Problems And Methods Of Econometrics

Author : Ragnar Frisch
Publisher : Routledge
Page : 360 pages
File Size : 55,6 Mb
Release : 2009-06-02
Category : Business & Economics
ISBN : 9781134057641

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Problems and Methods of Econometrics by Ragnar Frisch Pdf

The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general. One of the key individuals in the transformation of economics was Ragnar Frisch, professor at the University of Oslo and the first Nobel Laureate in economics in 1969. He was a co-founder of the Econometric Society in 1930 (after having coined the word econometrics in 1926) and edited the journal Econometrics for twenty-two years. The discovery of the manuscripts of a series of eight lectures given by Frisch at the Henri Poincaré Institute in March–April 1933 on The Problems and Methods of Econometrics will enable economists to more fully understand his overall vision of econometrics. This book is a rare exhibition of Frisch’s overview on econometrics and is published here in English for the first time. Edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer, Frisch’s eight lectures provide an accessible and astute discussion of econometric issues from philosophical foundations to practical procedures. Concerning the development of economics in the twentieth century and the broader visions about economic science in general and econometrics in particular held by Ragnar Frisch, this book will appeal to anyone with an interest in the history of economics and econometrics.

Author : Stanislav Anatolyev,Nikolay Gospodinov
Publisher : CRC Press
Page : 230 pages
File Size : 53,6 Mb
Release : 2011-06-07
Category : Business & Economics
ISBN : 9781439838266

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Methods for Estimation and Inference in Modern Econometrics by Stanislav Anatolyev,Nikolay Gospodinov Pdf

This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.

Author : Christian Gourieroux,Joann Jasiak
Publisher : Princeton University Press
Page : 528 pages
File Size : 53,9 Mb
Release : 2022-12-13
Category : Business & Economics
ISBN : 9780691242361

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Financial Econometrics by Christian Gourieroux,Joann Jasiak Pdf

Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date—essential in today's rapidly evolving financial environment—Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.

Author : Roberto Pedace
Publisher : John Wiley & Sons
Page : 380 pages
File Size : 53,5 Mb
Release : 2013-06-05
Category : Business & Economics
ISBN : 9781118533871

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Econometrics For Dummies by Roberto Pedace Pdf

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 784 pages
File Size : 54,8 Mb
Release : 2002
Category : Business & Economics
ISBN : 0262232197

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Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge Pdf

A comprehensive state-of-the-art text on microeconometric methods.

Author : John Johnston
Publisher : McGraw-Hill Companies
Page : 584 pages
File Size : 42,8 Mb
Release : 1984
Category : Business & Economics
ISBN : STANFORD:36105001924310

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Econometric Methods by John Johnston Pdf

In writing this new edition we have had two major objectives. The first is to provide a comprehensive and accessible account of available econometric methods. The second is to illustrate these methods with applications to some real data sets, which are given on the data diskette that accompanies the book; thus, the reader can replicate the applications in the text, experiment with some of the problems suggested at the chapter ends, and carry out further analyses of her own choosing.

Author : Conrad Emanuel Victor Leser
Publisher : Unknown
Page : 134 pages
File Size : 50,6 Mb
Release : 1966
Category : Econometrics
ISBN : UOM:39015065647078

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Econometric Techniques and Problems by Conrad Emanuel Victor Leser Pdf

Author : Peter Kennedy
Publisher : John Wiley & Sons
Page : 608 pages
File Size : 40,7 Mb
Release : 2008-02-19
Category : Business & Economics
ISBN : 9781405182577

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A Guide to Econometrics by Peter Kennedy Pdf

Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Author : American Bar Association. Section of Antitrust Law
Publisher : American Bar Association
Page : 524 pages
File Size : 52,9 Mb
Release : 2005
Category : Business & Economics
ISBN : 1590315170

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Econometrics by American Bar Association. Section of Antitrust Law Pdf

"The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.

Author : James J. Heckman,Edward Leamer
Publisher : Elsevier
Page : 1013 pages
File Size : 54,5 Mb
Release : 2007-12-13
Category : Business & Economics
ISBN : 9780080556284

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Handbook of Econometrics by James J. Heckman,Edward Leamer Pdf

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6B offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend. *Part of the renowned Handbooks in Economics Series*Updates and expands the exisiting Handbook of Econometrics volumes*An invaluable reference written by some of the world's leading econometricians.

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 1058 pages
File Size : 42,7 Mb
Release : 2005-05-09
Category : Business & Economics
ISBN : 9781139444866

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Microeconometrics by A. Colin Cameron,Pravin K. Trivedi Pdf

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Author : Jean-Pierre Florens,Velayoudom Marimoutou,Anne Peguin-Feissolle
Publisher : Cambridge University Press
Page : 17 pages
File Size : 40,8 Mb
Release : 2007-07-02
Category : Business & Economics
ISBN : 9781139466776

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Econometric Modeling and Inference by Jean-Pierre Florens,Velayoudom Marimoutou,Anne Peguin-Feissolle Pdf

Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.

Author : Humberto Barreto,Frank Howland
Publisher : Cambridge University Press
Page : 810 pages
File Size : 40,9 Mb
Release : 2006
Category : Business & Economics
ISBN : 0521843197

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Introductory Econometrics by Humberto Barreto,Frank Howland Pdf

This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.

Author : Oliver Linton
Publisher : Cambridge University Press
Page : 585 pages
File Size : 50,7 Mb
Release : 2019-02-21
Category : Business & Economics
ISBN : 9781107177154

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Financial Econometrics by Oliver Linton Pdf

Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

Author : David A. Belsley,Erricos Kontoghiorghes
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 44,9 Mb
Release : 2009-08-18
Category : Mathematics
ISBN : 9780470748909

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Handbook of Computational Econometrics by David A. Belsley,Erricos Kontoghiorghes Pdf

Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software, and algorithms for control, optimization, and estimation. Each topic is fully introduced before proceeding to a more in-depth examination of the relevant methodologies and valuable illustrations. This book: Provides self-contained treatments of issues in computational econometrics with illustrations and invaluable bibliographies. Brings together contributions from leading researchers. Develops the techniques needed to carry out computational econometrics. Features network studies, non-parametric estimation, optimization techniques, Bayesian estimation and inference, testing methods, time-series analysis, linear and nonlinear methods, VAR analysis, bootstrapping developments, signal extraction, software history and evaluation. This book will appeal to econometricians, financial statisticians, econometric researchers and students of econometrics at both graduate and advanced undergraduate levels.