Computer-Aided Introduction to Econometrics, Rodriguez Poo Juan
Автор: Angrist, J.d. Pischke, Jorn-steffen Название: Mostly harmless econometrics ISBN: 0691120358 ISBN-13(EAN): 9780691120355 Издательство: Wiley Рейтинг: Цена: 5225 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Shows how the basic tools of applied econometrics allow the data to speak. This book covers regression-discontinuity designs and quantile regression - as well as how to get standard errors right. It is suitable for various areas in contemporary social science.
Автор: Dougherty Christopher Название: Introduction to Econometrics, 5 ed. ISBN: 0199676828 ISBN-13(EAN): 9780199676828 Издательство: Oxford Academ Рейтинг: Цена: 8900 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Combining the rigour of econometric theory with an accessible style, Dougherty`s step by step explanations and relevant practical exercises ensure students develop an intuitive understanding of econometrics, and gain hands-on experience of the tools used in economic and financial forecasting.
Название: An Introduction to Applied Econometrics ISBN: 0333802462 ISBN-13(EAN): 9780333802465 Издательство: Springer Рейтинг: Цена: 8892 р. Наличие на складе: Поставка под заказ.
Описание: This text, designed for introductory or applied courses in econometrics, covers the essential elements of the subject. The author also introduces and explains techniques that are widely used in applied work, including integrated time series, cointegration and simulation analysis.
Автор: Philip Hans Franses Название: A Concise Introduction to Econometrics ISBN: 0521520908 ISBN-13(EAN): 9780521520904 Издательство: Cambridge Academ Рейтинг: Цена: 4929 р. Наличие на складе: Поставка под заказ.
Описание: This book is an ideal introduction for beginning students of econometrics that assumes only basic familiarity with matrix algebra and calculus. It features practical questions which can be answered using econometric methods and models. Focusing on a limited number of the most basic and widely used methods, the book reviews the basics of econometrics before concluding with a number of recent empirical case studies. The volume is an intuitive illustration of what econometricians do when faced with practical questions.
Автор: Philip Hans Franses Название: A Concise Introduction to Econometrics ISBN: 0521817692 ISBN-13(EAN): 9780521817691 Издательство: Cambridge Academ Рейтинг: Цена: 10545 р. Наличие на складе: Поставка под заказ.
Описание: In this short and very practical introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered using econometric methods and models. The book focuses on a limited number of the essential, most widely used methods, before going on to review the basics of econometrics. The book ends with a number of case studies drawn from recent empirical work to provide an intuitive illustration of what econometricians do when faced with practical questions. Throughout the book Franses emphasises the importance of specification, evaluation and implementation of models appropriate to the data. Assuming basic familiarity only with matrix algebra and calculus the book is designed to appeal as either a short stand-alone introduction for students embarking on an empirical research project or as a supplement to any standard introductory textbook.
Описание: This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the
measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central
limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood
theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs.
Moreover, there are three appendices with material that is
supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that
are used throughout the main text, and Appendix III reviews complex analysis.
Therefore, this book is uniquely self-contained.
Автор: Koop Название: Introduction to Econometrics ISBN: 0470032707 ISBN-13(EAN): 9780470032701 Издательство: Wiley Рейтинг: Цена: 7011 р. Наличие на складе: Поставка под заказ.
Описание: "Introduction to Econometrics" has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is
intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the
basics of econometric theory with a view towards future study of advanced econometrics.
To achieve this end, it has a practical emphasis, showing how a wide variety of
models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a
knowledge of the statistical tools used in advanced econometrics courses.A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the
reader to quickly start empirical work. The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible.
This book provides a good balance between econometric theory and empirical applications. It discusses a wide range of models used by applied economists including many variants of
the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An
extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample
exercises with answers, and slides for lecturers.
Описание: This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.
Автор: Lancaster Tony, Smith David, Unsworth John, Название: Introduction to Modern Bayesian Econometrics ISBN: 1405117206 ISBN-13(EAN): 9781405117203 Издательство: Wiley Рейтинг: Цена: 4811 р. Наличие на складе: Поставка под заказ.
Описание: Presents a comprehensive introduction to the Bayesian way of doing applied economics. This text uses explanations and practical illustrations and problems to present computer-intensive ways for applied economists to use the Bayesian method. It emphasizes computation and the study of probability distributions by computer sampling.
Автор: Greenberg Название: Introduction to Bayesian Econometrics ISBN: 110743677X ISBN-13(EAN): 9781107436770 Издательство: Cambridge Academ Рейтинг: Цена: 4381 р. Наличие на складе: Поставка под заказ.
Описание: This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.
Автор: G. S. Maddala Название: Introduction to Econometrics, 3rd Edition ISBN: 0471497282 ISBN-13(EAN): 9780471497288 Издательство: Wiley Рейтинг: Цена: 4949 р. Наличие на складе: Поставка под заказ.
Описание: "Introduction to Econometrics" has been significantly revised to include new developments in the field. The previous editions of this text were renowned for Maddala's clear exposition and the presentation of concepts in an easily accessible manner. The features include: New chapters have been included on panel data analysis, large sample inference and small sample inference; Chapter 14 - Unit Roots and Co-integration has been rewritten to reflect recent developments in the Dickey-Fuller (DF), the Augmented Dickey-Fuller (ADF) tests and the Johansen procedure; and a selection of data sets and the instructor's manual for the book can be found on our web site. Comments on the previous edition: 'Maddala is an outstanding econometrician who has a deep understanding of the use and potential abuse of econometrics...' 'The strengths of the Maddala book are its simplicity, its accessibility and the large number of examples the book contains...' 'The second edition is well written and the chapters are focused and easy to followom beginning to end. Maddala has an outstanding grasp of the issues, and the level of mathematics and statistics is appropriate as well.'
Автор: Westhoff Frank Название: Introduction to Econometrics ISBN: 0262019221 ISBN-13(EAN): 9780262019224 Издательство: Wiley Рейтинг: Цена: 1099 р. Наличие на складе: Невозможна поставка.
Описание:
An introductory textbook (requiring no previous knowledge of probability and statistics) that offers students a solid foundation in regression analysis.
This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book's website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts.
After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students "up to speed" at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques.
- Requires no background in probability and statistics - Regression analysis focus - "Econometrics lab" with Java applet simulations on accompanying Website
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