Econometrics Reading Lists PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Econometrics Reading Lists PDF full book. Access full book title Econometrics Reading Lists by Edward Tower. Download full books in PDF and EPUB format.
Author: Edward Tower
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 230
Get Book Here
Book Description
Author: Edward Tower
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 230
Get Book Here
Book Description
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.
Author: Ben Lambert
Publisher: SAGE
ISBN: 1526418282
Category : Mathematics
Languages : en
Pages : 521
Get Book Here
Book Description
Without sacrificing technical integrity for the sake of simplicity, the author draws upon accessible, student-friendly language to provide approachable instruction perfectly aimed at statistics and Bayesian newcomers.
Author: John Y. Campbell
Publisher: Princeton University Press
ISBN: 1400830214
Category : Business & Economics
Languages : en
Pages : 630
Get Book Here
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.
Author: Julian Kirchherr
Publisher: Red Globe Press
ISBN: 1352002825
Category : Education
Languages : en
Pages : 0
Get Book Here
Book Description
"If you've ever wondered if there's a more efficient way of completing a PhD, this text is for you. [It] fundamentally challenges the way in which PhDs are currently pursued by applying lean methodologies, which have been embraced by start-ups, to the doctoral research process. It explains how to apply ideas such as the minimum viable product approach, rapid prototyping and end-user orientation, to each stage of your PhD endeavour, enabling you to save time, boost the quality of your research and better demonstrate its impact."--Back cover.
Author: Arthur Stanley Goldberger
Publisher: Harvard University Press
ISBN: 9780674175440
Category : Business & Economics
Languages : en
Pages : 430
Get Book Here
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.
Author: Joshua D. Angrist
Publisher: Princeton University Press
ISBN: 0691120358
Category : Business & Economics
Languages : en
Pages : 392
Get Book Here
Book Description
In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
Author: Eugene Choo
Publisher: Emerald Group Publishing
ISBN: 1783500530
Category : Business & Economics
Languages : en
Pages : 447
Get Book Here
Book Description
This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.
Author: Gary Smith
Publisher: Academic Press
ISBN: 0128034920
Category : Mathematics
Languages : en
Pages : 397
Get Book Here
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
Author:
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 256
Get Book Here
Book Description
