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.

Download or read book Fundamentals of Applied Econometrics written by Richard A. Ashley and published by Wiley Global Education. This book was released on 2012-04-13 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The text serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Divided into two parts, the first half provides a thorough undergraduate-level treatment of multiple regressions including an extensive statistics review with integrated, hands-on Acting Learning Exercises so students learn by doing. The second half of the book covers a number of advanced topics: panel data modeling, time series analysis, binary-choice modeling, and an introduction to GMM. This latter portion of the book is very suitable for a more advanced course: a second-term undergraduate course, a Masters level course, or as a companion reading for a Doctoral level course.

Download or read book Applied Econometrics written by Chung-ki Min and published by Routledge. This book was released on 2019-03-08 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Download or read book Essentials of Applied Econometrics written by Aaron D. Smith and published by Univ of California Press. This book was released on 2017 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Why Care About Causation?

Download or read book Applied Econometrics written by Dimitrios Asteriou and published by Palgrave Macmillan. This book was released on 2011-05-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers

Download or read book An Introduction To Applied Econometrics written by Kerry Patterson and published by Palgrave Macmillan. This book was released on 2000-10-13 with total page 797 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.

Download or read book Introduction to Applied Econometrics written by Kenneth G. Stewart and published by South-Western Pub. This book was released on 2005 with total page 913 pages. Available in PDF, EPUB and Kindle. Book excerpt: You'll find the "econ" back in econometrics with INTRODUCTION TO APPLIED ECONOMETRICS and its accompanying CD.. You'll have the opportunity to replicate classic empirical findings using original data sets and will develop an understanding of the relevance of economic theory to empirical analysis. The author integrates classic empirical examples and applications and builds toward a self-contained four-chapter introduction to time series analysis. The CD includes data sets formatted for STATA, Eviews, Excel, Minitab, SAS and ASCII, as well as an appendix presenting multiple regression in matrix form and another on treating portfolio theory and the capital asset pricing model.

Download or read book Introductory Econometrics for Finance written by Chris Brooks and published by Cambridge University Press. This book was released on 2008-05-22 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.

Download or read book Applied Econometrics Using the SAS System written by Vivek Ajmani and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first cutting-edge guide to using the SAS® system for the analysis of econometric data Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system. In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.

Download or read book Applied Econometric Times Series written by Walter Enders and published by Wiley. This book was released on 2014-11-03 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Econometrics written by James H. Stock and published by Prentice Hall. This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life. Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: Personalized learning with MyEconLab-recommendations to help students better prepare for class, quizzes, and exams-and ultimately achieve improved comprehension in the course. Keeping it current with new and updated discussions on topics of particular interest to today's students. Presenting consistency through theory that matches application. Offering a full array of pedagogical features. Note: You are purchasing a standalone product; MyEconLab does not come packaged with this content. If you would like to purchase both the physical text and MyEconLab search for ISBN-10: 0133595420 ISBN-13: 9780133595420. That package includes ISBN-10: 0133486877 /ISBN-13: 9780133486872 and ISBN-10: 0133487679/ ISBN-13: 9780133487671. MyEconLab is not a self-paced technology and should only be purchased when required by an instructor.

Download or read book Econometrics For Dummies written by Roberto Pedace and published by John Wiley & Sons. This book was released on 2013-06-05 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Download or read book Introduction to Spatial Econometrics written by James LeSage and published by CRC Press. This book was released on 2009-01-20 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observat

Download or read book An Introduction to Applied Econometric Analysis written by R. F. Wynn and published by John Wiley & Sons. This book was released on 1974 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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

Download or read book Mathematical Statistics for Applied Econometrics written by Charles B Moss and published by CRC Press. This book was released on 2014-10-16 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Download or read book Applied Econometrics for Health Economists written by Andrew Jones and published by CRC Press. This book was released on 2007-01-20 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Applied Econometrics for Health Economists" introduces readers to the appropriate econometric techniques for use with different forms of survey data, known collectively as microeconometrics. The book provides a complete illustration of the steps involved in doing microeconometric research. The only study to deal with practical analysis of qualitat