Econometrics

Econometrics

Author: Hamid Seddighi

Publisher: Psychology Press

Published: 2000

Total Pages: 422

ISBN-13: 9780415156455

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Recognising 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.


Distributed Lags

Distributed Lags

Author: Phoebus J. Dhrymes

Publisher: North Holland

Published: 1981

Total Pages: 492

ISBN-13:

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This 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.


Econometrics

Econometrics

Author: Badi H. Baltagi

Publisher: Springer Nature

Published: 2022-01-27

Total Pages: 496

ISBN-13: 3030801497

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This 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.


Econometrics

Econometrics

Author: Badi Hani Baltagi

Publisher: Springer Science & Business Media

Published: 2002

Total Pages: 426

ISBN-13: 9783540435013

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As 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.


The Theory and Practice of Econometrics

The Theory and Practice of Econometrics

Author: George G. Judge

Publisher: John Wiley & Sons

Published: 1991-01-16

Total Pages: 1062

ISBN-13: 047189530X

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This 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.


Introductory Econometrics

Introductory Econometrics

Author: Hamid Seddighi

Publisher: Routledge

Published: 2013-03-01

Total Pages: 466

ISBN-13: 1136586091

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This 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.


Selected Papers of Lawrence R. Klein

Selected Papers of Lawrence R. Klein

Author: Lawrence Robert Klein

Publisher: World Scientific

Published: 1997

Total Pages: 706

ISBN-13: 9810226004

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This 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.