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Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 1139444603
Category : Business & Economics
Languages : en
Pages : 589
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Book Description
This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.
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.
Author: Jan Kmenta
Publisher: Academic Press
ISBN: 1483267342
Category : Business & Economics
Languages : en
Pages : 425
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Book Description
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Author: Stanislav Anatolyev
Publisher: CRC Press
ISBN: 1439838267
Category : Business & Economics
Languages : en
Pages : 230
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Book Description
This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Author: Donald W. K. Andrews
Publisher:
ISBN: 9780511122125
Category : Econometric models
Languages : en
Pages : 573
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Book Description
Author: Aman Ullah
Publisher: CRC Press
ISBN: 082474411X
Category : Mathematics
Languages : en
Pages : 741
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Book Description
Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Author: Azeem M. Shaikh
Publisher:
ISBN:
Category :
Languages : en
Pages : 194
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Book Description
Author: Aris Spanos
Publisher: Cambridge University Press
ISBN: 9780521269124
Category : Business & Economics
Languages : en
Pages : 722
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Book Description
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author: Jean-Pierre Florens
Publisher: Cambridge University Press
ISBN: 1139466771
Category : Business & Economics
Languages : en
Pages : 17
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Book Description
Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance in structural econometrics and its preeminent position in econometrics overall. Split into four parts, Part I explains general methods. Part II studies statistical models that are best suited for microeconomic data. Part III deals with dynamic models that are designed for macroeconomic and financial applications. In Part IV the authors synthesize a set of problems that are specific to statistical methods in structural econometrics, namely identification and over-identification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises. Nobel Laureate James A. Heckman offers a foreword to the work.
Author: Parthasardhi Mallela
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages :
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Book Description
Author: Michael D. Intriligator
Publisher: Prentice Hall
ISBN: 9780132232555
Category : Business & Economics
Languages : en
Pages : 638
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Book Description
The econometric approach; Models and econometric models; Single-equation estimation; Application of single-equation estimationl Simultaneous equations; The uses of econometrics.
