Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Download or read book Finite Sample Econometrics written by Aman Ullah and published by OUP Oxford. This book was released on 2004-05-20 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods, and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics, and other applied subjects.
Download or read book Finite Sample Econometrics written by Aman Ullah and published by Oxford University Press. This book was released on 2004-05-20 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
Download or read book Methods for Estimation and Inference in Modern Econometrics written by Stanislav Anatolyev and published by CRC Press. This book was released on 2011-06-07 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1969 with total page 962 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Econometrics written by J.J. Heckman and published by Elsevier. This book was released on 2001-11-22 with total page 737 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-06-28 with total page 1081 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 backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can 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
Download or read book Introduction to Statistical Time Series written by Wayne A. Fuller and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 734 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.
Download or read book Biometrika written by D. M. Titterington and published by . This book was released on 2001 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2001 marks the centenary of Biometrika, one of the world's leading academic journals in statistical theory and methodology. In celebration of this, the book brings together two sets of papers from the journal. The first comprises seven specially commissioned articles (authors: D.R. Cox, A.C. Davison, Anthony C. Atkinson and R.A. Bailey, David Oakes, Peter Hall, T.M.F. Smith, and Howell Tong). These articles review the history of the journal and the most important contributions made by appearing in the journal in a number of important areas of statitisical activity, including general theory and methodology, surveys and time sets. In the process the papers describe the general development of statistical science during the twentieth century. The second group of ten papers are a selection of particularly seminal articles form the journal's first hundred years. The book opens with an introduction by the editors Professor D.M. Titterington and Sir David Cox.
Download or read book Geometrical Foundations of Asymptotic Inference written by Robert E. Kass and published by John Wiley & Sons. This book was released on 2011-09-09 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential geometry provides an aesthetically appealing and oftenrevealing view of statistical inference. Beginning with anelementary treatment of one-parameter statistical models and endingwith an overview of recent developments, this is the first book toprovide an introduction to the subject that is largely accessibleto readers not already familiar with differential geometry. It alsogives a streamlined entry into the field to readers with richermathematical backgrounds. Much space is devoted to curvedexponential families, which are of interest not only because theymay be studied geometrically but also because they are analyticallyconvenient, so that results may be derived rigorously. In addition,several appendices provide useful mathematical material on basicconcepts in differential geometry. Topics covered include thefollowing: * Basic properties of curved exponential families * Elements of second-order, asymptotic theory * The Fisher-Efron-Amari theory of information loss and recovery * Jeffreys-Rao information-metric Riemannian geometry * Curvature measures of nonlinearity * Geometrically motivated diagnostics for exponential familyregression * Geometrical theory of divergence functions * A classification of and introduction to additional work in thefield
Download or read book Time Series Analysis and Macroeconometric Modelling written by Kenneth Frank Wallis and published by Edward Elgar Publishing. This book was released on 1995-01-01 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
Download or read book Proceedings of the 2nd International Conference Quantitative and Qualitative Methodologies in the Economic and Administrative Sciences written by Christos Frangos and published by Christos Frangos. This book was released on 2009 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1997-12-19 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.
Download or read book The Art and Science of Econometrics written by Ping Zong and published by Taylor & Francis. This book was released on 2022-05-02 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Today econometrics has been widely applied in the empirical study of economics. As an empirical science, econometrics uses rigorous mathematical and statistical methods for economic problems. Understanding the methodologies of both econometrics and statistics is a crucial departure for econometrics. The primary focus of this book is to provide an understanding of statistical properties behind econometric methods. Following the introduction in Chapter 1, Chapter 2 provides the methodological review of both econometrics and statistics in different periods since the 1930s. Chapters 3 and 4 explain the underlying theoretical methodologies for estimated equations in the simple regression and multiple regression models and discuss the debates about p-values in particular. This part of the book offers the reader a richer understanding of the methods of statistics behind the methodology of econometrics. Chapters 5–9 of the book are focused on the discussion of regression models using time series data, traditional causal econometric models, and the latest statistical techniques. By concentrating on dynamic structural linear models like state-space models and the Bayesian approach, the book alludes to the fact that this methodological study is not only a science but also an art. This work serves as a handy reference book for anyone interested in econometrics, particularly in relevance to students and academic and business researchers in all quantitative analysis fields.
Download or read book Circular and Linear Regression written by Nikolai Chernov and published by CRC Press. This book was released on 2010-06-22 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Find the right algorithm for your image processing applicationExploring the recent achievements that have occurred since the mid-1990s, Circular and Linear Regression: Fitting Circles and Lines by Least Squares explains how to use modern algorithms to fit geometric contours (circles and circular arcs) to observed data in image processing and comput
