Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Wiley-Blackwell. This book was released on 1989 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Topics in Advanced Econometrics written by Herman J. Bierens and published by Cambridge University Press. This book was released on 1996-02-23 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous treatment of a number of timely topics in advanced econometrics.
Download or read book Lectures on Advanced Econometrics written by Luciano Pieraccini and published by . This book was released on 2012 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Foundations 1989 XII 379 S written by Phoebus James Dhrymes and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Econometrics with Eviews Concepts an Exercises written by Cesar Lopez and published by CreateSpace. This book was released on 2013-10 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develop a wide typology of advanced econometric models including dynamic models, simultaneous equations models, non-linear models, multivariate time series models, models with panel data and the theory of unit roots and models data cointegration. As for dynamic models, include models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. Multi-equation econometric models are characterized by the presence of several equations to simultaneously estimate. It is thus a generalization of the simple-equation models in the field of systems of equations. Simultaneous equations in linear models, incorporating the identification of models and techniques of estimation theory are covered in this book (MCI, MC2E, MC3E, RANR, SUR, etc.). Then the models are dealt with multivariate time series (VAR VARX, VARMA, BVAR, VEC) dealing the Cointegration theory from the multi-equation econometric models. Also discussed in depth econometrics with both static and dynamic panel data models, considering at the same time the static and dynamic models as well as the theory of unit roots and Cointegration in Panel. Finally, it deepens on single-equational models and multi-equational non-linear models. The development of practical exercises is done using software EVIEWS, one of the most current market suitable for these non-trivial econometric tasks.
Download or read book Lectures on Advanced Econometric Theory written by John Denis Sargan and published by Wiley-Blackwell. This book was released on 1988-01-01 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Econometric Methods written by Francisco Blasques and published by . This book was released on 2021 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Advanced Econometrics Multiple Equation Models Exercises with SPSS Eviews SAS and Stata written by César Pérez López and published by CreateSpace. This book was released on 2013-10 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-equation econometric models are characterized by the presence of several equations to simultaneously estimate. It is thus a generalization of the models in the field of systems of equations. Multi-equational simultaneous equations in linear models, incorporating the identification of models and techniques of estimation theory are covered in this book (MCI, MC2E, MC3E, RANR, SUR, etc.). Then the models are dealt with multivariate time series (VAR VARX, VARMA, BVAR, VEC) dealing the Cointegration theory from the multi-equational standpoint. Also delves into the non-linear multi-equational models and models of regression partitioned and segmented. The development of practical exercises is carried out from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks: SAS, EVIEWS, STATA y SPSS. The book develops the following themes: Multiple equation models. Simultaneous equations Multi-equation linear models. Structural form and simultaneous linear equation models Multi equation model in reduced form Structural simultaneous equations model identification. MCI estimate Estimate simultaneous linear equations model Indirect Least Squares Instrumental variables Two Stage Least Square Recursive models Maximum Likelihood with limited information Maximum Likelihood Full Information Class k estimators and Tree Stage Least Square RANR or SUR method The heteroscedasticity robust methods: WHITE and HAC Simultaneous linear equations with time series models Simultaneous linear equations with eviews Simultaneous linear equations models with SAS: SYSLIN and MODEL procedures Simultaneous linear equations models with STATA Multivariate time series models: VAR, VARX, VARMA and BVAR. Cointegration Vector Autoregressive (VAR) models Identification in VAR models Estimate a VAR model VARMA models Cointegration in VAR models. Johansen test VAR models with EVIEWS. Johansen test Estimation VAR models in EVIEWS through menus Cointegration in VAR models with EVIEWS through menus Error Correction Model in VAR models with EVIEWS VAR models with SAS. Causality test and cointegration. Johansen test Johansen test in VAR models with SAS Error Correction Vector Model (VEC) in VAR models with SAS VAR models with exogenous variables (VARX) in SAS STATA and the VEC and VAR models. Causality test and cointegration. Johansen test Non-linear models. Partitioned and segmented regression Non- linear models Simple non-linear models Non-linear least squares. Newton and Marquardt algorithms Partitioned regression Segmented regression Non-linear estimation and segmented regression with SPSS Non-linear estimation with SAS. NLIN procedure Non-linear simultaneous equations models with SAS: procedure MODEL Non- linear models with EVIEWS Non- linear models with STATA
Download or read book Advanced Econometric Methods written by Francisco Blasques and published by . This book was released on 2020 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book ADVANCED ECONOMETRICS Simultaneous Equation Models Multivariate Time Series Models And Nonlinear Models Exercises with EVIEWS SAS and STATA written by and published by CESAR PEREZ. This book was released on with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometrics written by Gerhard Tintner and published by . This book was released on 1965 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometrics with Eviews written by María Pérez and published by Createspace Independent Publishing Platform. This book was released on 2014 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is aimed at the presentation of both classical and modern econometric techniques, and treatment with EVIEWS software tool, a simple way to address the econometric work. Chapters begin with the presentation of concepts and appropriate theoretical notes, then to solve a variety of exercises that cover the concepts presented. It is not, therefore, make a complete theoretical presentation with demonstrations, but rather to collect most of the econometric concepts and illustrate them with practice through EVIEWS software tool. In successive chapters develop the linear multiple regression model and all its problems (autocorrelation, heteroskedasticity, multicollinearity, normality, linearity, etc..), the discrete choice models, count, censored, truncated, sample selection, Logit, Probit, Tobit, etc.. More advanced topics such as dynamic econometric models, stable models and structural change are also discussed. Finally delves into the theory of unit roots and cointegration models
Download or read book Introductory Econometrics written by Mark B. Stewart and published by Halsted Press. This book was released on 1981 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Topics in Applied Econometrics written by Kenneth Frank Wallis and published by Wiley-Blackwell. This book was released on 1973-01-01 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Analysis written by William H. Greene and published by Prentice Hall. This book was released on 2008 with total page 1178 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles.
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 2009-03-09 with total page 688 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
Download or read book Handbook of Applied Econometrics written by M. Hashem Pesaran and published by . This book was released on 1995 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
