Handbook Of Applied Econometrics Volume I Macroeconomics
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Author | : M Hashem Pesaran |
Publisher | : Blackwell Publishing |
Total Pages | : 482 |
Release | : 1999-06-25 |
Genre | : Business & Economics |
ISBN | : 9780631215585 |
This is the first and most authoritative overview of the applied work that is happening in the field making it an essential resource for academics, researchers, graduate students and professional economists in industry and government.
Author | : James Joseph Heckman |
Publisher | : Elsevier |
Total Pages | : 1013 |
Release | : 2007 |
Genre | : Econometrics |
ISBN | : 0444506314 |
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...
Author | : Christian Kleiber |
Publisher | : Springer Science & Business Media |
Total Pages | : 229 |
Release | : 2008-12-10 |
Genre | : Business & Economics |
ISBN | : 0387773185 |
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Author | : Terence C. Mills |
Publisher | : Palgrave Handbook of Econometr |
Total Pages | : 1432 |
Release | : 2009-06-25 |
Genre | : Business & Economics |
ISBN | : |
Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.
Author | : Dimitrios Asteriou |
Publisher | : Palgrave Macmillan |
Total Pages | : 0 |
Release | : 2011-05-15 |
Genre | : Business & Economics |
ISBN | : 9780230271821 |
Applied Econometrics takes an intuitive, hands-on approach to presenting modern econometrics. Wide-ranging yet compact, the book features extensive software integration and contains empirical applications throughout. It provides step-by-step guidelines for all econometric tests and methods of estimation, and also provides interpretations of the results. The second edition of this popular book features expanded topical coverage, more coverage of fundamental concepts for students new to the subject or requiring a "refresher", integrated finance applications throughout, as well as the addition of Stata to the software coverage (already featuring EViews and Microfit). New chapters include: - Limited Dependent Variable Regression Models - Identification in Standard and Cointegrated Systems - Solving Models This is an ideal book for undergraduate and master's economics or finance students taking a first course in applied econometrics. A companion website for this book is available at www.palgrave.com/economics/asteriou2 which contains: - Data files for students - PowerPoint slides for lecturers
Author | : Aaron D. Smith |
Publisher | : Univ of California Press |
Total Pages | : 238 |
Release | : 2017 |
Genre | : Business & Economics |
ISBN | : 0520288335 |
Why Care About Causation?
Author | : Aman Ullah |
Publisher | : CRC Press |
Total Pages | : 741 |
Release | : 2002-01-29 |
Genre | : Mathematics |
ISBN | : 082474411X |
Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Author | : Chung-ki Min |
Publisher | : Routledge |
Total Pages | : 242 |
Release | : 2019-03-08 |
Genre | : Business & Economics |
ISBN | : 0429656505 |
Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.
Author | : Yacine Ait-Sahalia |
Publisher | : Elsevier |
Total Pages | : 809 |
Release | : 2009-10-19 |
Genre | : Business & Economics |
ISBN | : 0080929842 |
This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Aït-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build a framework for its growth. Whether in the presence of statistical uncertainty or the proven advantages and limitations of value at risk models, readers will discover that they can set few constraints on the value of this long-awaited volume. - Presents a broad survey of current research—from local characterizations of the Markov process dynamics to financial market trading activity - Contributors include Nobel Laureate Robert Engle and leading econometricians - Offers a clarity of method and explanation unavailable in other financial econometrics collections
Author | : Richard A. Ashley |
Publisher | : Wiley Global Education |
Total Pages | : 740 |
Release | : 2012-04-13 |
Genre | : Business & Economics |
ISBN | : 1118213513 |
Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The text serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Divided into two parts, the first half provides a thorough undergraduate-level treatment of multiple regressions including an extensive statistics review with integrated, hands-on Acting Learning Exercises so students learn by doing. The second half of the book covers a number of advanced topics: panel data modeling, time series analysis, binary-choice modeling, and an introduction to GMM. This latter portion of the book is very suitable for a more advanced course: a second-term undergraduate course, a Masters level course, or as a companion reading for a Doctoral level course.