Advances in Econometrics: Volume 1

Advances in Econometrics: Volume 1
Author: Christopher A. Sims
Publisher: Cambridge University Press
Total Pages: 334
Release: 1996-03-07
Genre: Business & Economics
ISBN: 9780521566100

The first of a two-volume set of articles reflecting the current state of research in econometrics.

Advances in Econometrics: Volume 1

Advances in Econometrics: Volume 1
Author: Truman F. Bewley
Publisher: Cambridge University Press
Total Pages: 332
Release: 1994-06-24
Genre: Business & Economics
ISBN: 9780521467261

With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.

Advances in Econometrics: Volume 2

Advances in Econometrics: Volume 2
Author: Christopher A. Sims
Publisher: Cambridge University Press
Total Pages: 434
Release: 1996-03-07
Genre: Business & Economics
ISBN: 9780521566094

This 1994 two-volume set of articles reflects the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics.

Advances in Economics and Econometrics

Advances in Economics and Econometrics
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
Total Pages: 511
Release: 2013-05-27
Genre: Business & Economics
ISBN: 1107016045

The first volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Structural Econometric Models

Structural Econometric Models
Author: Eugene Choo
Publisher: Emerald Group Publishing
Total Pages: 447
Release: 2013-12-18
Genre: Business & Economics
ISBN: 1783500530

This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.

Advanced Econometric Methods

Advanced Econometric Methods
Author: Thomas B. Fomby
Publisher: Springer Science & Business Media
Total Pages: 637
Release: 2012-12-06
Genre: Business & Economics
ISBN: 1441987460

This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.

Advances in Spatial Econometrics

Advances in Spatial Econometrics
Author: Luc Anselin
Publisher: Springer Science & Business Media
Total Pages: 516
Release: 2013-03-09
Genre: Business & Economics
ISBN: 3662056178

World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques.

Advanced Econometrics

Advanced Econometrics
Author: Takeshi Amemiya
Publisher: Harvard University Press
Total Pages: 540
Release: 1985
Genre: Business & Economics
ISBN: 9780674005600

The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.