Filename: econometrics.pdf
ISBN: 9783540765165
Release Date: 2007-11-21
Number of pages: 392
Author: Badi H. Baltagi
Publisher: Springer Science & Business Media

Download and read online Econometrics in PDF and EPUB Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book’s strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.


Filename: econometrics.pdf
ISBN: 9781400823833
Release Date: 2011-12-12
Number of pages: 712
Author: Fumio Hayashi
Publisher: Princeton University Press

Download and read online Econometrics in PDF and EPUB Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.

A Guide to Econometrics

Filename: a-guide-to-econometrics.pdf
ISBN: 026261183X
Release Date: 2003
Number of pages: 623
Author: Peter Kennedy
Publisher: MIT Press

Download and read online A Guide to Econometrics in PDF and EPUB A popular, intuitively based overview of econometrics.


Filename: econometrics.pdf
ISBN: 0824787358
Release Date: 1976-03-01
Number of pages: 280
Author: Schmidt
Publisher: CRC Press

Download and read online Econometrics in PDF and EPUB "A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "

Econometrics by Example

Filename: econometrics-by-example.pdf
ISBN: 9781137375025
Release Date: 2014-11-20
Number of pages: 496
Author: Damodar Gujarati
Publisher: Palgrave Macmillan

Download and read online Econometrics by Example in PDF and EPUB The second edition of this bestselling textbook retains its unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step. The book features: • a wide-ranging collection of examples, with data on mortgages, credit ratings, graduate school admission, fashion sales and more • a clear, concise, writing style that guides you from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics • coverage of modern topics such as instrumental variables and panel data • extensive use of Stata and EViews statistical packages with reproductions of their output • an appendix discussing the basic concepts of statistics The second edition has been fully revised and updated, and features two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models, new extended examples accompanied by real-life data, and new student exercises at the end of each chapter. For lecturers: bonus chapters, PowerPoint slides, solutions to all exercises For students: downloadable data sets and chapter summaries

Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 9780080556284
Release Date: 2007-12-13
Number of pages: 1012
Author: James J. Heckman
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6B offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend. *Part of the renowned Handbooks in Economics Series *Updates and expands the exisiting Handbook of Econometrics volumes *An invaluable reference written by some of the world's leading econometricians.

Econometrics Econometric modeling of producer behavior

Filename: econometrics-econometric-modeling-of-producer-behavior.pdf
ISBN: 0262100827
Release Date: 2000
Number of pages: 545
Author: Dale Weldeau Jorgenson
Publisher: MIT Press

Download and read online Econometrics Econometric modeling of producer behavior in PDF and EPUB New methodology for econometricians, based on the dual formulation of the theory of production in terms of prices.

Introduction to Econometrics

Filename: introduction-to-econometrics.pdf
ISBN: 9780199567089
Release Date: 2011-03-03
Number of pages: 573
Author: Christopher Dougherty
Publisher: Oxford University Press

Download and read online Introduction to Econometrics in PDF and EPUB Retaining the student-friendly approach of previous editions, Introduction to Econometrics, Fourth Edition, uses clear and simple mathematics notation and step-by step explanations of mathematical proofs to help students thoroughly grasp the subject. Extensive practical exercises throughout--including fifty exercises on the same dataset--build students' confidence and provide them with hands-on practice in applying techniques. NEW TO THE FOURTH EDITION: * An expanded review section at the beginning of the book offers a more comprehensive guide to all of the statistical concepts needed to study econometrics * Additional exercises provide students with even more opportunities to put theory into practice * More Monte Carlo simulations help students use visualization to understand the math * New final sections at the end of each chapter contain summaries and non-technical introductions to more advanced topics An updated and expanded Companion Website contains resources for students and instructors: For students: * Data sets * Gretl, a free econometrics software application * PowerPoint-based slides with explanations * A study guide For instructors: * Instructor manuals for the text and data sets that detail the exercises and their solutions * PowerPoint-based slides * A "Contact the Author" link


Filename: econometrics.pdf
ISBN: UOM:39015022060928
Release Date: 1991
Number of pages: 408
Author: Franklin M. Fisher

Download and read online Econometrics in PDF and EPUB

Econometrics and Data Analysis for Developing Countries

Filename: econometrics-and-data-analysis-for-developing-countries.pdf
ISBN: 0415094003
Release Date: 1998-01
Number of pages: 496
Author: Chandan Mukherjee
Publisher: Psychology Press

Download and read online Econometrics and Data Analysis for Developing Countries in PDF and EPUB Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. Econometrics and Data Analysis for Developing Countries solves this problem. It will be essential reading for all advanced students of development economics.


Filename: econometrics.pdf
ISBN: 1590315170
Release Date: 2005
Number of pages: 498
Publisher: American Bar Association

Download and read online Econometrics in PDF and EPUB "The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.

Handbook of Econometrics

Filename: handbook-of-econometrics.pdf
ISBN: 0080524796
Release Date: 2001-11-22
Number of pages: 740
Author: J.J. Heckman
Publisher: Elsevier

Download and read online Handbook of Econometrics in PDF and EPUB 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

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Filename: nonparametric-and-semiparametric-methods-in-econometrics-and-statistics.pdf
ISBN: 0521424313
Release Date: 1991-06-28
Number of pages: 508
Author: William A. Barnett
Publisher: Cambridge University Press

Download and read online Nonparametric and Semiparametric Methods in Econometrics and Statistics in PDF and EPUB Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Introductory Econometrics A Modern Approach

Filename: introductory-econometrics-a-modern-approach.pdf
ISBN: 9780324581621
Release Date: 2008-03-27
Number of pages: 896
Author: Jeffrey Wooldridge
Publisher: Cengage Learning

Download and read online Introductory Econometrics A Modern Approach in PDF and EPUB Practical and professional, Wooldridge’s INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e bridges the gap between how undergraduate econometrics has traditionally been taught and how empirical researchers actually think about and apply econometric methods. The text’s unique approach reflects how econometric instruction has evolved from simply describing a set of abstract recipes to showing how econometrics can be used to empirically study questions across a variety of disciplines. The systematic approach, where assumptions are introduced only as they are needed to obtain a certain result, makes the material easier for students, and leads to better econometric practice. Unlike traditional texts, INTRODUCTORY ECONOMETRICS is organized around the type of data being analyzed -- an approach that simplifies the exposition and allows a more careful discussion of assumptions. Packed with relevant applications and a wealth of interesting data sets, the text emphasizes examples that have implications for policy or provide evidence for or against economic theories. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Applications of Differential Geometry to Econometrics

Filename: applications-of-differential-geometry-to-econometrics.pdf
ISBN: 0521651166
Release Date: 2000-08-31
Number of pages: 324
Author: Paul Marriott
Publisher: Cambridge University Press

Download and read online Applications of Differential Geometry to Econometrics in PDF and EPUB Although geometry has always aided intuition in econometrics, more recently differential geometry has become a standard tool in the analysis of statistical models, offering a deeper appreciation of existing methodologies and highlighting the essential issues which can be hidden in an algebraic development of a problem. Originally published in 2000, this volume was an early example of the application of these techniques to econometrics. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of Differential Geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference.