Econometric Modelling
DOWNLOAD
Download Econometric Modelling PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Econometric Modelling book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Econometric Modelling With Time Series
DOWNLOAD
Author : Vance Martin
language : en
Publisher: Cambridge University Press
Release Date : 2013
Econometric Modelling With Time Series written by Vance Martin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
"Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn"--Provided by publisher.
Econometric Models Techniques And Applications
DOWNLOAD
Author : Michael D. Intriligator
language : en
Publisher: Prentice Hall
Release Date : 1978
Econometric Models Techniques And Applications written by Michael D. Intriligator and has been published by Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Business & Economics categories.
The econometric approach; Models and econometric models; Single-equation estimation; Application of single-equation estimationl Simultaneous equations; The uses of econometrics.
Continuous Time Econometric Modelling
DOWNLOAD
Author : Albert Rex Bergstrom
language : en
Publisher: Oxford University Press, USA
Release Date : 1990
Continuous Time Econometric Modelling written by Albert Rex Bergstrom and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.
Econometric Modelling
DOWNLOAD
Author : Sean Holly
language : en
Publisher: Cambridge University Press
Release Date : 2000-09-14
Econometric Modelling written by Sean Holly and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-09-14 with Business & Economics categories.
The latest techniques used in modelling the economy with policy analysis and applications.
Modelling Economic Series
DOWNLOAD
Author : Clive William John Granger
language : en
Publisher: Oxford University Press
Release Date : 1990
Modelling Economic Series written by Clive William John Granger and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.
This is a volume of readings for graduate students, especially those taking courses in applied econometrics, who need to learn how to evaluate the validity of present theories and techniques. The aim of the text is to aid readers in the difficult task of actually constructing models. The essays vary in the degree of technical sophistication used, but each paper intends to provide students with a sound knowledge of the practical difficulties of model specification, evaluation and interpretation, as well as advice on tackling these difficulties.
Econometric Modeling
DOWNLOAD
Author : David F. Hendry
language : en
Publisher: Princeton University Press
Release Date : 2007-03-25
Econometric Modeling written by David F. Hendry and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-25 with Business & Economics categories.
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.
Statistical Foundations Of Econometric Modelling
DOWNLOAD
Author : Aris Spanos
language : en
Publisher: Cambridge University Press
Release Date : 1986-10-30
Statistical Foundations Of Econometric Modelling written by Aris Spanos and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-10-30 with Business & Economics categories.
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.
Econometric Modeling And Inference
DOWNLOAD
Author : Jean-Pierre Florens
language : en
Publisher: Cambridge University Press
Release Date : 2007-07-02
Econometric Modeling And Inference written by Jean-Pierre Florens and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-02 with Business & Economics categories.
The aim of this book is to present the main statistical tools of econometrics. It covers almost all modern econometric methodology and unifies the approach by using a small number of estimation techniques, many from generalized method of moments (GMM) estimation. The work is in four parts: Part I sets forth statistical methods, Part II covers regression models, Part III investigates dynamic models, and Part IV synthesizes a set of problems that are specific models in structural econometrics, namely identification and overidentification, simultaneity, and unobservability. Many theoretical examples illustrate the discussion and can be treated as application exercises.
A Practical Guide To Static And Dynamic Econometric Modelling
DOWNLOAD
Author : Sarit Maitra
language : en
Publisher: Springer Nature
Release Date : 2025-07-04
A Practical Guide To Static And Dynamic Econometric Modelling written by Sarit Maitra and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-04 with Business & Economics categories.
This book provides a comprehensive guide to econometric modeling, combining theory with practical implementation using Python. It covers key econometric concepts, from data collection and model specification to estimation, inference, and prediction. Readers will explore linear regression, data transformations, and hypothesis testing, along with advanced topics like the Capital Asset Pricing Model and dynamic modeling techniques. With Python code examples, this book bridges theory and practice, making it an essential resource for students, finance professionals, economists, and data scientists seeking to apply econometrics in real-world scenarios.
The Formation Of Econometrics
DOWNLOAD
Author : Qin Duo
language : en
Publisher: Oxford University Press, USA
Release Date : 1993-11-11
The Formation Of Econometrics written by Qin Duo and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-11-11 with Business & Economics categories.
This book traces the formation of econometric theory during the period 1930-60. It focuses on the formation of econometrics from mathematical and scientific processes, in order to analyse economic problems. The book deals with the advances in understanding that were achieved as well as the problems which arose in the course of the practice of econometrics as a discipline. Duo Qin examines the history of econometrics in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing, and model construction and specification. The book describes chronologically how these issues were formalized. Duo Qin argues that while the probability revolution in econometrics in the early 1940s laid the basis for the systematization of econometric theory, it was actually an incomplete revolution, and that its incompleteness underlay various problems and failures which occurred in applying the newly-established theory to modelling practice. The book thus links early econometric history with many issues of interest to contemporary developments in econometrics. - ;A scholarly study of a previously undocumented aspect of econometrics -