Advanced econometric theory, Chipman

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: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
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Цена: 78150.00 T
Наличие на складе: Ожидается поступление.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Рейтинг:
Цена: 109830.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Рейтинг:
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: Li, Rita Yi Man,
Название: Econometric analyses of international housing markets
ISBN: 1138821934 ISBN-13(EAN): 9781138821934
Издательство: Taylor&Francis
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Цена: 163330.00 T
Наличие на складе: Невозможна поставка.
Описание: This book explores how econometric modelling can be used to provide valuable insight into international housing markets.

Автор: Cameron
Название: Microeconometrics Using Stata
ISBN: 1597180734 ISBN-13(EAN): 9781597180733
Издательство: Taylor&Francis
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Цена: 83690.00 T
Наличие на складе: Поставка под заказ.
Описание: Updated to reflect Stata 11, this revised edition offers a complete and up-to-date survey of microeconometric methods available in Stata. The authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11.

Автор: Baltagi Badi H
Название: Econometric Analysis of Panel Data
ISBN: 1118672321 ISBN-13(EAN): 9781118672327
Издательство: Wiley
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Цена: 53850.00 T
Наличие на складе: Невозможна поставка.
Описание: Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.

Автор: Song, Haiyan Witt, Stephen F. Li, Gang
Название: Advanced econometrics of tourism demand
ISBN: 041599120X ISBN-13(EAN): 9780415991209
Издательство: Taylor&Francis
Рейтинг:
Цена: 148010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Tourism demand is the foundation on which all tourism-related business decisions ultimately rest. This book introduces students, researchers and practitioners to the modern developments in advanced econometric methodology within the context of tourism demand analysis and illustrates these developments with actual tourism applications.

Автор: Davidson, Russell;Mackinnon, James (both Professor
Название: Econometric Theory and Methods
ISBN: 0195123727 ISBN-13(EAN): 9780195123722
Издательство: Oxford Academ
Цена: 54910.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for graduate-level econometrics, this comprehensive introductory text includes the major topic areas of the subject, explained through concepts rather than relying on complex algebra. It also includes discussion of bootstrap inference in order to aid students in understanding inference based on exact and asymptotic distributions.

Автор: Davidson, Russell
Название: Econometric Theory and Methods
ISBN: 0195391055 ISBN-13(EAN): 9780195391053
Издательство: Oxford Academ
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Цена: 295670.00 T
Наличие на складе: Поставка под заказ.
Описание: This text examines the design and application of polymeric waveguides and fibers. It discusses new polymer systems designed to expand the efficiency, and the number of applications for polymer waveguides. Topics include graded-index materials, ruggedized systems and dye-doped systems, structure property relations, and new synthetic and processing techniques designed to minimize extrinsic losses.

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 52790.00 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.

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