Basic Econometrics

Basic Econometrics PDF Author: Damodar Gujarati
Publisher:
ISBN:
Category :
Languages : en
Pages : 462

Get Book Here

Book Description

Basic Econometrics

Basic Econometrics PDF Author: Damodar Gujarati
Publisher:
ISBN:
Category :
Languages : en
Pages : 462

Get Book Here

Book Description


Introductory Econometrics for Finance

Introductory Econometrics for Finance PDF Author: Chris Brooks
Publisher: Cambridge University Press
ISBN: 1139472305
Category : Business & Economics
Languages : en
Pages : 752

Get Book Here

Book Description
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.

Econometrics For Dummies

Econometrics For Dummies PDF Author: Roberto Pedace
Publisher: John Wiley & Sons
ISBN: 1118533879
Category : Business & Economics
Languages : en
Pages : 380

Get Book Here

Book Description
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.

Econometrics

Econometrics PDF Author: Aaron C. Johnson
Publisher: MacMillan Publishing Company
ISBN:
Category : Business & Economics
Languages : en
Pages : 504

Get Book Here

Book Description


Introductory Econometrics

Introductory Econometrics PDF Author: Humberto Barreto
Publisher: Cambridge University Press
ISBN: 9780521843195
Category : Business & Economics
Languages : en
Pages : 810

Get Book Here

Book Description
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.

Applied Econometrics with R

Applied Econometrics with R PDF Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 0387773185
Category : Business & Economics
Languages : en
Pages : 229

Get Book Here

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.

Introduction to Econometrics

Introduction to Econometrics PDF Author: Christopher Dougherty
Publisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593

Get Book Here

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.

Econometrics

Econometrics PDF Author: Fumio Hayashi
Publisher: Princeton University Press
ISBN: 1400823838
Category : Business & Economics
Languages : en
Pages : 708

Get Book Here

Book Description
The most authoritative and comprehensive synthesis of modern econometrics available Econometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series and cross-section analysis fully, giving readers a unified framework for understanding and integrating results. Econometrics covers all the important topics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models, such as probit and tobit, are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient way. Virtually all the chapters include empirical applications drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises provide students with hands-on experience applying the techniques covered. The exposition is rigorous yet accessible, requiring a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For students who intend to write a thesis on applied topics, the empirical applications in Econometrics are an excellent way to learn how to conduct empirical research. For theoretically inclined students, the no-compromise treatment of basic techniques is an ideal preparation for more advanced theory courses.

Introductory Econometrics

Introductory Econometrics PDF Author: Jeffrey Zax
Publisher: Stanford University Press
ISBN: 0804777209
Category : Business & Economics
Languages : en
Pages : 673

Get Book Here

Book Description
Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.

Basic Econometrics

Basic Econometrics PDF Author: Dr.M.Chitra
Publisher: Shanlax Publications
ISBN: 9395422769
Category : Business & Economics
Languages : en
Pages : 115

Get Book Here

Book Description
This book is a guide for students who are studying econometrics as a course in their programme, There are 5 modules or units in this study material. The first unit explicate from the origin of econometrics, meaning, definition, need econometrics as a separate discipline, the scope of econometrics, Methodology of Econometrics, Reasons for introduction of stochastic error term, the difference between economic and econometric model and limitation. The second unit depicts about the simple linear regression in the aspects of its assumptions, derivations of its estimation of parameter value, properties and its technical note, applications of simple linear regression with examples. The third unit is the extension of simple linear regression as multiple regression with basic input with examples for applying in reality. The fourth unit briefly explains the violations of assumptions such as multicollinearity, homesecdasticity, autocorrelation, and specification errors in the aspects of causes, consequences, way of diagnostic the presence or absence and the remedies to rectify the issues. The fifth module or unit introduces about the qualitative response models with dummies, distributed lag models with importance’s of lag, analysis of variance, analysis of covariance, comparison of analysis of variance and analysis of covariance. The last unit attempted to explain about the free open source software Gretel to apply in need of finding solution to an economic phenomenon. The Glossary is attached in the annexure for a better understanding the terminology of econometrics which will support to face multiple choice questions of any competitive examinations in national and state level. In Simple words, this book is a guide to get the knowledge of econometrics and apply the same into reality wherever necessary.