0 Read eBook for: applied econometrics an introduction [PDF]

Applied Econometrics An Introduction

Applied Econometrics  An Introduction PDF

Get This Book

Author: Massimiliano Marcellino
Publisher:
ISBN: 9788899902049
Size: 45.92 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 387
View: 4345



An Introduction To Applied Econometrics

An Introduction to Applied Econometrics PDF

Get This Book

Author: K. D. Patterson
Publisher: Palgrave Macmillan
ISBN: 9780312235123
Size: 72.19 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 795
View: 3198


Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.

An Introduction To Applied Econometrics

An Introduction To Applied Econometrics PDF

Get This Book

Author: Kerry Patterson
Publisher: Palgrave Macmillan
ISBN: 9780312235130
Size: 37.25 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 797
View: 3950


Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH. The author explains the central distinction between stationary and nonstationary time series, which is of crucial importance in many areas of analysis, especially in macroeconomics and financial economics.

Applied Econometrics With R

Applied Econometrics with R PDF

Get This Book

Author: Christian Kleiber
Publisher: Springer Science & Business Media
ISBN: 9780387773186
Size: 44.70 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 222
View: 3546


R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

An Introduction To Econometrics

An Introduction to Econometrics PDF

Get This Book

Author: Michael Pokorny
Publisher: Wiley-Blackwell
ISBN: 9780631150039
Size: 66.73 MB
Format: PDF
Category : Econometrics
Languages : en
Pages : 436
View: 2473



An Introduction To Applied Econometric Analysis

An introduction to applied econometric analysis PDF

Get This Book

Author: R. F. Wynn
Publisher:
ISBN:
Size: 40.46 MB
Format: PDF, ePub
Category : Econometrics
Languages : en
Pages :
View: 3225



An Introduction To Applied Econometric Analysis

An Introduction to Applied Econometric Analysis PDF

Get This Book

Author: R. F. Wynn
Publisher: Palgrave
ISBN: 9780333167120
Size: 17.80 MB
Format: PDF, Mobi
Category : Econometrics
Languages : en
Pages : 245
View: 1238



Applied Econometrics

Applied Econometrics PDF

Get This Book

Author: Massimiliano Marcellino
Publisher: EGEA spa
ISBN: 8823814472
Size: 58.60 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 399
View: 5157


The goal of this book is to facilitate both teaching of applied econometrics, particularly in undergraduate and Master courses, and learning by students and, more generally, by those concerned with a formal measurement of economic events. The task requires combining statistics, economics and computer science in the right proportions. Statistics is needed for a correct formulation of the problem and interpretation of the results, so the statistical content of this book is rigorous but limited to what is strictly necessary. All theoretical concepts are then illustrated empirically, with examples that use either simulated data or actual data on economic variables. The examples in this text are based on EViews.

An Introduction To Modern Econometrics Using Stata

An Introduction to Modern Econometrics Using Stata PDF

Get This Book

Author: Christopher F. Baum
Publisher: Stata Press
ISBN: 1597180130
Size: 63.63 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 341
View: 2827


Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.

Introduction To Applied Econometrics

Introduction to Applied Econometrics PDF

Get This Book

Author: Kenneth G. Stewart
Publisher: South-Western Pub
ISBN: 9780534369163
Size: 59.68 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 913
View: 7145


You'll find the "econ" back in econometrics with INTRODUCTION TO APPLIED ECONOMETRICS and its accompanying CD.. You'll have the opportunity to replicate classic empirical findings using original data sets and will develop an understanding of the relevance of economic theory to empirical analysis. The author integrates classic empirical examples and applications and builds toward a self-contained four-chapter introduction to time series analysis. The CD includes data sets formatted for STATA, Eviews, Excel, Minitab, SAS and ASCII, as well as an appendix presenting multiple regression in matrix form and another on treating portfolio theory and the capital asset pricing model.

Econometrics

Econometrics PDF

Get This Book

Author: Stefan Valavanis Vail
Publisher:
ISBN:
Size: 44.45 MB
Format: PDF, ePub
Category : Econometrics
Languages : en
Pages : 223
View: 7657



Introductory Econometrics

Introductory Econometrics PDF

Get This Book

Author: Jeffrey Wooldridge
Publisher:
ISBN: 9781408093757
Size: 25.28 MB
Format: PDF, Mobi
Category : Econometrics
Languages : en
Pages : 912
View: 7552


Jeffrey M. Wooldridge’s Introduction to Econometrics shows how econometrics is a useful tool for answering questions in business, policy evaluation and forecasting environments. Packed with timely, relevant applications, the text incorporates close to 100 intriguing data sets, available in six formats, with appendices and questions available online.

