Applied Econometrics

Applied Econometrics
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

Mostly Harmless Econometrics

Mostly Harmless Econometrics
Author: Joshua D. Angrist
Publisher: Princeton University Press
Total Pages: 392
Release: 2009-01-04
Genre: Business & Economics
ISBN: 0691120358

In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.

Econometric Theory and Practice

Econometric Theory and Practice
Author: P. C. B. Phillips
Publisher: Cambridge University Press
Total Pages: 390
Release: 2006-01-09
Genre: Business & Economics
ISBN: 9780521807234

The essays in this book explore important theoretical and applied advances in econometrics.

Essays in Econometrics

Essays in Econometrics
Author: Clive W. J. Granger
Publisher: Cambridge University Press
Total Pages: 400
Release: 2001-07-23
Genre: Business & Economics
ISBN: 9780521796491

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

The Theory of Money and Financial Institutions

The Theory of Money and Financial Institutions
Author: Martin Shubik
Publisher: MIT Press
Total Pages: 472
Release: 1999
Genre: Business & Economics
ISBN: 9780262693110

This first volume in a three-volume exposition of Shubik's vision of "mathematical institutional economics" explores a one-period approach to economic exchange with money, debt, and bankruptcy. This is the first volume in a three-volume exposition of Martin Shubik's vision of "mathematical institutional economics"--a term he coined in 1959 to describe the theoretical underpinnings needed for the construction of an economic dynamics. The goal is to develop a process-oriented theory of money and financial institutions that reconciles micro- and macroeconomics, using as a prime tool the theory of games in strategic and extensive form. The approach involves a search for minimal financial institutions that appear as a logical, technological, and institutional necessity, as part of the "rules of the game." Money and financial institutions are assumed to be the basic elements of the network that transmits the sociopolitical imperatives to the economy. Volume 1 deals with a one-period approach to economic exchange with money, debt, and bankruptcy. Volume 2 explores the new economic features that arise when we consider multi-period finite and infinite horizon economies. Volume 3 will consider the specific role of financial institutions and government, and formulate the economic financial control problem linking micro- and macroeconomics.