Download or read book Nonrecursive Models written by Pamela Paxton and published by SAGE Publications. This book was released on 2011-03-08 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonrecursive Models provides explicit guidance to researchers on the estimation and assessment of nonrecursive simultaneous equation models in a clear, condensed and precise form. It guides readers through the specification and identification of simultaneous equation models, how to assess the quality of the estimates, and how to correctly interpret results.

Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Download or read book Principles and Practice of Structural Equation Modeling written by Rex B. Kline and published by Guilford Publications. This book was released on 2015-10-08 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has been replaced by Principles and Practice of Structural Equation Modeling, Fifth Edition, ISBN 978-1-4625-5191-0.

Download or read book Handbook of Structural Equation Modeling written by Rick H. Hoyle and published by Guilford Publications. This book was released on 2023-02-17 with total page 801 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This accessible volume presents both the mechanics of structural equation modeling (SEM) and specific SEM strategies and applications. The editor, along with an international group of contributors, and editorial advisory board are leading methodologists who have organized the book to move from simpler material to more statistically complex modeling approaches. Sections cover the foundations of SEM; statistical underpinnings, from assumptions to model modifications; steps in implementation, from data preparation through writing the SEM report; and basic and advanced applications, including new and emerging topics in SEM. Each chapter provides conceptually oriented descriptions, fully explicated analyses, and engaging examples that reveal modeling possibilities for use with readers' data. Many of the chapters also include access to data and syntax files at the companion website, allowing readers to try their hands at reproducing the authors' results"--

Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is oriented to the practitioner.

Download or read book The Methodology and Practice of Econometrics written by Jennifer Castle and published by OUP Oxford. This book was released on 2009-04-30 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Download or read book Nonlinear Statistical Models written by A. Ronald Gallant and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference bringing together advances in the theory of probability and statistics and relating them to applications. The three major categories of statistical models that relate dependent variables to explanatory variables are covered: univariate regression models, multivariate regression models, and simultaneous equations models. Methods are illustrated with worked examples, complete with figures that display code and output.

Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 804 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.

Download or read book Modeling Financial Time Series with S PLUS written by Eric Zivot and published by Springer Science & Business Media. This book was released on 2007-10-10 with total page 998 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. It is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This edition covers S+FinMetrics 2.0 and includes new chapters.

Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2009-06-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

Download or read book Financial Decisions and Markets written by John Y. Campbell and published by Princeton University Press. This book was released on 2017-10-31 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the field's leading authority, the most authoritative and comprehensive advanced-level textbook on asset pricing In Financial Decisions and Markets, John Campbell, one of the field’s most respected authorities, provides a broad graduate-level overview of asset pricing. He introduces students to leading theories of portfolio choice, their implications for asset prices, and empirical patterns of risk and return in financial markets. Campbell emphasizes the interplay of theory and evidence, as theorists respond to empirical puzzles by developing models with new testable implications. The book shows how models make predictions not only about asset prices but also about investors’ financial positions, and how they often draw on insights from behavioral economics. After a careful introduction to single-period models, Campbell develops multiperiod models with time-varying discount rates, reviews the leading approaches to consumption-based asset pricing, and integrates the study of equities and fixed-income securities. He discusses models with heterogeneous agents who use financial markets to share their risks, but also may speculate against one another on the basis of different beliefs or private information. Campbell takes a broad view of the field, linking asset pricing to related areas, including financial econometrics, household finance, and macroeconomics. The textbook works in discrete time throughout, and does not require stochastic calculus. Problems are provided at the end of each chapter to challenge students to develop their understanding of the main issues in financial economics. The most comprehensive and balanced textbook on asset pricing available, Financial Decisions and Markets is an essential resource for all graduate students and practitioners in finance and related fields. Integrated treatment of asset pricing theory and empirical evidence Emphasis on investors’ decisions Broad view linking the field to financial econometrics, household finance, and macroeconomics Topics treated in discrete time, with no requirement for stochastic calculus Forthcoming solutions manual for problems available to professors

Download or read book Advanced Marketing Research written by Richard Bagozzi and published by John Wiley & Sons. This book was released on 1994-07-19 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Marketing Research is a companion volume to Richard Bagozzi's Principles of Marketing Research. It is intended for students on advanced marketing research courses at the graduate and postgraduate levels and on executive programs. Each chapter begins with a historical development of the topical area before moving on to advanced issues and coverage of latest developments. To aid students learning, questions and exercises are included throughout.

