An Introduction to Mathematical Analysis for Economic Theory and Econometrics
An Introduction to Mathematical Analysis for Economic Theory and Econometrics

Author: Dean Corbae

Publisher: Princeton University Press

Published: 2009-02-17

Total Pages: 696

ISBN-13: 1400833086

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Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory

Asymptotic Theory for Econometricians
Asymptotic Theory for Econometricians

Author: Halbert White

Publisher: Academic Press

Published: 2014-06-28

Total Pages: 241

ISBN-13: 1483294420

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This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

Econometrics and the Philosophy of Economics
Econometrics and the Philosophy of Economics

Author: Bernt P. Stigum

Publisher: Princeton University Press

Published: 2015-12-29

Total Pages: 794

ISBN-13: 0691168245

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As most econometricians will readily agree, the data used in applied econometrics seldom provide accurate measurements for the pertinent theory's variables. Here, Bernt Stigum offers the first systematic and theoretically sound way of accounting for such inaccuracies. He and a distinguished group of contributors bridge econometrics and the philosophy of economics--two topics that seem worlds apart. They ask: How is a science of economics possible? The answer is elusive. Economic theory seems to be about abstract ideas or, it might be said, about toys in a toy community. How can a researcher with such tools learn anything about the social reality in which he or she lives? This book shows that an econometrician with the proper understanding of economic theory and the right kind of questions can gain knowledge about characteristic features of the social world. It addresses varied topics in both classical and Bayesian econometrics, offering ample evidence that its answer to the fundamental question is sound. The first book to comprehensively explore economic theory and econometrics simultaneously, Econometrics and the Philosophy of Economics represents an authoritative account of contemporary economic methodology. About a third of the chapters are authored or coauthored by Heather Anderson, Erik Biørn, Christophe Bontemps, Jeffrey A. Dubin, Harald E. Goldstein, Clive W.J. Granger, David F. Hendry, Herman Ruge-Jervell, Dale W. Jorgenson, Hans-Martin Krolzig, Nils Lid Hjort, Daniel L. McFadden, Grayham E. Mizon, Tore Schweder, Geir Storvik, and Herman K. van Dijk.

Advances in Economic Theory: Volume 2
Advances in Economic Theory: Volume 2

Author: Econometric Society. World Congress

Publisher: Cambridge University Press

Published: 1992

Total Pages: 466

ISBN-13: 9780521484602

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This book gives the reader a unique survey of the most recent advances in economic theory.

Econometrics For Dummies
Econometrics For Dummies

Author: Roberto Pedace

Publisher: John Wiley & Sons

Published: 2013-06-05

Total Pages: 380

ISBN-13: 1118533879

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Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Nonlinear Dynamics and Economics
Nonlinear Dynamics and Economics

Author: William A. Barnett

Publisher: Cambridge University Press

Published: 1996-10-28

Total Pages: 426

ISBN-13: 9780521471411

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This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.

Uncertainty in Economics
Uncertainty in Economics

Author: Peter A. Diamond

Publisher:

Published: 1978

Total Pages: 584

ISBN-13:

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The First Edition, published in 1978, brought together classic and modern thinking in the economics of uncertainty and provided the first text in the area. This Second Edition includes three new articles, added material on search theory, an additional preface, and updated references. Articles, introduced with brief commentaries, are divided into three broad sections: theory of choice under uncertainty, general equilibrium models of financial institutions, and models of the effects of uncertainty on market institutions.

Econometric Theory and Methods
Econometric Theory and Methods

Author: Russell Davidson

Publisher: OUP Oxford

Published: 2009-04-30

Total Pages: 768

ISBN-13: 9780195391053

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Econometric Theory and Methods International Edition provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.