Finite Sample Econometrics
Finite Sample Econometrics

Author: Aman Ullah

Publisher: Oxford University Press

Published: 2004-05-20

Total Pages: 241

ISBN-13: 0198774478

DOWNLOAD EBOOK

This 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.

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

DOWNLOAD EBOOK

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.

Econometrics
Econometrics

Author: John Eatwell

Publisher: Springer

Published: 1990-02-23

Total Pages: 296

ISBN-13: 1349205702

DOWNLOAD EBOOK

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on econometrics.

Estimation of Simultaneous Equation Models with Error Components Structure
Estimation of Simultaneous Equation Models with Error Components Structure

Author: Jayalakshmi Krishnakumar

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 371

ISBN-13: 3642456472

DOWNLOAD EBOOK

Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.

Developing Econometrics
Developing Econometrics

Author: Hengqing Tong

Publisher: John Wiley & Sons

Published: 2011-12-12

Total Pages: 489

ISBN-13: 0470681772

DOWNLOAD EBOOK

Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation. Provides a detailed description of computer algorithms. Provides recently developed computational tools useful for data mining Highlights recent advances in statistical theory and methods that benefit econometric practice. Features examples with real life data. Accompanying software featuring DASC (Data Analysis and Statistical Computing). Essential reading for practitioners in any area of econometrics; business analysts involved in economics and management; and Graduate students and researchers in economics and statistics.