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.

Advances in Economic Theory: Volume 2

Advances in Economic Theory: Volume 2
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
Total Pages: 466
Release: 1992
Genre: Business & Economics
ISBN: 9780521484602

This book gives the reader a unique survey of the most recent advances in economic theory.

Advances in Economics and Econometrics: Volume 1

Advances in Economics and Econometrics: Volume 1
Author: Bo Honoré
Publisher: Cambridge University Press
Total Pages: 0
Release: 2017-11-02
Genre: Business & Economics
ISBN: 9781108400008

This is the first of two volumes containing papers and commentaries presented at the Eleventh World Congress of the Econometric Society, held in Montreal, Canada in August 2015. These papers provide state-of-the-art guides to the most important recent research in economics. The book includes surveys and interpretations of key developments in economics and econometrics, and discussion of future directions for a wide variety of topics, covering both theory and application. These volumes provide a unique, accessible survey of progress on the discipline, written by leading specialists in their fields. The first volume includes theoretical and applied papers addressing topics such as dynamic mechanism design, agency problems, and networks.

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

An Introduction to Mathematical Analysis for Economic Theory and Econometrics
Author: Dean Corbae
Publisher: Princeton University Press
Total Pages: 696
Release: 2009-02-17
Genre: Business & Economics
ISBN: 1400833086

Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory

Advances in Economic Theory

Advances in Economic Theory
Author: Truman Fassett Bewley
Publisher: CUP Archive
Total Pages: 452
Release: 1989-07-28
Genre: Business & Economics
ISBN: 9780521389259

These articles should be helpful to anyone with training in economics.

Advanced Econometric Theory

Advanced Econometric Theory
Author: John Chipman
Publisher: Routledge
Total Pages: 383
Release: 2013-03-01
Genre: Business & Economics
ISBN: 1134340443

When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.

Foundations of Econometrics

Foundations of Econometrics
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.

Revealed Preference Theory

Revealed Preference Theory
Author: Christopher P. Chambers
Publisher: Cambridge University Press
Total Pages: 241
Release: 2016-01-05
Genre: Business & Economics
ISBN: 1107087805

The theory of revealed preference has a long, distinguished tradition in economics but lacked a systematic presentation of the theory until now. This book deals with basic questions in economic theory and studies situations in which empirical observations are consistent or inconsistent with some of the best known economic theories.