Download or read book Readings in Econometric Theory and Practice written by W.E. Griffiths and published by Elsevier. This book was released on 2014-06-28 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work. The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.
Download or read book Readings in Econometric Theory written by J. Malcolm Dowling and published by . This book was released on 1970 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.
Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2007 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a graduate textbook for econometricians and statisticians containing developments in the field. It emphasises nonparametric methods for real world problems containing the mix of discrete and continuous data found in many applications.
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Download or read book An Introduction to the Advanced Theory of Nonparametric Econometrics written by Jeffrey S. Racine and published by Cambridge University Press. This book was released on 2019-06-27 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.
Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Download or read book Econometrics as a Con Art written by Imad A. Moosa and published by Edward Elgar Publishing. This book was released on 2017-07-28 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.
Download or read book The Practice of Econometrics written by Ernst R. Berndt and published by Reading, Mass. ; Don Mills, Ont. : Addison-Wesley Publishing Company. This book was released on 1991 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides hands-on experience of econometrics with estimation and inference. Each chapter begins with a discussion of economic theory underlying the application.
Download or read book The Practice of Econometric Theory written by Charles G. Renfro and published by Springer. This book was released on 2011-11-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.
Download or read book New Directions in Econometric Practice written by Wojciech W. Charemza and published by . This book was released on 1993-01-01 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique book successfully presents intuitive accounts of conceptually difficult ideas making the most recent advances in econometrics accessible to advanced undergraduate and graduate students.
Download or read book Econometrics written by Ben Vogelvang and published by Pearson Education. This book was released on 2005 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The emphasis is on understanding how to select the right method of analysis for a given situation.
Download or read book Theory of Econometrics written by A. Koutsoyiannis and published by . This book was released on 1977 with total page 1106 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 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: An approach to modern econometrics theory and practice through engaging applications. Grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with engaging applications. The third edition builds on the philosophy that applications should drive the theory, not the other way around, while maintaining a focus on currency.
Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 1013 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.
Download or read book Advances in Econometrics written by Miroslav Verbič and published by BoD – Books on Demand. This book was released on 2011-07-27 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometrics is becoming a highly developed and highly mathematicized array of its own sub disciplines, as it should be, as economies are becoming increasingly complex, and scientific economic analyses require progressively thorough knowledge of solid quantitative methods. This book thus provides recent insight on some key issues in econometric theory and applications. The volume first focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models. Additionally, three recent econometric applications are presented: continuous time duration analysis, panel data analysis dealing with endogeneity and selectivity biases, and seemingly unrelated regression analysis. Intended as an electronic edition, providing immediate "open access" to its content, the book is easy to follow and will be of interest to professionals involved in econometrics.
Download or read book An Introduction to Econometric Theory written by A. Ronald Gallant and published by Princeton University Press. This book was released on 2018-06-05 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.
