The Methodology and Practice of Econometrics, Castle, Jennifer; Shephard, Neil
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: 15312.00 р. Наличие на складе: Есть у поставщика 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: J.J. Heckman Название: Handbook of Econometrics,5 ISBN: 0444823409 ISBN-13(EAN): 9780444823403 Издательство: Elsevier Science Рейтинг: Цена: 18022.00 р. Наличие на складе: Поставка под заказ.
Описание: Suitable for econometricians, this book examines models, estimation theory, data analysis and field applications in econometrics.
Автор: Mukherjee, Chandan Etc. White, Howard Wuyts, Mark Название: Econometrics and data analysis for developing countries ISBN: 0415094003 ISBN-13(EAN): 9780415094009 Издательство: Taylor&Francis Рейтинг: Цена: 9798.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A rigorous but accessible foundation to modern data analysis and econometric practice. Contains many examples and exercises and data from developing countries which is available for immediate use on a free floppy disk.
Название: Introduction to Spatial Econometrics ISBN: 142006424X ISBN-13(EAN): 9781420064247 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика 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.
Автор: Yacine Ait-Sahalia Название: Handbook of Financial Econometrics, Vol 2,2 ISBN: 0444535489 ISBN-13(EAN): 9780444535481 Издательство: Elsevier Science Рейтинг: Цена: 12632.00 р. Наличие на складе: Поставка под заказ.
Описание: Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.
Автор: Fumio Hayashi Название: Econometrics ISBN: 0691010188 ISBN-13(EAN): 9780691010182 Издательство: Wiley Рейтинг: Цена: 10296.00 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: M.D. Intriligator Название: Handbook of Econometrics,1 ISBN: 0444861858 ISBN-13(EAN): 9780444861856 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Автор: Z. Griliches Название: Handbook of Econometrics,2 ISBN: 0444861866 ISBN-13(EAN): 9780444861863 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Автор: Michael D. Intriligator Название: Handbook of Econometrics,3 ISBN: 0444861874 ISBN-13(EAN): 9780444861870 Издательство: Elsevier Science Рейтинг: Цена: 19201.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: R. M. Hare, one of the most widely discussed of today`s moral philosophers, here presents his most important essays on religion and education, in which he brings together the theoretical and the practical. The main themes of the book are the relations between religion and morality and the question how children can be educated to think for themselves, freely but rationally, about moral questions.
Автор: Robert Engle Название: Handbook of Econometrics,4 ISBN: 0444887660 ISBN-13(EAN): 9780444887665 Издательство: Elsevier Science Рейтинг: Цена: 16338.00 р. Наличие на складе: Поставка под заказ.
Описание: A reference source and teaching aid for econometricians which examines models, estimation theory, data analysis and field applications in econometrics. Surveys discuss recent developments at a level suitable for professional use or in graduate courses.
Автор: Ait-Sahalia Yacine Название: High-Frequency Financial Econometrics ISBN: 0691161437 ISBN-13(EAN): 9780691161433 Издательство: Wiley Рейтинг: Цена: 8712.00 р. Наличие на складе: 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: Yacine Ait-Sahalia Название: Handbook of Financial Econometrics, Vol 1,1 ISBN: 044450897X ISBN-13(EAN): 9780444508973 Издательство: Elsevier Science Рейтинг: Цена: 19875.00 р. Наличие на складе: Поставка под заказ.
Описание: Covers advances in financial econometrics. This book features topics ranging from a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment.
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