The Probability Approach In Econometrics

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Intermediate Statistics and Econometrics

Author : Dale J. Poirier
Publisher : MIT Press
ISBN 13 : 9780262161497
Total Pages : 744 pages
Book Rating : 4.1/5 (614 download)

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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.

The Probability Approach in Econometrics

Author : Trygve Haavelmo
Publisher :
ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Probability Approach in Econometrics by : Trygve Haavelmo

Download or read book The Probability Approach in Econometrics written by Trygve Haavelmo and published by . This book was released on 1944 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Modeling

Author : David F. Hendry
Publisher : Princeton University Press
ISBN 13 : 1400845653
Total Pages : 378 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Econometric Modeling by : David F. Hendry

Download or read book Econometric Modeling written by David F. Hendry and published by Princeton University Press. This book was released on 2012-06-21 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.

Probability Theory and Statistical Inference

Author : Aris Spanos
Publisher : Cambridge University Press
ISBN 13 : 1107185149
Total Pages : 787 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Probability Theory and Statistical Inference by : Aris Spanos

Download or read book Probability Theory and Statistical Inference written by Aris Spanos and published by Cambridge University Press. This book was released on 2019-09-19 with total page 787 pages. Available in PDF, EPUB and Kindle. Book excerpt: This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Introduction to Statistics and Econometrics

Author : Takeshi Amemiya
Publisher : Harvard University Press
ISBN 13 : 9780674462250
Total Pages : 392 pages
Book Rating : 4.4/5 (622 download)

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Book Synopsis Introduction to Statistics and Econometrics by : Takeshi Amemiya

Download or read book Introduction to Statistics and Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1994 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comic Amy Schumer performs a stand-up set in San Francisco devoted to various aspects of her sex life and her feelings about her own body. ~ Perry Seibert, Rovi

Applied Econometrics with R

Author : Christian Kleiber
Publisher : Springer Science & Business Media
ISBN 13 : 0387773185
Total Pages : 229 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Applied Econometrics with R by : Christian Kleiber

Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Probability, Statistics and Econometrics

Author : Oliver Linton
Publisher : Academic Press
ISBN 13 : 0128104961
Total Pages : 390 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Probability, Statistics and Econometrics by : Oliver Linton

Download or read book Probability, Statistics and Econometrics written by Oliver Linton and published by Academic Press. This book was released on 2017-03-04 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books. - Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers - Focused and modern coverage that provides relevant examples from economics and finance - Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books - Collects the necessary material for first semester Economics PhD students into a single text

Concepts of Probability Theory

Author : Paul E. Pfeiffer
Publisher : Courier Corporation
ISBN 13 : 0486165663
Total Pages : 418 pages
Book Rating : 4.4/5 (861 download)

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Book Synopsis Concepts of Probability Theory by : Paul E. Pfeiffer

Download or read book Concepts of Probability Theory written by Paul E. Pfeiffer and published by Courier Corporation. This book was released on 2013-05-13 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using the Kolmogorov model, this intermediate-level text discusses random variables, probability distributions, mathematical expectation, random processes, more. For advanced undergraduates students of science, engineering, or math. Includes problems with answers and six appendixes. 1965 edition.

Autonomy of Economic Relations

Author : Ragnar Frisch
Publisher :
ISBN 13 :
Total Pages : 128 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Autonomy of Economic Relations by : Ragnar Frisch

Download or read book Autonomy of Economic Relations written by Ragnar Frisch and published by . This book was released on 1948 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essential Statistics, Regression, and Econometrics

Author : Gary Smith
Publisher : Academic Press
ISBN 13 : 0128034920
Total Pages : 397 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Essential Statistics, Regression, and Econometrics by : Gary Smith

