Consistent Estimation of Real Econometric Models with Undersized Samples
Author: Joseph E. Nehlawi
Publisher: Institute for the Quantitative Analysis of Social and Economic Policy
Published: 1975
Total Pages: 78
ISBN-13:
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Author: Joseph E. Nehlawi
Publisher: Institute for the Quantitative Analysis of Social and Economic Policy
Published: 1975
Total Pages: 78
ISBN-13:
DOWNLOAD EBOOKAuthor: Andrew C. Harvey
Publisher: MIT Press
Published: 1990
Total Pages: 418
ISBN-13: 9780262081894
DOWNLOAD EBOOKThe Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
Author: Monica Ahlstedt
Publisher:
Published: 1986
Total Pages: 198
ISBN-13:
DOWNLOAD EBOOKAuthor: William T. Dickens
Publisher:
Published: 1984
Total Pages: 62
ISBN-13:
DOWNLOAD EBOOKAuthor: Aman Ullah
Publisher: Oxford University Press
Published: 2004-05-20
Total Pages: 241
ISBN-13: 0198774478
DOWNLOAD EBOOKThis text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
Author: Donald W. K. Andrews
Publisher: Cambridge University Press
Published: 2005-06-17
Total Pages: 606
ISBN-13: 9780521844413
DOWNLOAD EBOOKThis 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Author: Thomas B. Fomby
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 637
ISBN-13: 1441987460
DOWNLOAD EBOOKThis book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Author: Jan Kmenta
Publisher: Academic Press
Published: 2014-05-10
Total Pages: 425
ISBN-13: 1483267342
DOWNLOAD EBOOKEvaluation 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: Robert S. Pindyck
Publisher:
Published: 1998
Total Pages: 664
ISBN-13:
DOWNLOAD EBOOKThis updated edition of the text has been restructured into four parts: multiple regression model; single-equation regression models; revised exposition and a small macroeconomic model; and a revised treatment of time-series analysis.
Author: Kanta Marwah
Publisher: World Scientific
Published: 1997-06-01
Total Pages: 706
ISBN-13: 9814499234
DOWNLOAD EBOOKThis volume contains selected papers of Lawrence R Klein in economics, econometric theory and applications in modeling, forecasting, macroeconomic analysis, international economics and public policy. Nobel Laureate Lawrence Klein's bibliography spans a half-century, including books, articles, and chapters in conference proceedings, festschriften, and thematic books. One such volume of solely scientific collections, mainly from his relatively early articles, has already been published. The present volume is different, it includes some articles, but largely chapters, or book excerpts that were mostly written since 1980, the approximate cut-off date of the prior volume, and the year of his Nobel Prize. Also, it includes things that were published in very limited or obscure editions. Thus it provides a more complete picture of his scholarly career and his current reflections on the state of economic science. All these writings are in the vanguard of thinking about economics in a global domain.The thirty-five-plus selections are organized in five parts, by major themes. An editorial commentary introduces each part. The introductory chapters include Klein's autobiographical research commentary, and his professional life philosophy.