Statistical Foundations of Econometric Modelling PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Statistical Foundations of Econometric Modelling PDF full book. Access full book title Statistical Foundations of Econometric Modelling by Aris Spanos. Download full books in PDF and EPUB format.
Author: Aris Spanos Publisher: Cambridge University Press ISBN: 9780521269124 Category : Business & Economics Languages : en Pages : 722
Book Description
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author: Aris Spanos Publisher: Cambridge University Press ISBN: 9780521269124 Category : Business & Economics Languages : en Pages : 722
Book Description
A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.
Author: Aris Spanos Publisher: Cambridge University Press ISBN: 1107185149 Category : Business & Economics Languages : en Pages : 787
Book Description
This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.
Author: Albert Madansky Publisher: Elsevier ISBN: 1483275256 Category : Business & Economics Languages : en Pages : 275
Book Description
Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.
Author: David F. Hendry Publisher: Princeton University Press ISBN: 1400845653 Category : Business & Economics Languages : en Pages : 378
Book Description
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Author: Ron Mittelhammer (Prof.) Publisher: Cambridge University Press ISBN: 9780521623940 Category : Business & Economics Languages : en Pages : 794
Book Description
The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
Author: Hamid Seddighi Publisher: Psychology Press ISBN: 9780415156455 Category : Business & Economics Languages : en Pages : 422
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.
Author: Paul Turner Publisher: ISBN: 9781683926603 Category : Languages : en Pages : 396
Book Description
This book covers the econometric methodsnecessary for a practicing applied economist or data analyst. This requiresboth an understanding of statistical theory and how it is used in actual applications. Chapters 1 to 9 present the material concerned with basic statistical theory. Chapters 10 to 13 introduce a number of topics which form the basis of more advanced option modules, such as time series methods in applied econometrics. To get the most out of these topics, companion files include Excel datasets and 4-color figures. It includes pull down menus to graph the data, calculate sample statistics and estimate regression equations. FEATURES: Integration of econometrics methods with statistical foundations Worked examples of all models considered in the text Includes Excel datasheets to facilitate estimation and application of models Features instructor ancillaries for use as atextbook
Author: Peter Kennedy Publisher: John Wiley & Sons ISBN: 1405182571 Category : Business & Economics Languages : en Pages : 608
Book Description
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author: Aris Spanos
Author: Aris Spanos
Author: Herman J. Bierens
Author: Aris Spanos
Author: Albert Madansky
Author: David F. Hendry
Author: David F. Hendry
Author: Ron Mittelhammer (Prof.)
Author: Hamid Seddighi
Author: Paul Turner
Author: Peter Kennedy