Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability PDF Download

Author: Jerzy Neyman
Publisher: Univ of California Press
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 784

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Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 1482

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Author: John Chipman
Publisher: Routledge
ISBN: 1134340443
Category : Business & Economics
Languages : en
Pages : 383

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Book Description
When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.

Author: Schmidt
Publisher: CRC Press
ISBN: 1000104850
Category : Mathematics
Languages : en
Pages : 280

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"A collection of proofs of fundamental theorems, this volume utilizes a format that is exhaustive and consistent. Every result covered in ``Econometrics''is proved as well as stated. One notation system is used throughout the volume. The topics included in the book cover such areas as estimations and testing in linear regression models under various sets of assumptions, and estimation and testing in simultaneous equations models. The latter subject is treated more extensively than in most econometrics books, and the entire volume is characterized by its rigorous level of examination. "

Author: Richard E. Quandt
Publisher: Edward Elgar Publishing
ISBN: 9781782543176
Category : Business & Economics
Languages : en
Pages : 876

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Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.

Author: P. J. Dhrymes
Publisher: Springer Science & Business Media
ISBN: 1461393833
Category : Business & Economics
Languages : en
Pages : 605

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Author: Duo Qin
Publisher: OUP Oxford
ISBN: 0191668680
Category : Business & Economics
Languages : en
Pages : 257

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Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.

Author: Ingrid H. Rima
Publisher: Routledge
ISBN: 1134879237
Category : Business & Economics
Languages : en
Pages : 570

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Most economists assume that the mathematical and quantative sides of their science are relatively recent developments. Measurement, Quantification and Economic Analysis shows that this is a misconception. Its authors argue that economists have long relied on measurement and quantification as essential tools. However, problems have arisen in adapting these tools from other fields. Ultimately, the authors are sceptical about the role which measurement and quantification tools now play in contemporary economic theory.

Author: J. J. Polak
Publisher: Routledge
ISBN: 1136514856
Category : Business & Economics
Languages : en
Pages : 192

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This book presents an interpretation of the interaction of national economies through international trade. It makes clear the links of both cause and effect that exist between an individual country and developments abroad, and then connects these links for all countries into an international system. Issues such as the process of adjustment, exports, investment and international capital movements are discussed. Statistical content from 25 countries around the world is provided to back up the theoretical concepts and the international findings compared

Author: William Edwards Deming
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 298

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Introduction to basic concepts of statistics, curve fitting, least squares solution, conditions without parameter, conditions containing parameters. 26 exercises worked out.