Download or read book Essential Statistics, Regression, and Econometrics written by Gary Smith and published by Academic Press. This book was released on 2015-06-08 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essential Statistics, Regression, and Econometrics, Second Edition, is innovative in its focus on preparing students for regression/econometrics, and in its extended emphasis on statistical reasoning, real data, pitfalls in data analysis, and modeling issues. This book is uncommonly approachable and easy to use, with extensive word problems that emphasize intuition and understanding. Too many students mistakenly believe that statistics courses are too abstract, mathematical, and tedious to be useful or interesting. To demonstrate the power, elegance, and even beauty of statistical reasoning, this book provides hundreds of new and updated interesting and relevant examples, and discusses not only the uses but also the abuses of statistics. The examples are drawn from many areas to show that statistical reasoning is not an irrelevant abstraction, but an important part of everyday life. - Includes hundreds of updated and new, real-world examples to engage students in the meaning and impact of statistics - Focuses on essential information to enable students to develop their own statistical reasoning - Ideal for one-quarter or one-semester courses taught in economics, business, finance, politics, sociology, and psychology departments, as well as in law and medical schools - Accompanied by an ancillary website with an instructors solutions manual, student solutions manual and supplementing chapters

Probability in Economics

Author : Omar Hamouda
Publisher : Routledge
ISBN 13 : 1135084750
Total Pages : 195 pages
Book Rating : 4.1/5 (35 download)

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Book Synopsis Probability in Economics by : Omar Hamouda

Download or read book Probability in Economics written by Omar Hamouda and published by Routledge. This book was released on 2013-04-15 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Notions of probability and uncertainty have been increasingly prominant in modern economics. This book considers the philosophical and practical difficulties inherent in integrating these concepts into realistic economic situations. It outlines and evaluates the major developments, indicating where further work is needed. This book addresses: * probability, utility and rationality within current economic thought and practice * concepts of ignorance and indeterminancy * experimental economics * econometrics, with particular reference inference and estimation.

Contemporary Bayesian Econometrics and Statistics

Author : John Geweke
Publisher : John Wiley & Sons
ISBN 13 : 0471744727
Total Pages : 322 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Contemporary Bayesian Econometrics and Statistics by : John Geweke

Download or read book Contemporary Bayesian Econometrics and Statistics written by John Geweke and published by John Wiley & Sons. This book was released on 2005-10-03 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.

Introductory Econometrics

Author : Humberto Barreto
Publisher : Cambridge University Press
ISBN 13 : 9780521843195
Total Pages : 810 pages
Book Rating : 4.8/5 (431 download)

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Book Synopsis Introductory Econometrics by : Humberto Barreto

Download or read book Introductory Econometrics written by Humberto Barreto and published by Cambridge University Press. This book was released on 2006 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt: This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

Author : Dean Corbae
Publisher : Princeton University Press
ISBN 13 : 1400833086
Total Pages : 696 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis An Introduction to Mathematical Analysis for Economic Theory and Econometrics by : Dean Corbae

Download or read book An Introduction to Mathematical Analysis for Economic Theory and Econometrics written by Dean Corbae and published by Princeton University Press. This book was released on 2009-02-17 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory

Introduction to Bayesian Econometrics

Author : Edward Greenberg
Publisher : Cambridge University Press
ISBN 13 : 1107015316
Total Pages : 271 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Introduction to Bayesian Econometrics by : Edward Greenberg

Download or read book Introduction to Bayesian Econometrics written by Edward Greenberg and published by Cambridge University Press. This book was released on 2013 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.

A Guide to Econometrics

Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis A Guide to Econometrics by : Peter Kennedy

Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Partial Identification of Probability Distributions

Author : Charles F. Manski
Publisher : Springer Science & Business Media
ISBN 13 : 038721786X
Total Pages : 188 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Partial Identification of Probability Distributions by : Charles F. Manski

Download or read book Partial Identification of Probability Distributions written by Charles F. Manski and published by Springer Science & Business Media. This book was released on 2006-04-29 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents in a rigorous and thorough manner the main elements of Charles Manski's research on partial identification of probability distributions. The approach to inference that runs throughout the book is deliberately conservative and thoroughly nonparametric. There is an enormous scope for fruitful inference using data and assumptions that partially identify population parameters.