanobu Taniguchi

Download or read book Optimal Statistical Inference in Financial Engineering written by Masanobu Taniguchi and published by CRC Press. This book was released on 2007-11-26 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des

Estimation in Semiparametric Models

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Publisher : Springer Science & Business Media
ISBN 13 : 1461233968
Total Pages : 116 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Estimation in Semiparametric Models by : Johann Pfanzagl

Download or read book Estimation in Semiparametric Models written by Johann Pfanzagl and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

Nonparametric Econometrics

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Publisher : Princeton University Press
ISBN 13 : 1400841062
Total Pages : 769 pages
Book Rating : 4.4/5 (8 download)

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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 2011-10-09 with total page 769 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.

Partially Linear Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3642577008
Total Pages : 210 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Partially Linear Models by : Wolfgang Härdle

Download or read book Partially Linear Models written by Wolfgang Härdle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.