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An Introduction to Modern Econometrics Using Stata, Baum


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Автор: Baum
Название:  An Introduction to Modern Econometrics Using Stata   (Введение в современную эконометрику с использованием статистических данных)
Издательство: Taylor&Francis
Классификация:
ISBN: 1597180130
ISBN-13(EAN): 9781597180139
Обложка/Формат: Paperback
Страницы: 341
Вес: 0.71 кг.
Дата издания: 17.08.2006
Язык: English
Иллюстрации: Illustrations
Размер: 234 x 186 x 22
Читательская аудитория: Professional & vocational
Рейтинг:
Поставляется из: Англии
Описание:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.

As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression models assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming.

Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.


Дополнительное описание:


Mostly harmless econometrics

Автор: Angrist, J.d. Pischke, Jorn-steffen
Название: Mostly harmless econometrics
ISBN: 0691120358 ISBN-13(EAN): 9780691120355
Издательство: Wiley
Рейтинг:
Цена: 33270 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 39590 T
Наличие на складе: Поставка под заказ.
Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata

Автор: Kumbhakar
Название: A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata
ISBN: 1107609461 ISBN-13(EAN): 9781107609464
Издательство: Cambridge Academ
Рейтинг:
Цена: 35630 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A Practitioner`s Guide to Stochastic Frontier Analysis Using Stata provides practitioners with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. Immensely helpful to the applied researcher, it bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.

A Guide to Modern Econometrics

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
Рейтинг:
Цена: 39590 T
Наличие на складе: Поставка под заказ.
Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek

Introduction to Modern Bayesian Econometrics

Автор: Lancaster Tony, Smith David, Unsworth John,
Название: Introduction to Modern Bayesian Econometrics
ISBN: 1405117206 ISBN-13(EAN): 9781405117203
Издательство: Wiley
Рейтинг:
Цена: 29270 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: * Provides a comprehensive introduction to the Bayesian way of doing applied economics * Emphasizes computation and the study of probability distributions by computer sampling * Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software.

Introduction to Spatial Econometrics

Название: Introduction to Spatial Econometrics
ISBN: 142006424X ISBN-13(EAN): 9781420064247
Издательство: Taylor&Francis
Рейтинг:
Цена: 79860 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observations. This title explores a range of alternative topics, including maximum likelihood and Bayesian estimation and applied modeling situations involving different circumstances.

Introduction to Bayesian Econometrics

Автор: Greenberg
Название: Introduction to Bayesian Econometrics
ISBN: 1107015316 ISBN-13(EAN): 9781107015319
Издательство: Cambridge Academ
Рейтинг:
Цена: 38800 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.

Methods for estimation and inference in modern econometrics

Автор: Anatolyev, Stanislav Gospodinov, Nikolay
Название: Methods for estimation and inference in modern econometrics
ISBN: 1439838240 ISBN-13(EAN): 9781439838242
Издательство: Taylor&Francis
Рейтинг:
Цена: 70420 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.





Topics covered include:







  • Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference


  • Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models


  • Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences






Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.


Introduction to the Mathematical and Statistical Foundations of Econometrics

Автор: Herman J. Bierens
Название: Introduction to the Mathematical and Statistical Foundations of Econometrics
ISBN: 0521542243 ISBN-13(EAN): 9780521542241
Издательство: Cambridge Academ
Рейтинг:
Цена: 31670 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Intended for use in a rigorous introductory PhD level course in econometrics, or a field course in econometric theory, this book covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, and more.

Introduction to Econometrics

Автор: Dougherty, Christopher
Название: Introduction to Econometrics
ISBN: 0199567085 ISBN-13(EAN): 9780199567089
Издательство: Oxford Academ
Рейтинг:
Цена: 36430 T
Наличие на складе: Поставка под заказ.
Описание: Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises throughout to encourage students to apply the techniques and gain confidence with, this new edition has been thoroughly revised in line with market feedback. Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters.


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