Identification and Inference for Econometric Models

Identification and Inference for Econometric Models PDF Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606

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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Identification and Inference for Econometric Models

Identification and Inference for Econometric Models PDF Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606

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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Econometrics

Econometrics PDF Author: Badi H. Baltagi
Publisher: Springer Nature
ISBN: 3030801497
Category : Business & Economics
Languages : en
Pages : 496

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Book Description
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.

Essays in Honor of Peter C. B. Phillips

Essays in Honor of Peter C. B. Phillips PDF Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 1784411825
Category : Political Science
Languages : en
Pages : 772

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Book Description
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.

Principles of Econometrics

Principles of Econometrics PDF Author: R. Carter Hill
Publisher: John Wiley & Sons
ISBN: 1118452275
Category : Business & Economics
Languages : en
Pages : 1808

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Book Description
Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.

Essays in Honor of M. Hashem Pesaran

Essays in Honor of M. Hashem Pesaran PDF Author: Alexander Chudik
Publisher: Emerald Group Publishing
ISBN: 1802620672
Category : Business & Economics
Languages : en
Pages : 320

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Book Description
The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.

The New Palgrave Dictionary of Economics

The New Palgrave Dictionary of Economics PDF Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493

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Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Dissertation Abstracts International

Dissertation Abstracts International PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 620

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Book Description


Econometric Theory and Practice

Econometric Theory and Practice PDF Author: P. C. B. Phillips
Publisher: Cambridge University Press
ISBN: 9780521807234
Category : Business & Economics
Languages : en
Pages : 390

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Book Description
The essays in this book explore important theoretical and applied advances in econometrics.

The Economics and Econometrics of the Energy-Growth Nexus

The Economics and Econometrics of the Energy-Growth Nexus PDF Author: Angeliki Menegaki
Publisher: Academic Press
ISBN: 0128127473
Category : Business & Economics
Languages : en
Pages : 416

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Book Description
The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures. Provides guidance about selecting and implementing econometric tools and interpreting empirical findings Equips researchers to get clearer pictures of the most robust relationships between variables Covers up-to-date empirical and econometric methods Combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus

Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics PDF Author: Terence C. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1406

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Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.