Distributed Lags and Investment Analysis
Author: Leendert Marinus Koyck
Publisher:
Published: 1954
Total Pages: 138
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: Leendert Marinus Koyck
Publisher:
Published: 1954
Total Pages: 138
ISBN-13:
DOWNLOAD EBOOKAuthor: Leendert M. Koyck
Publisher:
Published: 1981
Total Pages: 111
ISBN-13:
DOWNLOAD EBOOKAuthor: Hamid Seddighi
Publisher: Psychology Press
Published: 2000
Total Pages: 422
ISBN-13: 9780415156455
DOWNLOAD EBOOKRecognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.
Author: Phoebus J. Dhrymes
Publisher: North Holland
Published: 1981
Total Pages: 492
ISBN-13:
DOWNLOAD EBOOKThis volume presents an analysis of the estimation of distributed lag models. It covers the algebraic structure of lag operators and examines the estimation of problems connected with finite and infinite lag structures, under a variety of assumptions pertaining to the error process. This revised edition emphasizes the potential applications of distributed lags, discussing the polynomial lag hypothesis and its relation to restricted least squares. Also, the test for autocorrelation of the error structure, when the model specification contains a lagged endogenous variable, is examined. The material is suitable for second-year graduate students in economics, and for undergraduates in statistics, mathematics, operations research, econometrics and electrical engineering, providing they have a background in calculus, linear algebra and mathematical statistics.
Author: Badi H. Baltagi
Publisher: Springer Nature
Published: 2022-01-27
Total Pages: 496
ISBN-13: 3030801497
DOWNLOAD EBOOKThis textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
Author: Badi Hani Baltagi
Publisher: Springer Science & Business Media
Published: 2002
Total Pages: 426
ISBN-13: 9783540435013
DOWNLOAD EBOOKAs well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.
Author: George G. Judge
Publisher: John Wiley & Sons
Published: 1991-01-16
Total Pages: 1062
ISBN-13: 047189530X
DOWNLOAD EBOOKThis broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author: Hamid Seddighi
Publisher: Routledge
Published: 2013-03-01
Total Pages: 466
ISBN-13: 1136586091
DOWNLOAD EBOOKThis book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.
Author: Lawrence Robert Klein
Publisher: World Scientific
Published: 1997
Total Pages: 706
ISBN-13: 9810226004
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.