Download or read book Contributions to Econometrics Volume 1 written by John Denis Sargan and published by CUP Archive. This book was released on 1988-06-16 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-08-16 with total page 1080 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 backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan 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 Structural Equations with Latent Variables written by Kenneth A. Bollen and published by John Wiley & Sons. This book was released on 2014-08-28 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of Ordinal Categorical Data Alan Agresti Statistical Science Now has its first coordinated manual of methods for analyzing ordered categorical data. This book discusses specialized models that, unlike standard methods underlying nominal categorical data, efficiently use the information on ordering. It begins with an introduction to basic descriptive and inferential methods for categorical data, and then gives thorough coverage of the most current developments, such as loglinear and logit models for ordinal data. Special emphasis is placed on interpretation and application of methods and contains an integrated comparison of the available strategies for analyzing ordinal data. This is a case study work with illuminating examples taken from across the wide spectrum of ordinal categorical applications. 1984 (0 471-89055-3) 287 pp. Regression Diagnostics Identifying Influential Data and Sources of Collinearity David A. Belsley, Edwin Kuh and Roy E. Welsch This book provides the practicing statistician and econometrician with new tools for assessing the quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are either unusual or inordinately influential; measure the presence and intensity of collinear relations among the regression data and help to identify the variables involved in each; and pinpoint the estimated coefficients that are potentially most adversely affected. The primary emphasis of these contributions is on diagnostics, but suggestions for remedial action are given and illustrated. 1980 (0 471-05856-4) 292 pp. Applied Regression Analysis Second Edition Norman Draper and Harry Smith Featuring a significant expansion of material reflecting recent advances, here is a complete and up-to-date introduction to the fundamentals of regression analysis, focusing on understanding the latest concepts and applications of these methods. The authors thoroughly explore the fitting and checking of both linear and nonlinear regression models, using small or large data sets and pocket or high-speed computing equipment. Features added to this Second Edition include the practical implications of linear regression; the Durbin-Watson test for serial correlation; families of transformations; inverse, ridge, latent root and robust regression; and nonlinear growth models. Includes many new exercises and worked examples. 1981 (0 471-02995-5) 709 pp.

Download or read book Econometric Methods and Their Applications in Finance Macro and Related Fields written by Kaddour Hadri and published by World Scientific. This book was released on 2014 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the OC chaptersOCO of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models'' ability to generate meaningful scenarios for forecasting and policy analysis. Contents: Financial Econometrics and International Finance: Modeling Interest Rates Using Reducible Stochastic Differential Equations: A Copula-Based Multivariate Approach (Ruijun Bu, Ludovic Giet, Kaddour Hadri and Michel Lubrano); Financial Risk Management Using Asymmetric Heavy-Tailed Distribution and Nonlinear Dependence Structures of Asset Returns Under Discontinuous Dynamics (Alaa El-Shazly); Modeling Time-Varying Dependence in the Term Structure of Interest Rates (Diaa Noureldin); Nonlinear Filtering and Market Implied Rating for a Jump-Diffusion Structural Model of Credit Risk (Alaa El-Shazly); Time-Varying Optimal Weights for International Asset Allocation in African and South Asian Markets (Dalia El-Edel); Econometric Theory and Methods: Econometric Methods for Ordered Responses: Some Recent Developments (Franco Peracchi); Which Quantile Is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression (Anil K Bera, Antonio F Galvao Jr., Gabriel V Montes-Rojas, Sung Y Park); The Experimetrics of Fairness (Anna Conte and Peter Moffatt); Uniform in Bandwidth Tests of Specification for Conditional Moment Restrictions Models (Pascal Lavergne and Pierre Nguimkeu); Joint LM Test for Homoscedasticity in a Two Way Error Components Model (Eugene Kouassi, Joel Sango, J M BossonBrou and Kern O Kymn); An Approximation to the Distribution of the Pooled Estimator When the Time Series Equation Is One of a Complete System (Ghazal Amer and William Mikhail); Monetary, Labor, Environmental and Other Econometric Applications: Monetary Policy and the Role of the Exchange Rate in Egypt (Tarek Morsi and Mai El-Mossallamy); International Migration, Remittances and Household Poverty Status in Egypt (Rania Roushdy, Ragui Assaad and Ali Rashed); Determinants of Job Quality and Wages of the Working Poor: Evidence From 1998OCo2006 Egypt Labor Market Panel Survey (Mona Said); A Contract-Theoretic Model of Conservation Agreements (Heidi Gjertsen, Theodore Groves, David A Miller, Eduard Niesten, Dale Squires and Joel Watson); Household Environment and Child Health in Egypt (Mahmoud Hailat and Franco Peracchi); Modeling the Relationship between Natural Resource Abundance, Economic Growth, and the Environment: A Cross-Country Study (Hala Abou-Ali and Yasmine M Abdelfattah); Global Cement Industry: Competitive and Institutional Frameworks (Tarek H Selim and Ahmed S Salem); On the Occurrence of Ponzi Schemes in Presence of Credit Restrictions Penalizing Default (Abdelkrim Seghir); Is Targeted Advertising Always Beneficial? (Nada Ben Elhadj-Ben Brahim, Rim Lahmandi-Ayed and Didier Laussel). Readership: Graduate students and researchers in the fields of econometrics, economic theory, applied econometrics.