Statistics And Econometrics

Author : Charles B Moss
Publisher : CRC Press
Page : 366 pages
File Size : 45,7 Mb
Release : 2014-10-16
Category : Business & Economics
ISBN : 9781466594098

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Mathematical Statistics for Applied Econometrics by Charles B Moss Pdf

An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Author : Oliver Linton
Publisher : Academic Press
Page : 388 pages
File Size : 47,8 Mb
Release : 2017-03-04
Category : Business & Economics
ISBN : 9780128104965

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Probability, Statistics and Econometrics by Oliver Linton Pdf

Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative data in economic decision-making. The book covers much of the groundwork for probability and inference before proceeding to core topics in econometrics. Authored by one of the leading econometricians in the field, it is a unique and valuable addition to the current repertoire of econometrics textbooks and reference books. Synthesizes three substantial areas of research, ensuring success in a subject matter than can be challenging to newcomers Focused and modern coverage that provides relevant examples from economics and finance Contains some modern frontier material, including bootstrap and lasso methods not treated in similar-level books Collects the necessary material for first semester Economics PhD students into a single text

Author : Abdelaati Daouia,Anne Ruiz-Gazen
Publisher : Springer Nature
Page : 713 pages
File Size : 42,8 Mb
Release : 2021-06-14
Category : Mathematics
ISBN : 9783030732493

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Advances in Contemporary Statistics and Econometrics by Abdelaati Daouia,Anne Ruiz-Gazen Pdf

This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.

Author : Dale J. Poirier
Publisher : MIT Press
Page : 744 pages
File Size : 52,7 Mb
Release : 1995
Category : Business & Economics
ISBN : 0262161494

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Intermediate Statistics and Econometrics by Dale J. Poirier Pdf

The standard introductory texts to mathematical statistics leave the Bayesian approach to be taught later in advanced topics courses-giving students the impression that Bayesian statistics provide but a few techniques appropriate in only special circumstances. Nothing could be further from the truth, argues Dale Poirier, who has developed a course for teaching comparatively both the classical and the Bayesian approaches to econometrics. Poirier's text provides a thoroughly modern, self-contained, comprehensive, and accessible treatment of the probability and statistical foundations of econometrics with special emphasis on the linear regression model. Written primarily for advanced undergraduate and graduate students who are pursuing research careers in economics, Intermediate Statistics and Econometrics offers a broad perspective, bringing together a great deal of diverse material. Its comparative approach, emphasis on regression and prediction, and numerous exercises and references provide a solid foundation for subsequent courses in econometrics and will prove a valuable resource to many nonspecialists who want to update their quantitative skills. The introduction closes with an example of a real-world data set-the Challengerspace shuttle disaster-that motivates much of the text's theoretical discussion. The ten chapters that follow cover basic concepts, special distributions, distributions of functions of random variables, sampling theory, estimation, hypothesis testing, prediction, and the linear regression model. Appendixes contain a review of matrix algebra, computation, and statistical tables.

Author : Takeshi Amemiya
Publisher : Harvard University Press
Page : 392 pages
File Size : 44,7 Mb
Release : 1994
Category : Econometrics
ISBN : 0674462254

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Introduction to Statistics and Econometrics by Takeshi Amemiya Pdf

Comic Amy Schumer performs a stand-up set in San Francisco devoted to various aspects of her sex life and her feelings about her own body. ~ Perry Seibert, Rovi

Author : Gary Smith
Publisher : Academic Press
Page : 396 pages
File Size : 40,8 Mb
Release : 2015-06-08
Category : Mathematics
ISBN : 9780128034927

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Essential Statistics, Regression, and Econometrics by Gary Smith Pdf

