Handbook of Econometrics,3, Michael D. Intriligator

Автор: Angrist, J.d. Pischke, Jorn-steffen
Название: Mostly harmless econometrics
ISBN: 0691120358 ISBN-13(EAN): 9780691120355
Издательство: Wiley
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Цена: 47520.00 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.

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
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Цена: 52790.00 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

Автор: M.D. Intriligator
Название: Handbook of Econometrics,1
ISBN: 0444861858 ISBN-13(EAN): 9780444861856
Издательство: Elsevier Science
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Цена: 128010.00 T
Наличие на складе: Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Автор: Z. Griliches
Название: Handbook of Econometrics,2
ISBN: 0444861866 ISBN-13(EAN): 9780444861863
Издательство: Elsevier Science
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Цена: 128010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

Автор: Robert Engle
Название: Handbook of Econometrics,4
ISBN: 0444887660 ISBN-13(EAN): 9780444887665
Издательство: Elsevier Science
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Цена: 108920.00 T
Наличие на складе: Поставка под заказ.
Описание: A reference source and teaching aid for econometricians which examines models, estimation theory, data analysis and field applications in econometrics. Surveys discuss recent developments at a level suitable for professional use or in graduate courses.

Автор: J.J. Heckman
Название: Handbook of Econometrics,5
ISBN: 0444823409 ISBN-13(EAN): 9780444823403
Издательство: Elsevier Science
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Цена: 120150.00 T
Наличие на складе: Поставка под заказ.
Описание: Suitable for econometricians, this book examines models, estimation theory, data analysis and field applications in econometrics.

Автор: Racine, Jeffrey; Su, Liangjun; Ullah, Aman
Название: The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
ISBN: 0199857946 ISBN-13(EAN): 9780199857944
Издательство: Oxford Academ
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Цена: 153120.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
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Цена: 88800.00 T
Наличие на складе: Невозможна поставка.
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 model's 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.

Автор: Patterson, Kerry
Название: Palgrave Handbook of Econometrics: vol 1
ISBN: 1403941556 ISBN-13(EAN): 9781403941558
Издательство: Springer
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Цена: 213360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.

Автор: Geweke, John; Koop, Gary; van Dijk, Herman
Название: The Oxford Handbook of Bayesian Econometrics
ISBN: 0199681333 ISBN-13(EAN): 9780199681334
Издательство: Oxford Academ
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Цена: 37480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.

Название: Palgrave Handbook of Econometrics: vol.2
ISBN: 140391799X ISBN-13(EAN): 9781403917997
Издательство: Springer
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Цена: 213360.00 T
Наличие на складе: Поставка под заказ.
Описание:
Following the seminal Palgrave Handbook of Econometrics: Volume I, this second volume brings together the finest academics working in econometrics today and explores applied econometrics, containing contributions on subjects including growth/development econometrics and applied econometrics and computing.

Автор: Yacine Ait-Sahalia
Название: Handbook of Financial Econometrics, Vol 1,1
ISBN: 044450897X ISBN-13(EAN): 9780444508973
Издательство: Elsevier Science
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Цена: 132500.00 T
Наличие на складе: Поставка под заказ.
Описание: Covers advances in financial econometrics. This book features topics ranging from a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment.