The Theory and Practice of Econometrics
Title | The Theory and Practice of Econometrics PDF eBook |
Author | George G. Judge |
Publisher | John Wiley & Sons |
Total Pages | 1062 |
Release | 1991-01-16 |
Genre | Business & Economics |
ISBN | 047189530X |
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.
Econometric Theory and Practice
Title | Econometric Theory and Practice PDF eBook |
Author | P. C. B. Phillips |
Publisher | Cambridge University Press |
Total Pages | 390 |
Release | 2006-01-09 |
Genre | Business & Economics |
ISBN | 9780521807234 |
The essays in this book explore important theoretical and applied advances in econometrics.
Econometrics in Theory and Practice
Title | Econometrics in Theory and Practice PDF eBook |
Author | Panchanan Das |
Publisher | Springer Nature |
Total Pages | 565 |
Release | 2019-09-05 |
Genre | Business & Economics |
ISBN | 9813290196 |
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
Nonparametric Econometrics
Title | Nonparametric Econometrics PDF eBook |
Author | Qi Li |
Publisher | Princeton University Press |
Total Pages | 768 |
Release | 2023-07-18 |
Genre | Business & Economics |
ISBN | 0691248087 |
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.
Introduction to the Theory and Practice of Econometrics
Title | Introduction to the Theory and Practice of Econometrics PDF eBook |
Author | George G. Judge |
Publisher | |
Total Pages | 1074 |
Release | 1988-03-31 |
Genre | Business & Economics |
ISBN |
The second edition of this introduction to econometrics retains its comprehensive approach and includes new material such as a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook.
The Econometrics of Panel Data
Title | The Econometrics of Panel Data PDF eBook |
Author | Lászlo Mátyás |
Publisher | Springer Science & Business Media |
Total Pages | 966 |
Release | 2008-04-06 |
Genre | Business & Economics |
ISBN | 3540758925 |
This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Introduction to the Theory and Practice of Econometrics
Title | Introduction to the Theory and Practice of Econometrics PDF eBook |
Author | |
Publisher | |
Total Pages | 0 |
Release | 1989 |
Genre | |
ISBN |