Автор: Verbeek M Название: A Guide to Modern Econometrics ISBN: 1119951674 ISBN-13(EAN): 9781119951674 Издательство: Wiley 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
Старое издание
Автор: Marno Verbeek Название: A Guide to Modern Econometrics, 2nd Edition ISBN: 0470857730 ISBN-13(EAN): 9780470857731 Издательство: Wiley Цена: 4536 р. Наличие на складе: Поставка под заказ. Описание: This revised and updated edition of "A Guide to Modern Econometrics" continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments; Empirical examples drawn from a wide variety of fields including labour economics, finance, intnational economics, environmental economics and macroeconomics; and End-of-chapter exercises review key concepts in light of empirical examples.
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: Fumio Hayashi Название: Econometrics ISBN: 0691010188 ISBN-13(EAN): 9780691010182 Издательство: Wiley Рейтинг: Цена: 7563 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.
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: Marno Verbeek Название: A Guide to Modern Econometrics, 2nd Edition ISBN: 0470857730 ISBN-13(EAN): 9780470857731 Издательство: Wiley Цена: 4536 р. Наличие на складе: Поставка под заказ.
Описание: This revised and updated edition of "A Guide to Modern Econometrics" continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments; Empirical examples drawn from a wide variety of fields including labour economics, finance, intnational economics, environmental economics and macroeconomics; and End-of-chapter exercises review key concepts in light of empirical examples.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 6600 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.
Автор: Gujarati, Damodar N. Название: Basic econometrics ISBN: 0071276254 ISBN-13(EAN): 9780071276252 Издательство: McGraw-Hill Рейтинг: Цена: 5198 р. Наличие на складе: Невозможна поставка.
Описание: Gujarati and Porter`s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level.
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
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.
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.
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.
Автор: Henderson Название: Applied Nonparametric Econometrics ISBN: 0521279682 ISBN-13(EAN): 9780521279680 Издательство: Cambridge Academ Рейтинг: Цена: 4929 р. Наличие на складе: Поставка под заказ.
Описание: The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignore the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Описание: The field of econometrics has gone through remarkable changes during the last decades. The earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any kind of economic data. Contributions to Modern Econometrics represents a collection of recent economic applications of modern econometrics and methodological developments. It converse topics such as: -Effects of data quality on monetary policy, -Empirical comparison of alternative monetary aggregates, -Empirical tests of theories for the term structure of interest rates, -Financial econometrics for heavy-tailed returns, -The transformation of the Polish economy, -Labor economics, -Econometric modeling of household and investment decisions, -modeling with limited dependent variables, -testing for units roots, -Alternative smoothing algorithms, -Latent-variable models with error in variables. Contributions to Modern Econometrics is of interest to researchers and students in economics as well as practitioners in business, industry and public institutions who want to learn about recent developments in the field of econometrics.
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