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Author : James H. Stock
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Consistency of Least Squares Estimators in Error Correction Models written by James H. Stock and published by . This book was released on 1984 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher Dougherty
Publisher : Oxford University Press, USA
ISBN 13 : 0199676828
Total Pages : 609 pages
Book Rating : 4.1/5 (996 download)
Download or read book Introduction to Econometrics written by Christopher Dougherty and published by Oxford University Press, USA. This book was released on 2016 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: Combining the rigour of econometric theory with an accessible style, Dougherty's step by step explanations and relevant practical exercises ensure students develop an intuitive understanding of econometrics, and gain hands-on experience of the tools used in economic and financial forecasting.
Author : Bruce Hansen
Publisher : Princeton University Press
ISBN 13 : 0691235899
Total Pages : 1080 pages
Book Rating : 4.6/5 (912 download)
Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-08-16 with total page 1080 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Author : Constantin Colonescu
Publisher : Lulu.com
ISBN 13 : 1387473611
Total Pages : 278 pages
Book Rating : 4.3/5 (874 download)
Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.
Author : Eric Zivot
Publisher : Springer Science & Business Media
ISBN 13 : 0387217630
Total Pages : 632 pages
Book Rating : 4.3/5 (872 download)
Download or read book Modeling Financial Time Series with S-PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.
Author : Vance Martin
Publisher : Cambridge University Press
ISBN 13 : 0521139813
Total Pages : 925 pages
Book Rating : 4.5/5 (211 download)
Download or read book Econometric Modelling with Time Series written by Vance Martin and published by Cambridge University Press. This book was released on 2013 with total page 925 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"-- publisher.
Author : S. van Huffel
Publisher : Springer Science & Business Media
ISBN 13 : 9401735522
Total Pages : 389 pages
Book Rating : 4.4/5 (17 download)
Download or read book Total Least Squares and Errors-in-Variables Modeling written by S. van Huffel and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: In response to a growing interest in Total Least Squares (TLS) and Errors-In-Variables (EIV) modeling by researchers and practitioners, well-known experts from several disciplines were invited to prepare an overview paper and present it at the third international workshop on TLS and EIV modeling held in Leuven, Belgium, August 27-29, 2001. These invited papers, representing two-thirds of the book, together with a selection of other presented contributions yield a complete overview of the main scientific achievements since 1996 in TLS and Errors-In-Variables modeling. In this way, the book nicely completes two earlier books on TLS (SIAM 1991 and 1997). Not only computational issues, but also statistical, numerical, algebraic properties are described, as well as many new generalizations and applications. Being aware of the growing interest in these techniques, it is a strong belief that this book will aid and stimulate users to apply the new techniques and models correctly to their own practical problems.
Author : Jagdish Handa
Publisher : Routledge
ISBN 13 : 1135981833
Total Pages : 1199 pages
Book Rating : 4.1/5 (359 download)
Download or read book Monetary Economics written by Jagdish Handa and published by Routledge. This book was released on 2008-09-18 with total page 1199 pages. Available in PDF, EPUB and Kindle. Book excerpt: This successful text, now in its second edition, offers the most comprehensive overview of monetary economics and monetary policy currently available. It covers the microeconomic, macroeconomic and monetary policy components of the field. Major features of the new edition include:Stylised facts on money demand and supply, and the relationships betw
Author : T. Mills
Publisher : Springer
ISBN 13 : 1137291265
Total Pages : 451 pages
Book Rating : 4.1/5 (372 download)
Download or read book A Very British Affair written by T. Mills and published by Springer. This book was released on 2012-11-27 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
Author : Juan de Dios Ortúzar
Publisher : John Wiley & Sons
ISBN 13 : 1119282357
Total Pages : 724 pages
Book Rating : 4.1/5 (192 download)
Download or read book Modelling Transport written by Juan de Dios Ortúzar and published by John Wiley & Sons. This book was released on 2024-04-15 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: MODELLING TRANSPORT Comprehensive Textbook Resource for Understanding Transport Modelling Modelling Transport provides unrivalled depth and breadth of coverage on the topic of transport modelling. Each topic is approached as a modelling exercise with discussion of the roles of theory, data, model specification, estimation, validation, and application. The authors present the state of the art and its practical application in a pedagogic manner, easily understandable to both students and practitioners. An accompanying website hosts a solutions manual. Sample topics and learning resources included in the work are as follows: State-of-the-art developments in the field of transport modelling, including new research and examples Factors to consider for better modelling and forecasting Information and analysis on dynamic assignment and micro-simulation and model design and specification Agent and Activity Based Modelling Modelling new modes and services Graduate students in transportation engineering and planning, transport economics, urban studies, and geography programs along with researchers and practitioners in the transportation and urban planning industry can use Modelling Transport as a comprehensive reference work for a wide array of topics pertaining to this field.
