Контакты/Проезд  Доставка и Оплата Помощь/Возврат
История
  +7(495) 980-12-10
  пн-пт: 10-18
  shop@logobook.ru
   
    Поиск книг                    Поиск по списку ISBN Расширенный поиск    
Найти
  Зарубежные издательства Российские издательства  
Авторы | Каталог книг | Издательства | Новинки | Учебная литература | Акции | Cертификаты | Хиты | | |
 

Econometric Modeling and Inference, Jean-Pierre Florens



Варианты приобретения
Цена: 5614р.
Кол-во:
 о цене
Наличие: Отсутствует. Возможна поставка под заказ.

При оформлении заказа до: 28 июл 2022
Ориентировочная дата поставки: Август
При условии наличия книги у поставщика.

Добавить в корзину
в Мои желания

Автор: Jean-Pierre Florens
Название:  Econometric Modeling and Inference
Перевод названия: Жан-Пьер Флоран: Экономическое моделирование и выводы из него
ISBN: 9780521700061
Издательство: Cambridge Academ
Классификация:
ISBN-10: 052170006X
Обложка/Формат: Paperback
Страницы: 384
Вес: 0.702 кг.
Дата издания: 02.07.2007
Серия: Themes in Modern Econometrics
Язык: English
Размер: 229 x 152 x 29
Читательская аудитория: Professional & vocational
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Дополнительное описание: Part I. Statistical Methods: 1. Statistical models; 2. Sequential models and asymptotics; 3. Estimation by maximization and by the method of moments; 4. Asymptotic tests; 5. Nonparametric methods; 6. Simulation methods; Part II. Regression Models: 7. Cond




Mostly harmless econometrics

Автор: Angrist, J.d. Pischke, Jorn-steffen
Название: Mostly harmless econometrics
ISBN: 0691120358 ISBN-13(EAN): 9780691120355
Издательство: Wiley
Рейтинг:
Цена: 4813 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.

Introductory Econometrics for Finance

Автор: Brooks
Название: Introductory Econometrics for Finance
ISBN: 1107661455 ISBN-13(EAN): 9781107661455
Издательство: Cambridge Academ
Рейтинг:
Цена: 6846 р.
Наличие на складе: Поставка под заказ.

Описание: This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.

Methods for estimation and inference in modern econometrics

Автор: Anatolyev, Stanislav Gospodinov, Nikolay
Название: Methods for estimation and inference in modern econometrics
ISBN: 1439838240 ISBN-13(EAN): 9781439838242
Издательство: Taylor&Francis
Рейтинг:
Цена: 11686 р.
Наличие на складе: Поставка под заказ.

Описание:

Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.





Topics covered include:







  • Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference


  • Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models


  • Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences






Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.

Identification and Inference for Econometric Models

Автор: Edited by Donald W. K. Andrews
Название: Identification and Inference for Econometric Models
ISBN: 052184441X ISBN-13(EAN): 9780521844413
Издательство: Cambridge Academ
Рейтинг:
Цена: 12461 р.
Наличие на складе: Поставка под заказ.

Описание: This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose new ones. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

Bayesian Inference in Dynamic Econometric Models

Автор: Bauwens, Luc;Lubrano, Michel;Richard, Jean-Francoi
Название: Bayesian Inference in Dynamic Econometric Models
ISBN: 0198773129 ISBN-13(EAN): 9780198773122
Издательство: Oxford Academ
Рейтинг:
Цена: 21570 р.
Наличие на складе: Поставка под заказ.

Описание: This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods.

A Guide to Modern Econometrics

Автор: Verbeek M
Название: A Guide to Modern Econometrics
ISBN: 1119951674 ISBN-13(EAN): 9781119951674
Издательство: Wiley
Рейтинг:
Цена: 6874 р.
Наличие на складе: Поставка под заказ.

Описание: This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at www.wileyeurope.com/college/verbeek

Simulation-based Inference in Econometrics

Автор: Edited by Roberto Mariano
Название: Simulation-based Inference in Econometrics
ISBN: 0521591120 ISBN-13(EAN): 9780521591126
Издательство: Cambridge Academ
Рейтинг:
Цена: 13421 р.
Наличие на складе: Поставка под заказ.

Описание: This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

Simulation-based Inference in Econometrics

Автор: Mariano, Roberto S.
Название: Simulation-based Inference in Econometrics
ISBN: 052108802X ISBN-13(EAN): 9780521088022
Издательство: Cambridge Academ
Рейтинг:
Цена: 4792 р.
Наличие на складе: Поставка под заказ.

Описание: An overview of the techniques and practices involved in simulation-based inference.

An Introduction to Modern Econometrics Using Stata

Автор: Baum
Название: An Introduction to Modern Econometrics Using Stata
ISBN: 1597180130 ISBN-13(EAN): 9781597180139
Издательство: Taylor&Francis
Рейтинг:
Цена: 11961 р.
Наличие на складе: Невозможна поставка.

Описание: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.

Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521139813 ISBN-13(EAN): 9780521139816
Издательство: Cambridge Academ
Рейтинг:
Цена: 8900 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Econometric Modeling and Inference

Автор: Jean-Pierre Florens
Название: Econometric Modeling and Inference
ISBN: 0521876400 ISBN-13(EAN): 9780521876407
Издательство: Cambridge Academ
Рейтинг:
Цена: 9722 р.
Наличие на складе: Поставка под заказ.

Описание: Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.

Econometric Modelling with Time Series

Автор: Martin
Название: Econometric Modelling with Time Series
ISBN: 0521196604 ISBN-13(EAN): 9780521196604
Издательство: Cambridge Academ
Рейтинг:
Цена: 13420 р.
Наличие на складе: Поставка под заказ.

Описание: This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.


ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
   В Контакте     В Контакте Мед  Мобильная версия