The Methodology and Practice of Econometrics, Castle, Jennifer; Shephard, Neil

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
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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
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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: 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: Henderson
Название: Applied Nonparametric Econometrics
ISBN: 0521279682 ISBN-13(EAN): 9780521279680
Издательство: Cambridge Academ
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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.

Название: Applied econometrics
ISBN: 1138014443 ISBN-13(EAN): 9781138014442
Издательство: Taylor&Francis
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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: Fumio Hayashi
Название: Econometrics
ISBN: 0691010188 ISBN-13(EAN): 9780691010182
Издательство: Wiley
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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: 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: Нет в наличии.
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
Рейтинг:
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: Michael D. Intriligator
Название: Handbook of Econometrics,3
ISBN: 0444861874 ISBN-13(EAN): 9780444861870
Издательство: Elsevier Science
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Цена: 128010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: R. M. Hare, one of the most widely discussed of today`s moral philosophers, here presents his most important essays on religion and education, in which he brings together the theoretical and the practical. The main themes of the book are the relations between religion and morality and the question how children can be educated to think for themselves, freely but rationally, about moral questions.

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: Нет в наличии.
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: Gujarati, Damodar N.
Название: Basic econometrics
ISBN: 0071276254 ISBN-13(EAN): 9780071276252
Издательство: McGraw-Hill
Рейтинг:
Цена: 43240.00 T
Наличие на складе: Невозможна поставка.
Описание: Gujarati and Porter`s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level.

Автор: Dougherty, Christopher
Название: Introduction to Econometrics
ISBN: 0199567085 ISBN-13(EAN): 9780199567089
Издательство: Oxford Academ
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Цена: 48570.00 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.