JOURNAL OF ECONOMETRICS PDF Download

Author: THE JOURNAL OF ECONOMETRICS
Publisher:
ISBN:
Category :
Languages : en
Pages : 426

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Author: Leo Michelis
Publisher: London, Ont. : Department of Economics, University of Western Ontario
ISBN:
Category : Econometric models
Languages : en
Pages : 36

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Author: L. Godfrey
Publisher: Springer
ISBN: 0230233732
Category : Business & Economics
Languages : en
Pages : 342

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Book Description
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 882

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Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 584

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Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493

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Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Author: M. Hashem Pesaran
Publisher: Oxford University Press
ISBN: 0198736916
Category : Business & Economics
Languages : en
Pages : 1095

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Book Description
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Author: S.J. Welham
Publisher: CRC Press
ISBN: 1439808783
Category : Mathematics
Languages : en
Pages : 606

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Book Description
Written in simple language with relevant examples, Statistical Methods in Biology: Design and Analysis of Experiments and Regression is a practical and illustrative guide to the design of experiments and data analysis in the biological and agricultural sciences. The book presents statistical ideas in the context of biological and agricultural sciences to which they are being applied, drawing on relevant examples from the authors’ experience. Taking a practical and intuitive approach, the book only uses mathematical formulae to formalize the methods where necessary and appropriate. The text features extended discussions of examples that include real data sets arising from research. The authors analyze data in detail to illustrate the use of basic formulae for simple examples while using the GenStat® statistical package for more complex examples. Each chapter offers instructions on how to obtain the example analyses in GenStat and R. By the time you reach the end of the book (and online material) you will have gained: A clear appreciation of the importance of a statistical approach to the design of your experiments, A sound understanding of the statistical methods used to analyse data obtained from designed experiments and of the regression approaches used to construct simple models to describe the observed response as a function of explanatory variables, Sufficient knowledge of how to use one or more statistical packages to analyse data using the approaches described, and most importantly, An appreciation of how to interpret the results of these statistical analyses in the context of the biological or agricultural science within which you are working. The book concludes with a guide to practical design and data analysis. It gives you the understanding to better interact with consultant statisticians and to identify statistical approaches to add value to your scientific research.

Author: Bruce Hansen
Publisher: Princeton University Press
ISBN: 0691236151
Category : Business & Economics
Languages : en
Pages : 1081

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Book Description
The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists

Author: S.N. Deming
Publisher: Elsevier
ISBN: 0080868290
Category : Science
Languages : en
Pages : 501

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Book Description
Most chemists, whether they are biochemists, organic, analytical, pharmaceutical or clinical chemists and many pharmacists and biologists need to perform chemical analysis. Consequently, they are not only confronted with carrying out the actual analysis, but also with problems such as method selection, experimental design, optimization, calibration, data acquisition and handling, and statistics in order to obtain maximum relevant chemical information. In other words: they are confronted with chemometrics. This book on chemometrics, written by some of the leaders in the field, aims to provide a thorough, up-to-date introduction to this subject. The reader is given the opportunity to acquaint himself with the tools used in this discipline and the way in which they are applied. Some practical examples are given and the reader is shown how to select the appropriate tools in a given situation.As such the book provides the means to approach and solve analytical problems strategically and systematically, without the need for the reader to become a fully-fledged chemometrician. The authors' aim was to write a tutorial book which would be useful to readers at every level in this field.