Statistics And Econometric Models
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Statistics And Econometric Models
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Author : Christian Gourieroux
language : en
Publisher:
Release Date : 1996-01-26
Statistics And Econometric Models written by Christian Gourieroux and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-26 with Business & Economics categories.
This two-volume set aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics And Econometric Models Volume 1 General Concepts Estimation Prediction And Algorithms
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models Volume 1 General Concepts Estimation Prediction And Algorithms written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. It is a well-integrated textbook presenting a wide diversity of models in a coherent and unified framework. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. Although the two volumes do not demand a high level of mathematical knowledge, they do draw on linear algebra and probability theory. The breadth of approaches and the extensive coverage of this two-volume work provide for a thorough and entirely self-contained course in modern economics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics And Econometric Models
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics And Econometric Models Volume 2 Testing Confidence Regions Model Selection And Asymptotic Theory
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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1995-10-26
Statistics And Econometric Models Volume 2 Testing Confidence Regions Model Selection And Asymptotic Theory written by Christian Gourieroux 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 1995-10-26 with Business & Economics categories.
This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical statistics, but also of concepts and methods recently developed for the specific needs of econometrics. The authors have sought to avoid an overly technical presentation and go to some lengths to encourage an intuitive understanding of the results by providing numerous examples throughout. The breadth of approaches and the extensive coverage of the two volumes provide for a thorough and entirely self-contained course in modern econometrics. Volume 1 provides an introduction to general concepts and methods in statistics and econometrics, and goes on to cover estimation and prediction. Volume 2 focuses on testing, confidence regions, model selection, and asymptotic theory.
Statistics Econometrics And Forecasting
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Author : Arnold Zellner
language : en
Publisher: Cambridge University Press
Release Date : 2004-02-19
Statistics Econometrics And Forecasting written by Arnold Zellner 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 2004-02-19 with Business & Economics categories.
Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (SEMTSA) approach to statistical and econometric modeling. Developed by Zellner and Franz Palm, the SEMTSA approach produces an understanding of the relationship of univariate and multivariate time series forecasting models and dynamic, time series structural econometric models. As scientists and decision-makers in industry and government world-wide adopt the Bayesian approach to scientific inference, decision-making and forecasting, Zellner offers an in-depth analysis and appreciation of this important paradigm shift. Finally Zellner discusses the alternative approaches to model building and looks at how the use and development of the SEMTSA approach has led to the production of a Marshallian Macroeconomic Model that will prove valuable to many. Written by one of the foremost practitioners of econometrics, this book will have wide academic and professional appeal.
Econometric Modeling
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Author : David F. Hendry
language : en
Publisher: Princeton University Press
Release Date : 2012-06-21
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 2012-06-21 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.
Econometric Models With Panel Data Applications With Stata
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Author : CESAR PEREZ LOPEZ
language : en
Publisher: CESAR PEREZ
Release Date : 2022
Econometric Models With Panel Data Applications With Stata written by CESAR PEREZ LOPEZ and has been published by CESAR PEREZ this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Computers categories.
This book explores the panel data econometrics through STATA. The most important topics are the following: Linear regression estimators in panel data models, fixed and random effects, heteroskedasticity and autocorrelation in panel data models, instrumental variables and two stage least squares in panel data models, dynamic panel data models, logit and probit panel data models, censored panel data models, count panel data models, Tobit panel data models, Poisson panel data models, negative binomial panel data models and others models with panel data.
Econometric Modeling And Inference
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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.
Econometric Model Selection
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Author : Antonio Aznar Grasa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Econometric Model Selection written by Antonio Aznar Grasa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.
Econometric Analysis Of Count Data
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Author : Rainer Winkelmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-27
Econometric Analysis Of Count Data written by Rainer Winkelmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-27 with Business & Economics categories.
This monograph deals with econometric models for the analysis of event counts. The interest of econometricians in this class of models has started in the mid-eighties. After more than one decade of intensive research, the litera ture has reached a level of maturity that calls for a systematic and accessible exposition of the main results and methods. Such an exposition is the aim of the book. Count data models have found their way into the curricula of micro-econometric classes and are available on standard computer software. The basic methods have been used in countless applications in fields such as labor economics, health economics, insurance economics, urban economics, and economic demography, to name but a few. Other, more recent, methods are poised to become standard tools soon. While the book is oriented towards the empirical economists and applied econometrician, it should be useful to statisticians and biometricians as well. A first edition of this book was published in 1994 under the title "Count Data Models - Econometric Theory and an Application to Labor Mobility" . While this edition keeps the character and broad organization of this first edition, and its emphasis on combining a summary of the existing literature with several new results and methods, it is substantially revised and enlarged. Many parts have been completely rewritten and several new sections have New sections include: count data models for dependent processes; been added.