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.
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: Dougherty, Christopher Название: Introduction to Econometrics ISBN: 0199567085 ISBN-13(EAN): 9780199567089 Издательство: Oxford Academ Рейтинг: Цена: 6298 р. Наличие на складе: Поставка под заказ.
Описание: Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises throughout to encourage students to apply the techniques and gain confidence with, this new edition has been thoroughly revised in line with market feedback. Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters.
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: Westhoff Frank Название: Introduction to Econometrics ISBN: 0262019221 ISBN-13(EAN): 9780262019224 Издательство: Wiley Рейтинг: Цена: 1099 р. Наличие на складе: Невозможна поставка.
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
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: 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.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
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: 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
Название: Introduction to Spatial Econometrics ISBN: 142006424X ISBN-13(EAN): 9781420064247 Издательство: Taylor&Francis Рейтинг: Цена: 13061 р. Наличие на складе: Поставка под заказ.
Описание: Presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observations. This title explores a range of alternative topics, including maximum likelihood and Bayesian estimation and applied modeling situations involving different circumstances.
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