Author: Johnbosco Ozigbu
Publisher:
ISBN: 9781794663282
Category :
Languages : en
Pages : 348
Book Description
This book provides a simplified approach to theoretical and applied econometrics. It also offers a broad introduction to econometrics, which makes it very useful in addressing the challenges that students, researchers and policy makers face in understanding the core tenets of econometrics. The book is designed to shape the career of students interested in econometrics research in accordance with the changing dimensions of the quantitative approach to economics. It also exposes readers to various macroeconometric models in different circumstances that involve economic and financial time series analysis. Practice tests comprising essay and multiple choice questions are provided at the end of each chapter to enable readers to evaluate their understanding of the concepts discussed in the preceding chapter. The expected readership of this book includes researchers, policy makers and students in the fields of Economics, Banking and Finance, Accounting, Business Administration, Marketing and other aspects of social sciences and business studies. This book is also useful for anyone interested in learning about the field of econometrics.ABOUT THE AUTHORJohnbosco C. Ozigbu is currently a PhD student at Rivers State University, Port Harcourt, Nigeria. He obtained a BSc. in Marketing from Abia State University, Uturu, in 1995. He also holds an MBA (2013) and an MSc. in International Economics and Finance (2017) from Rivers State University, Port Harcourt. Johnbosco C. Ozigbu has to his credit Socio-economic globalization and structural transformation in Nigeria published by Lap Lambert Academic Publishing, a member of OmniScriptum Publishing Group. He has also published extensively in reputable academic journals across the world and has presented many papers at both local and international academic conferences. He is a member of the European Economic Association.
Econometrics Made Easy
Author: Johnbosco Ozigbu
Publisher:
ISBN: 9781794663282
Category :
Languages : en
Pages : 348
Book Description
This book provides a simplified approach to theoretical and applied econometrics. It also offers a broad introduction to econometrics, which makes it very useful in addressing the challenges that students, researchers and policy makers face in understanding the core tenets of econometrics. The book is designed to shape the career of students interested in econometrics research in accordance with the changing dimensions of the quantitative approach to economics. It also exposes readers to various macroeconometric models in different circumstances that involve economic and financial time series analysis. Practice tests comprising essay and multiple choice questions are provided at the end of each chapter to enable readers to evaluate their understanding of the concepts discussed in the preceding chapter. The expected readership of this book includes researchers, policy makers and students in the fields of Economics, Banking and Finance, Accounting, Business Administration, Marketing and other aspects of social sciences and business studies. This book is also useful for anyone interested in learning about the field of econometrics.ABOUT THE AUTHORJohnbosco C. Ozigbu is currently a PhD student at Rivers State University, Port Harcourt, Nigeria. He obtained a BSc. in Marketing from Abia State University, Uturu, in 1995. He also holds an MBA (2013) and an MSc. in International Economics and Finance (2017) from Rivers State University, Port Harcourt. Johnbosco C. Ozigbu has to his credit Socio-economic globalization and structural transformation in Nigeria published by Lap Lambert Academic Publishing, a member of OmniScriptum Publishing Group. He has also published extensively in reputable academic journals across the world and has presented many papers at both local and international academic conferences. He is a member of the European Economic Association.
Publisher:
ISBN: 9781794663282
Category :
Languages : en
Pages : 348
Book Description
This book provides a simplified approach to theoretical and applied econometrics. It also offers a broad introduction to econometrics, which makes it very useful in addressing the challenges that students, researchers and policy makers face in understanding the core tenets of econometrics. The book is designed to shape the career of students interested in econometrics research in accordance with the changing dimensions of the quantitative approach to economics. It also exposes readers to various macroeconometric models in different circumstances that involve economic and financial time series analysis. Practice tests comprising essay and multiple choice questions are provided at the end of each chapter to enable readers to evaluate their understanding of the concepts discussed in the preceding chapter. The expected readership of this book includes researchers, policy makers and students in the fields of Economics, Banking and Finance, Accounting, Business Administration, Marketing and other aspects of social sciences and business studies. This book is also useful for anyone interested in learning about the field of econometrics.ABOUT THE AUTHORJohnbosco C. Ozigbu is currently a PhD student at Rivers State University, Port Harcourt, Nigeria. He obtained a BSc. in Marketing from Abia State University, Uturu, in 1995. He also holds an MBA (2013) and an MSc. in International Economics and Finance (2017) from Rivers State University, Port Harcourt. Johnbosco C. Ozigbu has to his credit Socio-economic globalization and structural transformation in Nigeria published by Lap Lambert Academic Publishing, a member of OmniScriptum Publishing Group. He has also published extensively in reputable academic journals across the world and has presented many papers at both local and international academic conferences. He is a member of the European Economic Association.
Econometrics For Dummies
Author: Roberto Pedace
Publisher: John Wiley & Sons
ISBN: 1118533879
Category : Business & Economics
Languages : en
Pages : 380
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.
Publisher: John Wiley & Sons
ISBN: 1118533879
Category : Business & Economics
Languages : en
Pages : 380
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.
Introductory Econometrics for Finance
Author: Chris Brooks
Publisher: Cambridge University Press
ISBN: 1139472305
Category : Business & Economics
Languages : en
Pages : 752
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.
Publisher: Cambridge University Press
ISBN: 1139472305
Category : Business & Economics
Languages : en
Pages : 752
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.
Introduction to Econometrics
Author: Christopher Dougherty
Publisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593
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.
Publisher: Oxford University Press, USA
ISBN: 0199567085
Category : Business & Economics
Languages : en
Pages : 593
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.
A Guide to Econometrics
Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
Book Description
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.
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
Book Description
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.
A Course in Econometrics
Author: Arthur Stanley Goldberger
Publisher: Harvard University Press
ISBN: 9780674175440
Category : Business & Economics
Languages : en
Pages : 430
Book Description
This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals--classical regression and simultaneous equations--and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real microdata analyses, and all are ideally suited to use as homework and test questions.
Publisher: Harvard University Press
ISBN: 9780674175440
Category : Business & Economics
Languages : en
Pages : 430
Book Description
This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals--classical regression and simultaneous equations--and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real microdata analyses, and all are ideally suited to use as homework and test questions.
Econometrics
Author: Fumio Hayashi
Publisher: Princeton University Press
ISBN: 1400823838
Category : Business & Economics
Languages : en
Pages : 708
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.
Publisher: Princeton University Press
ISBN: 1400823838
Category : Business & Economics
Languages : en
Pages : 708
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.
Essential Statistics, Regression, and Econometrics
Author: Gary Smith
Publisher: Academic Press
ISBN: 0128034920
Category : Mathematics
Languages : en
Pages : 397
Book Description
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
Publisher: Academic Press
ISBN: 0128034920
Category : Mathematics
Languages : en
Pages : 397
Book Description
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
The Econometrics of Financial Markets
Author: John Y. Campbell
Publisher: Princeton University Press
ISBN: 1400830214
Category : Business & Economics
Languages : en
Pages : 630
Book Description
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
Publisher: Princeton University Press
ISBN: 1400830214
Category : Business & Economics
Languages : en
Pages : 630
Book Description
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
Applied Econometrics
Author: Chung-ki Min
Publisher: Routledge
ISBN: 042965894X
Category : Business & Economics
Languages : en
Pages : 296
Book Description
Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.
Publisher: Routledge
ISBN: 042965894X
Category : Business & Economics
Languages : en
Pages : 296
Book Description
Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.