Author : OECD
Publisher : OECD Publishing
ISBN 13 : 9264025537
Total Pages : 203 pages
Book Rating : 4.2/5 (64 download)
Download or read book The Political Economy of Environmentally Related Taxes written by OECD and published by OECD Publishing. This book was released on 2006-06-19 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive discussion on the effectiveness of environmentally related taxes and their potential for wider use.
Author : Wolfgang Maennig
Publisher : Edward Elgar Publishing
ISBN 13 : 0857930273
Total Pages : 641 pages
Book Rating : 4.8/5 (579 download)
Download or read book International Handbook on the Economics of Mega Sporting Events written by Wolfgang Maennig and published by Edward Elgar Publishing. This book was released on 2012 with total page 641 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Olympics to the World Cup, mega sporting events are a source of enjoyment for tens of thousands, but can also be a source of intense debate and controversy. This insightful new Handbook addresses a number of central questions, including: How are host cities selected and under what economic conditions? How are these events organized, and how is local resistance overcome? Based on historical and empirical experience, what are the pitfalls for the organizers of these events? What are the potential economic benefits, including any international image effects? How can the costs be minimized and the benefits maximized for host cities and countries? How do these mega events impact the challenges of globalization and what is their environmental legacy? Compiled and edited by two internationally renowned sports economists, the expert contributions elaborate on the specific mechanisms of the bid processes, analyse the determining factors of winning bids, and illustrate how to construct future bid campaigns. Underpinned by case studies from four continents and by theoretical considerations, the reasons for seemingly systemic cost overruns are explored and analysed, as are the effects on national and regional employment and income, property values, non-traditional economic variables (such as psychological and marketing benefits) and urban branding and transformation. The Handbook also reflects on important elements of design of the games in order to better plan, prepare and allocate resources – including, for example, sustainability issues and the use of campaigns to secure positive perceptions. This book provides an up-to-date analysis of the financing and economic impact of mega sporting events, as well as a full discussion of how host cities can maximize the benefits from their experience. As such, it will prove a fascinating read for academics, students, researchers and policymakers with an interest in economics and public sector economics generally, and more specifically, in the economics of sport.
Author : Kanhaya L. Gupta
Publisher : Routledge
ISBN 13 : 1134853904
Total Pages : 253 pages
Book Rating : 4.1/5 (348 download)
Download or read book Interest Rates and Budget Deficits written by Kanhaya L. Gupta and published by Routledge. This book was released on 2005-10-11 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is first book on this topic Addresses a policy question of great current concern - the role of budget deficits in causing high interest rates Suggests a new methodology to distinguish between the short term and long term effects of budget deficits and other factors which affect interest rates Very up to date statistical techniques for analyzing the data Sample of eleven countries is truly ambitious
Author : Julien Chevallier
Publisher : Springer Science & Business Media
ISBN 13 : 9400724128
Total Pages : 238 pages
Book Rating : 4.4/5 (7 download)
Download or read book Econometric Analysis of Carbon Markets written by Julien Chevallier and published by Springer Science & Business Media. This book was released on 2011-09-21 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through analysis of the European Union Emissions Trading Scheme (EU ETS) and the Clean Development Mechanism (CDM), this book demonstrates how to use a variety of econometric techniques to analyze the evolving and expanding carbon markets sphere, techniques that can be extrapolated to the worldwide marketplace. It features stylized facts about carbon markets from an economics perspective, as well as covering key aspects of pricing strategies, risk and portfolio management.
Author : Raymond J. Carroll
Publisher : CRC Press
ISBN 13 : 1420010131
Total Pages : 484 pages
Book Rating : 4.4/5 (2 download)
Download or read book Measurement Error in Nonlinear Models written by Raymond J. Carroll and published by CRC Press. This book was released on 2006-06-21 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex
Author : Marno Verbeek
Publisher : John Wiley & Sons
ISBN 13 : 1119401151
Total Pages : 523 pages
Book Rating : 4.1/5 (194 download)
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2017-07-31 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Author : Pablo Coto-Millán
Publisher : Springer Science & Business Media
ISBN 13 : 3790824259
Total Pages : 347 pages
Book Rating : 4.7/5 (98 download)
Download or read book Essays on Port Economics written by Pablo Coto-Millán and published by Springer Science & Business Media. This book was released on 2010-07-23 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to offer a comprehensive overview of the economics of ports for scientists, students and professionals. The text is divided into five self-contained parts: the first chapter defines the demand for port services using an econometric approach. The second part analyzes the provision of port services using the production, cost, investment and profit functions of various ports. The third part combines the two previous parts in order to propound a general equilibrium approach. The fourth part looks at regulation, efficiency and the existence of ports as natural monopolies. Finally, the fifth part uses Cost Benefit Analysis for an economic evaluation of the feasibility of building new ports or enlarging existing ones.
