Author: Frank Westhoff
Publisher:
ISBN: 9780262019224
Category : Econometric models
Languages : en
Pages : 0
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Book Description
An introductory textbook (requiring no previous knowledge of probability and statistics) that offers students a solid foundation in regression analysis. This unique introduction to econometrics provides undergraduate students with a command of regression analysis in one semester, enabling them to grasp the empirical literature and undertake serious quantitative projects of their own. It does not assume any previous exposure to probability and statistics but does discuss the concepts in these areas that are essential for econometrics. The bulk of the textbook is devoted to regression analysis, from simple to advanced topics. Students will gain an intuitive understanding of the mathematical concepts; Java applet simulations on the book's website demonstrate how the algebraic equations are derived in the text and are designed to reinforce the important concepts. After presenting the essentials of probability and statistics, the book covers simple regression analysis, multiple regression analysis, and advanced topics including heteroskedasticity, autocorrelation, large sample properties, instrumental variables, measurement error, omitted variables, panel data, simultaneous equations, and binary/truncated dependent variables. Two optional chapters treat additional probability and statistics topics. Each chapter offers examples, prep problems (bringing students "up to speed" at the beginning of a chapter), review questions, and exercises. An accompanying website offers students easy access to Java simulations and data sets (available in EViews, Stata, and Excel files). After a single semester spent mastering the material presented in this book, students will be prepared to take any of the many elective courses that use econometric techniques. * Requires no background in probability and statistics * Regression analysis focus * "Econometrics lab" with Java applet simulations on accompanying Website
Author: Christopher Dougherty
Publisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593
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Book Description
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 0387773185
Category : Business & Economics
Languages : en
Pages : 229
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Book Description
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: A. Ronald Gallant
Publisher: Princeton University Press
ISBN: 0691016453
Category : Business & Economics
Languages : en
Pages : 213
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Book Description
Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A. Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well. In addition to covering the basic tools of empirical work in economics and finance, Gallant devotes particular attention to motivating ideas and presenting them as the solution to practical problems. For example, he presents correlation, regression, and conditional expectation as a means of obtaining the best approximation of one random variable by some function of another. He considers linear, polynomial, and unrestricted functions, and leads the reader to the notion of conditioning on a sigma-algebra as a means for finding the unrestricted solution. The reader thus gains an understanding of the relationships among linear, polynomial, and unrestricted solutions. Proofs of results are presented when the proof itself aids understanding or when the proof technique has practical value. A major text-treatise by one of the leading scholars in this field, An Introduction to Econometric Theory will prove valuable not only to graduate students but also to all economists, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics.
Author: James H. Stock
Publisher:
ISBN: 9780134461991
Category : Econometrics
Languages : en
Pages : 755
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Book Description
Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.-Publisher's description.
Author: James H. Stock
Publisher: Prentice Hall
ISBN: 9780133486872
Category : Econometrics
Languages : en
Pages : 0
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Book Description
For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life. Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: Personalized learning with MyEconLab-recommendations to help students better prepare for class, quizzes, and exams-and ultimately achieve improved comprehension in the course. Keeping it current with new and updated discussions on topics of particular interest to today's students. Presenting consistency through theory that matches application. Offering a full array of pedagogical features. Note: You are purchasing a standalone product; MyEconLab does not come packaged with this content. If you would like to purchase both the physical text and MyEconLab search for ISBN-10: 0133595420 ISBN-13: 9780133595420. That package includes ISBN-10: 0133486877 /ISBN-13: 9780133486872 and ISBN-10: 0133487679/ ISBN-13: 9780133487671. MyEconLab is not a self-paced technology and should only be purchased when required by an instructor.
Author: Neeraj R Hatekar
Publisher: SAGE Publications
ISBN: 8132104692
Category : Business & Economics
Languages : en
Pages : 462
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Book Description
This textbook makes learning the basic principles of econometrics easy for all undergraduate and graduate students of economics. It takes the readers step-by-step from introduction to understanding, first introducing the basic statistical tools like concepts of probability, statistical distributions, and hypothesis tests, and then going on to explain the two variable linear regression models along with certain additional tools like use of dummy variables, various data transformations amongst others. The most innovative feature of this textbook is that it familiarizes students with the role of R, which is a flexible and popular programming language. With its help, the student will be able to implement a linear regression model and deal with the associated problems with substantial confidence.
Author: James Davidson
Publisher: John Wiley & Sons
ISBN: 111948488X
Category : Business & Economics
Languages : en
Pages : 261
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Book Description
A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof. The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text: Presents a guide for teaching econometric methods to undergraduate and graduate students of economics, statistics or finance Offers proven classroom-tested material Contains sets of exercises that accompany each chapter Includes a companion website that hosts additional materials, solution manual and lecture slides Written for undergraduates and graduate students of economics, statistics or finance, An Introduction to Econometric Theory is an essential beginner’s guide to the underpinnings of econometrics.
Author: Christopher F. Baum
Publisher: Stata Press
ISBN: 1597180130
Category : Business & Economics
Languages : en
Pages : 362
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Book Description
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Author: A.A. Walters
Publisher: Springer
ISBN: 1349152773
Category : Business & Economics
Languages : en
Pages : 377
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Book Description
