Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: 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 Рейтинг: 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: Anatolyev, Stanislav Gospodinov, Nikolay Название: Methods for estimation and inference in modern econometrics ISBN: 1439838240 ISBN-13(EAN): 9781439838242 Издательство: Taylor&Francis Рейтинг: Цена: 102080.00 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.
Автор: Fumio Hayashi Название: Econometrics ISBN: 0691010188 ISBN-13(EAN): 9780691010182 Издательство: Wiley Рейтинг: Цена: 68640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.
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: 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.
Название: Applied econometrics ISBN: 1138014443 ISBN-13(EAN): 9781138014442 Издательство: Taylor&Francis Рейтинг: Цена: 816640.00 T Наличие на складе: Невозможна поставка. Описание: A new title from Routledge, this is a four-volume collection of cutting-edge and foundational research.
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: Baltagi Badi H Название: Econometric Analysis of Panel Data ISBN: 1118672321 ISBN-13(EAN): 9781118672327 Издательство: Wiley Рейтинг: 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: Henderson Название: Applied Nonparametric Econometrics ISBN: 0521279682 ISBN-13(EAN): 9780521279680 Издательство: Cambridge Academ Рейтинг: Цена: 44350.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians, discussing basic to advanced nonparametric methods with applications.
Автор: Davidson, Russell Название: Econometric Theory and Methods ISBN: 0195391055 ISBN-13(EAN): 9780195391053 Издательство: Oxford Academ Рейтинг: 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: Gary Koop Название: Bayesian Econometric Methods ISBN: 0521671736 ISBN-13(EAN): 9780521671736 Издательство: Cambridge Academ Рейтинг: Цена: 41170.00 T Наличие на складе: Поставка под заказ. Описание: A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.
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