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On Unification Of The Asymptotic Theory Of Nonlinear Econometric Models
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Book Synopsis Asymptotic Theory for Econometricians by : Halbert White
Download or read book Asymptotic Theory for Econometricians written by Halbert White and published by Academic Press. This book was released on 2014-06-28 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.
Book Synopsis Nonlinear Econometric Modeling in Time Series by : William A. Barnett
Download or read book Nonlinear Econometric Modeling in Time Series written by William A. Barnett and published by Cambridge University Press. This book was released on 2000-05-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Book Synopsis Dynamic Nonlinear Econometric Models by : Benedikt M. Pötscher
Download or read book Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.
Book Synopsis Asymptotic Theory for Non I.i.d. Processes by : J. P. Florens
Download or read book Asymptotic Theory for Non I.i.d. Processes written by J. P. Florens and published by Facultes Universitaires Saint-Louis. This book was released on 1986 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of papers presented at the Fifth Franco-Belgian Meeting of Statisticians, held in Luminy-Marseille (France) on November 23-24, 1984. The diversity of these papers reflects the broadness of the topic of the meeting : the asymptotic theory for non i.i.d. processes. First of all, asymptotic theory is focused on various types of convergence : almost sure convergence, convergence in distribution and convergence in variation. In an other direction, relaxing the hypothesis of i.i.d. processes leads to consider a large variety of situations, characterized either by hypotheses on the marginal model (i.e. after integration with respect to parameters or exogenous variables) such as stationarity, exchangeability of Markovian property or by assumptions on the model conditionally on exogenoous variables. The main tools used in such situations are martingale theory and the ergodic theorem. They may be applied in various situations such as posterior expectations in Bayesian analysis, rational expectations, generalized residuals and mixing conditions in conditional models or predictions in nonstationary q-dependent processes. All the above concepts are met both theoretically and through applications in the present volume.
Book Synopsis Nonlinear Statistical Models by : A. Ronald Gallant
Download or read book Nonlinear Statistical Models written by A. Ronald Gallant and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference bringing together advances in the theory of probability and statistics and relating them to applications. The three major categories of statistical models that relate dependent variables to explanatory variables are covered: univariate regression models, multivariate regression models, and simultaneous equations models. Methods are illustrated with worked examples, complete with figures that display code and output.
Book Synopsis The Theory and Practice of Econometrics by : George G. Judge
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
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.
Book Synopsis Developing Econometrics by : Hengqing Tong
Download or read book Developing Econometrics written by Hengqing Tong and published by John Wiley & Sons. This book was released on 2011-11-28 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining Highlights recent advances in statistical theory and methods that benefit econometric practice. Features examples with real life data. Accompanying software featuring DASC (Data Analysis and Statistical Computing). Essential reading for practitioners in any area of econometrics; business analysts involved in economics and management; and Graduate students and researchers in economics and statistics.
Book Synopsis Cointegration, Causality, and Forecasting by : Halbert White
Download or read book Cointegration, Causality, and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Book Synopsis Intermediate Statistics and Econometrics by : Dale J. Poirier
Download or read book Intermediate Statistics and Econometrics written by Dale J. Poirier and published by MIT Press. This book was released on 1995 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.
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 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first volume in a major two-volume set of advanced texts in econometrics.
Book Synopsis Estimation, Inference and Specification Analysis by : Halbert White
Download or read book Estimation, Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
Book Synopsis Advances in Econometrics: Volume 1 by : Truman F. Bewley
Download or read book Advances in Econometrics: Volume 1 written by Truman F. Bewley and published by Cambridge University Press. This book was released on 1994-06-24 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.
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.
Book Synopsis Generalized Estimating Equations by : Andreas Ziegler
Download or read book Generalized Estimating Equations written by Andreas Ziegler and published by Springer Science & Business Media. This book was released on 2011-06-17 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized estimating equations have become increasingly popular in biometrical, econometrical, and psychometrical applications because they overcome the classical assumptions of statistics, i.e. independence and normality, which are too restrictive for many problems. Therefore, the main goal of this book is to give a systematic presentation of the original generalized estimating equations (GEE) and some of its further developments. Subsequently, the emphasis is put on the unification of various GEE approaches. This is done by the use of two different estimation techniques, the pseudo maximum likelihood (PML) method and the generalized method of moments (GMM). The author details the statistical foundation of the GEE approach using more general estimation techniques. The book could therefore be used as basis for a course to graduate students in statistics, biostatistics, or econometrics, and will be useful to practitioners in the same fields.
Book Synopsis Nonlinear Regression by : George A. F. Seber
Download or read book Nonlinear Regression written by George A. F. Seber and published by John Wiley & Sons. This book was released on 2005-02-25 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. From the Reviews of Nonlinear Regression "A very good book and an important one in that it is likely to become a standard reference for all interested in nonlinear regression; and I would imagine that any statistician concerned with nonlinear regression would want a copy on his shelves." –The Statistician "Nonlinear Regression also includes a reference list of over 700 entries. The compilation of this material and cross-referencing of it is one of the most valuable aspects of the book. Nonlinear Regression can provide the researcher unfamiliar with a particular specialty area of nonlinear regression an introduction to that area of nonlinear regression and access to the appropriate references . . . Nonlinear Regression provides by far the broadest discussion of nonlinear regression models currently available and will be a valuable addition to the library of anyone interested in understanding and using such models including the statistical researcher." –Mathematical Reviews
Book Synopsis Handbook of Statistical Modeling for the Social and Behavioral Sciences by : G. Arminger
Download or read book Handbook of Statistical Modeling for the Social and Behavioral Sciences written by G. Arminger and published by Springer Science & Business Media. This book was released on 1995 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributors thoroughly survey the most important statistical models used in empirical reserch in the social and behavioral sciences. Following a common format, each chapter introduces a model, illustrates the types of problems and data for which the model is best used, provides numerous examples that draw upon familiar models or procedures, and includes material on software that can be used to estimate the models studied. This handbook will aid researchers, methodologists, graduate students, and statisticians to understand and resolve common modeling problems.
