Advanced Econometrics
Author: Takeshi Amemiya
Publisher: Wiley-Blackwell
Published: 1989
Total Pages: 521
ISBN-13: 9780631155836
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Author: Takeshi Amemiya
Publisher: Wiley-Blackwell
Published: 1989
Total Pages: 521
ISBN-13: 9780631155836
DOWNLOAD EBOOKAuthor: Luciano Pieraccini
Publisher:
Published: 2012
Total Pages: 88
ISBN-13: 9788854851962
DOWNLOAD EBOOKAuthor: Phoebus James Dhrymes
Publisher:
Published:
Total Pages:
ISBN-13: 9783540971788
DOWNLOAD EBOOKAuthor: Cesar Lopez
Publisher: CreateSpace
Published: 2013-10
Total Pages: 200
ISBN-13: 9781492991083
DOWNLOAD EBOOKThis book develop a wide typology of advanced econometric models including dynamic models, simultaneous equations models, non-linear models, multivariate time series models, models with panel data and the theory of unit roots and models data cointegration. As for dynamic models, include models with distributed delays, models with stochastic regressors, models with structural change and dynamic panel data models. Widely is the theory of unit roots, the Cointegration and error correction models. Multi-equation econometric models are characterized by the presence of several equations to simultaneously estimate. It is thus a generalization of the simple-equation models in the field of systems of equations. Simultaneous equations in linear models, incorporating the identification of models and techniques of estimation theory are covered in this book (MCI, MC2E, MC3E, RANR, SUR, etc.). Then the models are dealt with multivariate time series (VAR VARX, VARMA, BVAR, VEC) dealing the Cointegration theory from the multi-equation econometric models. Also discussed in depth econometrics with both static and dynamic panel data models, considering at the same time the static and dynamic models as well as the theory of unit roots and Cointegration in Panel. Finally, it deepens on single-equational models and multi-equational non-linear models. The development of practical exercises is done using software EVIEWS, one of the most current market suitable for these non-trivial econometric tasks.
Author: Phoebus J. Dhrymes
Publisher:
Published: 1989
Total Pages: 379
ISBN-13:
DOWNLOAD EBOOKAuthor: John Denis Sargan
Publisher: Wiley-Blackwell
Published: 1988-01-01
Total Pages: 176
ISBN-13: 9780631149569
DOWNLOAD EBOOKAuthor: Francisco Blasques
Publisher:
Published: 2021
Total Pages: 0
ISBN-13: 9789083047522
DOWNLOAD EBOOKAuthor: César Pérez López
Publisher: CreateSpace
Published: 2013-10
Total Pages: 168
ISBN-13: 9781493621606
DOWNLOAD EBOOKMulti-equation econometric models are characterized by the presence of several equations to simultaneously estimate. It is thus a generalization of the models in the field of systems of equations. Multi-equational simultaneous equations in linear models, incorporating the identification of models and techniques of estimation theory are covered in this book (MCI, MC2E, MC3E, RANR, SUR, etc.). Then the models are dealt with multivariate time series (VAR VARX, VARMA, BVAR, VEC) dealing the Cointegration theory from the multi-equational standpoint. Also delves into the non-linear multi-equational models and models of regression partitioned and segmented. The development of practical exercises is carried out from a perspective multi-software, using the latest software on the market suitable for these non-trivial econometric tasks: SAS, EVIEWS, STATA y SPSS. The book develops the following themes: Multiple equation models. Simultaneous equations Multi-equation linear models. Structural form and simultaneous linear equation models Multi equation model in reduced form Structural simultaneous equations model identification. MCI estimate Estimate simultaneous linear equations model Indirect Least Squares Instrumental variables Two Stage Least Square Recursive models Maximum Likelihood with limited information Maximum Likelihood Full Information Class k estimators and Tree Stage Least Square RANR or SUR method The heteroscedasticity robust methods: WHITE and HAC Simultaneous linear equations with time series models Simultaneous linear equations with eviews Simultaneous linear equations models with SAS: SYSLIN and MODEL procedures Simultaneous linear equations models with STATA Multivariate time series models: VAR, VARX, VARMA and BVAR. Cointegration Vector Autoregressive (VAR) models Identification in VAR models Estimate a VAR model VARMA models Cointegration in VAR models. Johansen test VAR models with EVIEWS. Johansen test Estimation VAR models in EVIEWS through menus Cointegration in VAR models with EVIEWS through menus Error Correction Model in VAR models with EVIEWS VAR models with SAS. Causality test and cointegration. Johansen test Johansen test in VAR models with SAS Error Correction Vector Model (VEC) in VAR models with SAS VAR models with exogenous variables (VARX) in SAS STATA and the VEC and VAR models. Causality test and cointegration. Johansen test Non-linear models. Partitioned and segmented regression Non- linear models Simple non-linear models Non-linear least squares. Newton and Marquardt algorithms Partitioned regression Segmented regression Non-linear estimation and segmented regression with SPSS Non-linear estimation with SAS. NLIN procedure Non-linear simultaneous equations models with SAS: procedure MODEL Non- linear models with EVIEWS Non- linear models with STATA
Author: Francisco Blasques
Publisher:
Published: 2020
Total Pages:
ISBN-13: 9789083047508
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Publisher: CESAR PEREZ
Published:
Total Pages: 168
ISBN-13: 1716260302
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