ECONOMETRICS

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Econometrics

Author : Jan Tinbergen
ISBN : 0415321387
Genre : Business & Economics
File Size : 20.89 MB
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Originally published in 1951, this volume reprints the classic work written by one of the leading global econometricians. Econometrics is structured as followed: Part 1 explains the relationship of Econometrics to Economics and Statistics. Part 2 outlines the process of formulating economic hypotheses mathematically and of subjecting them to a statistical test. Part 3 deals with the various component equations of the economic system - the psychic reactions, technical relations and reactions of business life and describes the process of setting up an economic model of the system as a whole. Part 4 llustrates the use of econometric methods for policy purposes.
Category: Business & Economics

Econometrics

Author : Badi H. Baltagi
ISBN : 9783540765165
Genre : Business & Economics
File Size : 33.6 MB
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Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.
Category: Business & Economics

Econometrics

Author : Fumio Hayashi
ISBN : 9781400823833
Genre : Business & Economics
File Size : 32.96 MB
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Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.
Category: Business & Economics

Econometrics

Author : P. J. Dhrymes
ISBN : 9781461393832
Genre : Business & Economics
File Size : 46.22 MB
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Category: Business & Economics

Econometrics

Author : Badi H. Baltagi
ISBN : 3642200591
Genre : Business & Economics
File Size : 40.79 MB
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This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata or Eviews.
Category: Business & Economics

A Guide To Econometrics

Author : Peter Kennedy
ISBN : 026261183X
Genre : Business & Economics
File Size : 36.58 MB
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A popular, intuitively based overview of econometrics.
Category: Business & Economics

Mathematics For Econometrics

Author : Phoebus J. Dhrymes
ISBN : 9781475732382
Genre : Business & Economics
File Size : 33.94 MB
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This book aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.
Category: Business & Economics

Econometrics Econometric Modeling Of Producer Behavior

Author : Dale Weldeau Jorgenson
ISBN : 0262100827
Genre : Business & Economics
File Size : 29.24 MB
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This volume summarizes the economic theory, the econometric methodology and the empirical findings resulting from the new approach to econometric modelling of producer behaviour.
Category: Business & Economics

Econometrics

Author : Schmidt
ISBN : 0824787358
Genre : Mathematics
File Size : 61.17 MB
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"A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "
Category: Mathematics

Econometrics

Author : American Bar Association. Section of Antitrust Law
ISBN : 1590315170
Genre : Law
File Size : 68.36 MB
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"The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.
Category: Law