Studies in Global Econometrics, H. Theil; Dongling Chen; Kenneth W. Clements; Char
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: Greenberg Название: Introduction to Bayesian Econometrics ISBN: 1107015316 ISBN-13(EAN): 9781107015319 Издательство: Cambridge Academ Рейтинг: Цена: 8078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This textbook is an introduction to econometrics from the Bayesian viewpoint. New material includes a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The R programming language is also emphasized.
Описание: This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
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: Lee C. Adkins and R. Название: Using Stata for Principles of Econometrics, 4th Edition ISBN: 111803208X ISBN-13(EAN): 9781118032084 Издательство: Wiley Рейтинг: Цена: 15515.00 р. Наличие на складе: Поставка под заказ.
Описание: The first major volume to place U.S.-centered labor history in a transnational or U.S.-in-the-world focus, Workers Across the Americas invites the leading authors in the field to explore themes of Labor and Empire, Indigenous Peoples and Labor Systems, International Feminism and Reproductive Labor, Labor Recruitment and Immigration Control, Transnational Labor Politics, and Labor Internationalism.
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: Dougherty Christopher Название: Introduction to Econometrics, 5 ed. ISBN: 0199676828 ISBN-13(EAN): 9780199676828 Издательство: Oxford Academ Рейтинг: Цена: 12037.00 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.
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: 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
Автор: H. Theil; Dongling Chen; Kenneth W. Clements; Char Название: Studies in Global Econometrics ISBN: 0792336607 ISBN-13(EAN): 9780792336600 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume features a collection of essays on the use of cross-country data based on purchasing power parities. The two major applications are the development over time of per capital gross domestic products and the fitting of cross-country demand equations for broad groups of consumer goods.
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: Hans Schneewei?; Klaus F. Zimmermann Название: Studies in Applied Econometrics ISBN: 3790807168 ISBN-13(EAN): 9783790807165 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives.
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