Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications, Yoon-Jae Whang

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: Shum Matthew
Название: Econometric Models For Industrial Organization
ISBN: 9813109653 ISBN-13(EAN): 9789813109650
Издательство: World Scientific Publishing
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Цена: 77090.00 T
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Описание:

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Автор: Kacapyr Elia
Название: Guide to Basic Econometric Techniques
ISBN: 0765644770 ISBN-13(EAN): 9780765644770
Издательство: Taylor&Francis
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Цена: 45930.00 T
Наличие на складе: Невозможна поставка.
Описание: This Economical Text Is Intended For Use As A Universal Supplement To Introductory Econometrics Courses. This Edition Contains Two New Chapters On Economic Forecasting. Extensive Online Supplements Include Teaching Powerpoints, Solutions To Test Questions/Problems, New Instructor Questions, And Software Programs With Data To Download.

Автор: Abadir Karim M.
Название: Econometric Exercises
ISBN: 0521537452 ISBN-13(EAN): 9780521537452
Издательство: Cambridge Academ
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Цена: 49630.00 T
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Описание: This book serves as a bridge between elementary and specialized statistics. Each chapter contains a general introduction followed by connected exercises that are fully solved and build upon each other systematically.

Автор: Al Roth and Marilda Sotomayor
Название: Two-Sided Matching: A Study in Game-Theoretic Modeling and Analysis (Econometric Society Monographs)
ISBN: 0521437881 ISBN-13(EAN): 9780521437882
Издательство: Cambridge Academ
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Цена: 47520.00 T
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Описание: Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This text provides a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching.

Автор: Arnold Zellner (Editor)
Название: The Structural Econometric Time Series Analysis Approach
ISBN: 0521187435 ISBN-13(EAN): 9780521187435
Издательство: Cambridge Academ
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Цена: 49620.00 T
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Описание: This book assembles previously published texts in the theory and application of the Structural Econometric Time Series Analysis (SEMTSA) approach. It provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making.

Автор: Wooldridge JM
Название: Econometric analysis of cross section and panel data 2e
ISBN: 0262232588 ISBN-13(EAN): 9780262232586
Издательство: MIT Press
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Цена: 129790.00 T
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The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.

The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis.

Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Автор: Jagat Prirayani
Название: Econometric Modeling and Forecasting
ISBN: 177361259X ISBN-13(EAN): 9781773612591
Издательство: Mare Nostrum (Eurospan)
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Цена: 155230.00 T
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Описание: This book serves as a reference guide to econometrics modelling and forecasting. The book is divided into two parts i.e. Modelling and Forecasting, to make it easy for the reader to understand the topic.The first part of the book i.e. Modelling, throws light on the various econometric models. The models are very well explained to make it easier for anyone reading the book to grasp the concept. Various mathematical and statistical tools used with reference to econometrics models are also discussed. Chapter 4 discusses hypothesis testing which is of paramount importance in any research and will also act as a base for the next part of the book i.e. Forecasting. Various basic tests, which are used for hypothesis testing are also included in the chapter.The second part of the book i.e. Forecasting includes several different concepts such as forecasting principles, forecasting classification, forecasting accuracy evaluation and its industrial applications in depth. The concepts are enriched with relevant case studies. The case studies have been specially selected for the better understanding of the concepts.The book is written with a vision to guide the reader on structuring a forecasting problem. The book provides the necessary information to the reader so that the reader can design various forecasting methods and evaluate them efficiently. It answers important questions such as:How to implement various forecasting methods in different situations and with different variables?When to accept or reject the forecasts?The book takes the readers through a variety of forecasting methods, with a strong discussion on their strengths and weaknesses, and an analysis on how to use them efficiently. The book has been written with the objective of helping the readers/researchers select the most appropriate method for a given forecasting problem and ultimately, evaluate the chosen forecasting model. This is useful especially when selection of the most appropriate method for a particular situation is the most important criterion. This book also suggests what research on forecasting methods will have the greatest, and the least, payoff.Research on forecasting has grown in importance to a great extent in recent times due to the fact that application of forecasting techniques has been growing rapidly in the areas of the social, behavioral and management sciences. So much is known about forecasting methods, but little is applied. Why? Because what is known in one field is unknown in another or because it frequently contradicts our common sense or challenges our beliefs and our behavior. Hence, the book will also tell the researcher how to effectively use, evaluate and interpret different forecasting methods under different situations. Underlying the evaluation procedure is the need to test methods against reasonable alternatives. Overall, this book should serve as a standard source of reference for researchers in the fields of business, government, academia, and consulting.

Автор: Hadri K., Mikhail W.
Название: Econometric Methods And Their Applications In Finance, Macro And Related Fields
ISBN: 9814513466 ISBN-13(EAN): 9789814513463
Издательство: World Scientific Publishing
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Цена: 205920.00 T
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Описание: The volume aims at providing an outlet for some of the best papers presented at the 15th Annual Conference of the African Econometric Society, which is one of the “chapters” of the International Econometric Society. Many of these papers represent the state of the art in financial econometrics and applied econometric modeling, and some also provide useful simulations that shed light on the models' ability to generate meaningful scenarios for forecasting and policy analysis.

Автор: Schaeffer & Kouassi
Название: Econometric Methods For Analyzing Economic Development
ISBN: 1466643293 ISBN-13(EAN): 9781466643291
Издательство: Mare Nostrum (Eurospan)
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Цена: 180180.00 T
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Описание: Exploring and understanding the analysis of economic development is essential as global economies continue to experience extreme fluctuation. Econometrics brings together statistical methods for practical content and economic relations. <br><br><em>Econometric Methods for Analyzing Economic Development</em> is a comprehensive collection that focuses on various regions and their economies at a pivotal time when the majority of nations are struggling with stabilising their economies. Outlining areas such as employment rates, utilisation of natural resources, and regional impacts, this collection of research is an excellent tool for scholars, academics, and professionals looking to expand their knowledge on today’s turbulent and changing economy.

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: Li, Rita Yi Man,
Название: Econometric analyses of international housing markets
ISBN: 1138821934 ISBN-13(EAN): 9781138821934
Издательство: Taylor&Francis
Рейтинг:
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.