Contributions to Modern Econometrics, Ingo Klein; Stefan Mittnik
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: B. Raj; J. Koerts Название: Henri Theil`s Contributions to Economics and Econometrics ISBN: 0792316649 ISBN-13(EAN): 9780792316640 Издательство: Springer Рейтинг: Цена: 30606.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contain an account of Professor Henri Theil`s career as a leader, advisor, administrator, teacher, and researcher in economics and econometrics. This work also contains a selection of his contributions in many areas, such as econometrics, demand analysis, information theory, forecasting, statistics, economic policy analysis and management science.
Автор: B. Raj; J. Koerts Название: Henri Theil`s Contributions to Economics and Econometrics ISBN: 0792316657 ISBN-13(EAN): 9780792316657 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: One of three volumes containing an account of Professor Henri Theil`s career. They contain a selection of his contributions to such areas as econometrics, demand analysis, information theory, forecasting, statistics and management science.
Автор: H. Schneeweiss; H. Strecker Название: Contributions to Econometrics and Statistics Today ISBN: 3642701914 ISBN-13(EAN): 9783642701917 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: B. Raj; J. Koerts Название: Henri Theil`s Contributions to Economics and Econometrics ISBN: 9401051240 ISBN-13(EAN): 9789401051248 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil`s contributions to economics and econometrics in three volumes.
Автор: B. Raj; J. Koerts Название: Henri Theil`s Contributions to Economics and Econometrics ISBN: 9401050627 ISBN-13(EAN): 9789401050623 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil`s contributions to economics and econometrics in three volumes.
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: Brooks Название: Introductory Econometrics for Finance ISBN: 1107661455 ISBN-13(EAN): 9781107661455 Издательство: Cambridge Academ Рейтинг: Цена: 7918.00 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: Ronald Bewley Название: Contributions to Consumer Demand and Econometrics ISBN: 1349122238 ISBN-13(EAN): 9781349122233 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains essays on consumer demand and econometrics written in honour of Professor Henri Theil. The essays report the results of current pioneering research work and cover a variety of topics including inequality tests, mixing forecasts and dynamic panel data models.
Автор: Henderson Название: Applied Nonparametric Econometrics ISBN: 0521279682 ISBN-13(EAN): 9780521279680 Издательство: Cambridge Academ Рейтинг: Цена: 6653.00 р. Наличие на складе: Есть у поставщика 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, discussing basic to advanced nonparametric methods with applications.
Автор: Joseph Plasmans Название: Modern Linear and Nonlinear Econometrics ISBN: 1441938311 ISBN-13(EAN): 9781441938312 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way.
Автор: Verbeek M Название: A Guide to Modern Econometrics ISBN: 1119951674 ISBN-13(EAN): 9781119951674 Издательство: Wiley Рейтинг: Цена: 7918.00 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
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