Essential Statistics, Regression, and Econometrics, Second Edition, is innovative in its focus on preparing students for regression/econometrics, and in its extended emphasis on statistical reasoning, real data, pitfalls in data analysis, and modeling issues. This book is uncommonly approachable and easy to use, with extensive word problems that emphasize intuition and understanding. Too many students mistakenly believe that statistics courses are too abstract, mathematical, and tedious to be useful or interesting. To demonstrate the power, elegance, and even beauty of statistical reasoning, this book provides hundreds of new and updated interesting and relevant examples, and discusses not only the uses but also the abuses of statistics. The examples are drawn from many areas to show that statistical reasoning is not an irrelevant abstraction, but an important part of everyday life. Includes hundreds of updated and new, real-world examples to engage students in the meaning and impact of statistics Focuses on essential information to enable students to develop their own statistical reasoning Ideal for one-quarter or one-semester courses taught in economics, business, finance, politics, sociology, and psychology departments, as well as in law and medical schools Accompanied by an ancillary website with an instructors solutions manual, student solutions manual and supplementing chapters

Author : Orley Ashenfelter,Phillip B. Levine,David J. Zimmerman
Publisher : Unknown
Page : 328 pages
File Size : 54,8 Mb
Release : 2003
Category : Business & Economics
ISBN : UOM:39015055595881

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Statistics and Econometrics by Orley Ashenfelter,Phillip B. Levine,David J. Zimmerman Pdf

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are critical to practical application econometrics.

Author : Thad W. Mirer
Publisher : Macmillan College
Page : 424 pages
File Size : 40,8 Mb
Release : 1988
Category : Business & Economics
ISBN : MINN:31951002451212J

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Economic Statistics and Econometrics by Thad W. Mirer Pdf

Combines technique with application using real data sets. The core of the book (Chapters 1-13) covers the basic statistical concepts necessary for econometrics with an emphasis on regression analysis. Part V is a treatment of advanced econometrics theory.

Author : Katarzyna Kopczewska
Publisher : Routledge
Page : 725 pages
File Size : 49,5 Mb
Release : 2020-11-25
Category : Business & Economics
ISBN : 9781000079784

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Applied Spatial Statistics and Econometrics by Katarzyna Kopczewska Pdf

This textbook is a comprehensive introduction to applied spatial data analysis using R. Each chapter walks the reader through a different method, explaining how to interpret the results and what conclusions can be drawn. The author team showcases key topics, including unsupervised learning, causal inference, spatial weight matrices, spatial econometrics, heterogeneity and bootstrapping. It is accompanied by a suite of data and R code on Github to help readers practise techniques via replication and exercises. This text will be a valuable resource for advanced students of econometrics, spatial planning and regional science. It will also be suitable for researchers and data scientists working with spatial data.

Author : Edward J. Kane
Publisher : Unknown
Page : 484 pages
File Size : 55,9 Mb
Release : 1968
Category : Econometrics
ISBN : UCSC:32106006423732

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Economic Statistics and Econometrics by Edward J. Kane Pdf

Author : Christian Gourieroux
Publisher : Unknown
Page : 526 pages
File Size : 48,6 Mb
Release : 1995
Category : Econometric models
ISBN : 0521478375

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Statistics and Econometric Models by Christian Gourieroux Pdf

Author : Christian Kleiber,Achim Zeileis
Publisher : Springer Science & Business Media
Page : 229 pages
File Size : 49,8 Mb
Release : 2008-12-10
Category : Business & Economics
ISBN : 9780387773186

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Applied Econometrics with R by Christian Kleiber,Achim Zeileis Pdf

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Author : Hisashi Tanizaki
Publisher : CRC Press
Page : 534 pages
File Size : 50,5 Mb
Release : 2004-01-21
Category : Mathematics
ISBN : 9780824750886

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Computational Methods in Statistics and Econometrics by Hisashi Tanizaki Pdf

Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. The author explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. The book offers straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. A CD-ROM packaged with the book contains all of the source codes used in the text.

Author : Samuel Karlin,Takeshi Amemiya,Leo A. Goodman
Publisher : Academic Press
Page : 590 pages
File Size : 41,7 Mb
Release : 2014-05-10
Category : Business & Economics
ISBN : 9781483268033

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Studies in Econometrics, Time Series, and Multivariate Statistics by Samuel Karlin,Takeshi Amemiya,Leo A. Goodman Pdf

Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson’s probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.

Author : Herman J. Bierens
Publisher : Cambridge University Press
Page : 356 pages
File Size : 52,9 Mb
Release : 2004-12-20
Category : Business & Economics
ISBN : 0521542243

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Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens Pdf

This book is intended for use in a rigorous introductory PhD level course in econometrics.