New Directions in Econometric Practice PDF Download

Author: Wojciech Charemza
Publisher: Edward Elgar Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 364

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Book Description
This work on econometrics offers an analysis of econometric practice, encompassing recent modelling methodology and PC-GIVE. It is intended for advanced undergraduates and graduate students.

Author: Chandan Mukherjee
Publisher: Routledge
ISBN: 1136144684
Category : Business & Economics
Languages : en
Pages : 518

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Book Description
Getting accurate data on less developed countries has created great problems for studying these areas. Yet until recently students of development economics have relied on standard econometrics texts, which assume a Western context. Econometrics and Data Analysis for Developing Countries solves this problem. It will be essential reading for all advanced students of development economics.

Author: Kenneth Train
Publisher: Cambridge University Press
ISBN: 0521766559
Category : Business & Economics
Languages : en
Pages : 399

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Book Description
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Author: Helmut Lütkepohl
Publisher: Cambridge University Press
ISBN: 1139454730
Category : Business & Economics
Languages : en
Pages : 351

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Book Description
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

Author: Mary E. Burfisher
Publisher: Cambridge University Press
ISBN: 1107132207
Category : Business & Economics
Languages : en
Pages : 443

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Book Description
The book provides a hands-on introduction to computable general equilibrium (CGE) models, written at an accessible, undergraduate level.

Author: Jennifer L. Castle
Publisher: Springer Nature
ISBN: 303021432X
Category : Business & Economics
Languages : en
Pages : 142

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Book Description
This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth. Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.

Author: Jennifer Castle
Publisher: Oxford University Press
ISBN: 0199237190
Category : Business & Economics
Languages : en
Pages : 464

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Book Description
Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.

Author: Stefan Gudenkauf
Publisher: BoD – Books on Demand
ISBN: 3848228483
Category :
Languages : en
Pages : 334

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Book Description

Author: Katarina Juselius
Publisher: Oxford University Press, USA
ISBN: 0199285667
Category : Business & Economics
Languages : en
Pages : 478

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Book Description
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric modelling and economic theory and gives a thorough treatment of identification of the long-run and short-run structure as well as of thecommon stochastic trends and the impulse response functions, providing in each case illustrations of applicability.This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. The guiding principle is that good econometric work should take econometrics, institutions, and economics seriously. The author uses a single data set throughout most of the book to guide the reader through the econometric theory whilealso revealing the full implications for the underlying economic model. To test ensure full understanding the book concludes with the introduction of two new data sets to combine readers understanding of econometric theory and economic models, with economic reality.

Author: Hamid Seddighi
Publisher: Psychology Press
ISBN: 9780415156455
Category : Business & Economics
Languages : en
Pages : 422

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Book Description
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.