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Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations, Stigum Bernt P.


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Автор: Stigum Bernt P.
Название:  Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations
Перевод названия: Бернт Стигум: Эконометрика в формальной экономике
ISBN: 9780262028585
Издательство: MIT Press
Классификация:

ISBN-10: 0262028581
Обложка/Формат: Hardback
Страницы: 392
Вес: 0.64 кг.
Дата издания: 12.12.2014
Язык: English
Иллюстрации: 22 figures, 61 tables
Размер: 237 x 160 x 24
Читательская аудитория: Professional & vocational
Подзаголовок: Theory and the measurement of economic relations
Ссылка на Издательство: Link
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Поставляется из: США
Описание:

An examination of the role of theory in applied econometrics.

Econometrics is a study of good and bad ways to measure economic relations. In this book, Bernt Stigum considers the role that economic theory ought to play in such measurements and proposes a formal science of economics that provides the means to solve the measurement problems faced by econometric researchers. After describing the salient parts of a formal science of economics, Stigum compares its methods with the methods of contemporary applied econometrics. His goal is to develop a basis for meaningful discussion of the best way to incorporate economic theory in empirical analysis.

Stigum conceives two scenarios for research in applied econometrics: contemporary econometrics in the tradition of Trygve Haavelmo and the formal theory-data confrontation envisioned by Ragnar Frisch. Stigum presents case studies of economic phenomena, contrasting the empirical analysis prescribed by contemporary applied econometrics with the empirical analysis prescribed by a formal theory-data confrontation. He finds significant and provocative differences. Which are we to believe when the statistical analyses of these two methodologies yield very different descriptions of the behavior characteristics of data variables and inferences about social reality?

Stigum points to three aspects of contemporary econometric methodology that may benefit from serious discussions: the analysis of positively valued time series, a suspect characteristic of qualitative response models, and the search for linearly cointegrated time series. These three aspects are of as much concern to formal econometrics as they are to contemporary econometrics.



An Introduction to Modern Econometrics Using Stata

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.
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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.


Optimization in Economic Theory

Автор: Dixit, Avinash K. (Professor of Economics, Princet
Название: Optimization in Economic Theory
ISBN: 0198772106 ISBN-13(EAN): 9780198772101
Издательство: Oxford Academ
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Цена: 66530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A new edition of a student text which provides a broad study of optimization methods. It builds on the base of simple economic theory, elementary linear algebra and calculus, and reinforces each new mathematical idea by relating it to its economic application.

Advances in Economics and Econometrics

Автор: Edited by Richard Blundell
Название: Advances in Economics and Econometrics
ISBN: 0521692113 ISBN-13(EAN): 9780521692113
Издательство: Cambridge Academ
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Цена: 99270.00 T
Наличие на складе: Поставка под заказ.
Описание: First published in 1977, this is an authoritative work by one of the world`s leading ecologists. Aleksandrova`s account is a very full one with much detail. The methods of classification are as interesting as the results. A wide variety of floristic, vegetational, structural, faunistic and ecological data, both qualitative and quantitative, are used to diagnose and characterise vegetation units.

Advances in Economics and Econometrics: Theory and Applications

Автор: Edited by Mathias Dewatripont
Название: Advances in Economics and Econometrics: Theory and Applications
ISBN: 0521524148 ISBN-13(EAN): 9780521524148
Издательство: Cambridge Academ
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Цена: 98210.00 T
Наличие на складе: Поставка под заказ.
Описание: This is a set of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover both theory and applications. Written by leading specialists in their fields, these volumes provide a unique survey of progress in the discipline.

Advances in Economics and Econometrics

Автор: Acemoglu
Название: Advances in Economics and Econometrics
ISBN: 1107674166 ISBN-13(EAN): 9781107674165
Издательство: Cambridge Academ
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Цена: 46470.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The second of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society 2010. The papers interpret key developments in economics and econometrics, and discuss future directions for a variety of topics, covering both theory and application.

Advances in Economics and Econometrics, vol.3

Автор: Daron Acemoglu
Название: Advances in Economics and Econometrics, vol.3
ISBN: 1107627311 ISBN-13(EAN): 9781107627314
Издательство: Cambridge Academ
Рейтинг:
Цена: 46470.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The third of three volumes containing edited versions of papers and commentaries presented at invited symposium sessions of the Tenth World Congress of the Econometric Society 2010. The papers interpret key developments in economics and econometrics, and discuss future directions for a variety of topics, covering both theory and application.


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