The Foundations Of Econometric Analysis
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Author | : David F. Hendry |
Publisher | : Cambridge University Press |
Total Pages | : 582 |
Release | : 1997-02-20 |
Genre | : Business & Economics |
ISBN | : 9780521588706 |
Collection of classic papers by pioneer econometricians
Author | : Albert Madansky |
Publisher | : Elsevier |
Total Pages | : 275 |
Release | : 2014-07-22 |
Genre | : Business & Economics |
ISBN | : 1483275256 |
Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.
Author | : Dean Corbae |
Publisher | : Princeton University Press |
Total Pages | : 695 |
Release | : 2009-03-09 |
Genre | : Business & Economics |
ISBN | : 0691118671 |
Author | : P. J. Dhrymes |
Publisher | : Springer Science & Business Media |
Total Pages | : 605 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 1461393833 |
Author | : Herman J. Bierens |
Publisher | : Cambridge University Press |
Total Pages | : 356 |
Release | : 2004-12-20 |
Genre | : Business & Economics |
ISBN | : 9780521542241 |
This book is intended for use in a rigorous introductory PhD level course in econometrics.
Author | : Aris Spanos |
Publisher | : Cambridge University Press |
Total Pages | : 722 |
Release | : 1986-10-30 |
Genre | : Business & Economics |
ISBN | : 9780521269124 |
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author | : Ron Mittelhammer (Prof.) |
Publisher | : Cambridge University Press |
Total Pages | : 794 |
Release | : 2000-07-28 |
Genre | : Business & Economics |
ISBN | : 9780521623940 |
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
Author | : Yongmiao Hong |
Publisher | : World Scientific |
Total Pages | : 523 |
Release | : 2020-07-13 |
Genre | : Business & Economics |
ISBN | : 9811220204 |
Modern economies are full of uncertainties and risk. Economics studies resource allocations in an uncertain market environment. As a generally applicable quantitative analytic tool for uncertain events, probability and statistics have been playing an important role in economic research. Econometrics is statistical analysis of economic and financial data. In the past four decades or so, economics has witnessed a so-called 'empirical revolution' in its research paradigm, and as the main methodology in empirical studies in economics, econometrics has been playing an important role. It has become an indispensable part of training in modern economics, business and management.This book develops a coherent set of econometric theory, methods and tools for economic models. It is written as a textbook for graduate students in economics, business, management, statistics, applied mathematics, and related fields. It can also be used as a reference book on econometric theory by scholars who may be interested in both theoretical and applied econometrics.
Author | : William H. Greene |
Publisher | : Simon & Schuster Books For Young Readers |
Total Pages | : 818 |
Release | : 1993 |
Genre | : Business & Economics |
ISBN | : |
Matrix algebra; Probability abd distribution theory; Statistical inference; Computation and optimization; The classical multiple linear regression model - specification and estimation; Inference and prediction; Functional form, nonlinearity, and specification; Data problems; Nonlinear regression models; Nonspherical disturbances; generalized regression, and GMM estimation; Autocorrelated disturbances; Models for panel data; Systems of regression equations; Regressions with lagged variables; Time-series models; Models with discrete dependent variables; Limited dependent variable and duration models.
Author | : Swamy. P. A. V. B. |
Publisher | : |
Total Pages | : 64 |
Release | : 1984 |
Genre | : Econometrics |
ISBN | : |