Sturdy Econometrics

Sturdy Econometrics PDF Author: Edward E. Leamer
Publisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 398

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Book Description
Edward E. Leamer's creative and influential essays on the separation of robust from fragile inferences are collected together in Sturdy Econometrics. The econometric topics discussed include the choice of variables, choice of error process, measurement errors, simultaneity, the partial elicitation of prior distributions, and hypothesis discovery. Included in this volume is the popular piece 'Let's Take the Con out of Econometrics', and 25 other essays, plus an entertaining and provocative introduction. As Professor Leamer argues, the gap between econometric theory and econometric practice is very large, but the proper goal of econometric theory is to improve the practice rather than to narrow this gap. Sturdy Econometrics is a major contribution to this process by making Edward Leamer's essays more accessible to students, teachers and practitioners.

Sturdy Econometrics

Sturdy Econometrics PDF Author: Edward E. Leamer
Publisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 398

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Book Description
Edward E. Leamer's creative and influential essays on the separation of robust from fragile inferences are collected together in Sturdy Econometrics. The econometric topics discussed include the choice of variables, choice of error process, measurement errors, simultaneity, the partial elicitation of prior distributions, and hypothesis discovery. Included in this volume is the popular piece 'Let's Take the Con out of Econometrics', and 25 other essays, plus an entertaining and provocative introduction. As Professor Leamer argues, the gap between econometric theory and econometric practice is very large, but the proper goal of econometric theory is to improve the practice rather than to narrow this gap. Sturdy Econometrics is a major contribution to this process by making Edward Leamer's essays more accessible to students, teachers and practitioners.

A Guide to Econometrics

A Guide to Econometrics PDF Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608

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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.

The Practice of Econometric Theory

The Practice of Econometric Theory PDF Author: Charles G. Renfro
Publisher: Springer Science & Business Media
ISBN: 3540755713
Category : Business & Economics
Languages : en
Pages : 317

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Book Description
Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.

Robustness in Econometrics

Robustness in Econometrics PDF Author: Vladik Kreinovich
Publisher: Springer
ISBN: 3319507427
Category : Technology & Engineering
Languages : en
Pages : 693

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Book Description
This book presents recent research on robustness in econometrics. Robust data processing techniques – i.e., techniques that yield results minimally affected by outliers – and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations.

Nonparametric Econometrics

Nonparametric Econometrics PDF Author: Qi Li
Publisher: Princeton University Press
ISBN: 1400841062
Category : Business & Economics
Languages : en
Pages : 769

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Book Description
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

Financial Econometrics

Financial Econometrics PDF Author: Oliver Linton
Publisher: Cambridge University Press
ISBN: 1107177154
Category : Business & Economics
Languages : en
Pages : 585

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Book Description
Presents an up-to-date treatment of the models and methodologies of financial econometrics by one of the world's leading financial econometricians.

EBOOK: Econometrics with Online Learning Centre

EBOOK: Econometrics with Online Learning Centre PDF Author: CAMERON
Publisher: McGraw Hill
ISBN: 0077126068
Category : Business & Economics
Languages : en
Pages : 496

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Book Description
EBOOK: Econometrics with Online Learning Centre

Rational Econometric Man

Rational Econometric Man PDF Author: Edward J. Nell
Publisher: Edward Elgar Publishing
ISBN: 1849809623
Category : Business & Economics
Languages : en
Pages : 576

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Book Description
•If you are interested in understanding the underlying philosophical reasons why structural econometrics seems dead, read this book. Not only do the authors provide a comprehensive, stimulating, and provocative account of the debate and literature, the

Econometrics

Econometrics PDF Author: John Eatwell
Publisher: W. W. Norton & Company
ISBN: 9780393958560
Category : Business & Economics
Languages : en
Pages : 306

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Book Description
"First published in the New Palgrave: a dictionary of economics ... in four volumes, 1987"--T.p. verso. Includes bibliographical references.

Advances in Econometrics: Volume 2

Advances in Econometrics: Volume 2 PDF Author: Truman F. Bewley
Publisher: Cambridge University Press
ISBN: 9780521467254
Category : Business & Economics
Languages : en
Pages : 276

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Book Description
With its focus on econometrics, this second volume contains key papers delivered at the Fifth World Congress in 1985.