Elements Of Time Series Econometrics An Applied Approach

Elements of Time Series Econometrics  an Applied Approach PDF

Get This Book

Author: Kočenda, Evžen
Publisher: Charles University in Prague, Karolinum Press
ISBN: 8024631997
Size: 14.46 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 220
View: 392


This book presents the numerous tools for the econometric analysis of time series. The text is designed with emphasis on the practical application of theoretical tools. Accordingly, material is presented in a way that is easy to understand. In many cases intuitive explanation and understanding of the studied phenomena are offerd. Essential concepts are illustrated by clear-cut examples. The attention of readers is drawn to numerous applied works where the use of specific techniques is best illustrated. Such applications are chiefly connected with issues of recent economic transition and European integration. The outlined style of presentation makes the book also a rich source of references. The text is divided into five major sections. The first section, “The Nature of Time Series”, gives an introduction to time series analysis. The second section, “Difference Equations”, describes briefly the theory of difference equations with an emphasis on results that are important for time series econometrics. The third section, “Univariate Time Series”, presents the methods commonly used in univariate time series analysis, the analysis of time series of one single variable. The fourth section, “Multiple Time Series”, deals with time series models of multiple interrelated variables. The fifth section “Panel Data and Unit Root Tests”, deals with methods known as panel unit root tests that are relevant to issues of convergence. Appendices contain an introduction to simulation techniques and statistical tables. Kniha přináší soubor základních i pokročilých technik a postupů používaných v ekonometrické analýze časových řad. Kniha klade důraz na umožnění efektivního použití popsaných technik v aplikovaném ekonomickém výzkumu. Toho je dosaženo tím, že teoretické základy popsané ekonometrie jsou prezentovány spolu s intuitivním vysvětlením problematiky a jednotlivé techniky jsou ilustrovány na výsledcích současného výzkumu a to především v kontextu procesu nedávné ekonomické transformace a současné evropské integrace. Toto pojetí z knihy činí nejen učebnici v klasickém smyslu, ale také užitečný referenční zdroj neboť odkazy v knize spojují klasickou i moderní ekonometrickou literaturu se soudobými aplikacemi, na nichž je použití jednotlivých technik jasně pochopitelné. Mnohá použití vycházejí z bohaté předchozí práce autorů v oboru. Text knihy je rozdělen do pěti hlavních částí. První část, “The Nature of Time Series”, přináší úvod do analýzy časových řad a popis jejich nejdůležitějších charakteristik, vlastností a procesů. Druhá část, “Difference Equations”, stručně popisuje teorii diferenciálních rovnic s důrazem na aspekty, které jsou klíčové v ekonometrii časových řad. Třetí část, “Univariate Time Series”, poměrně rozsáhle popisuje techniky, které se používají při analýze jednotlivých časových řad bez jejich vzájemené interakce a zahrnuje jak lineární tak nelineární modelované struktury. Čtvrtá část, “Multiple Time Series”, popisuje modely které umožňují analýzu několika časových řad a jejich vzájemných interakcí. Pátá část “Panel Data and Unit Root Tests”, zahrnuje některé techniky postavené na panelových datech, jež k průřezovým datům přidávají časovou dimenzi a vztahují se k analýze konvergence. Závěr knihy je doplněn o úvod do simulační techniky a statistické tabulky

A Concise Introduction To Econometrics

A Concise Introduction to Econometrics PDF

Get This Book

Author: Philip Hans Franses
Publisher: Cambridge University Press
ISBN: 9780521520904
Size: 74.18 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 117
View: 4318


This 2002 book is an ideal practical introduction to the basics of econometrics.

A Practical Introduction To Econometric Methods

A Practical Introduction to Econometric Methods PDF

Get This Book

Author: Patrick K. Watson
Publisher: University of West Indies Press
ISBN: 9789766401221
Size: 68.93 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 307
View: 6928


An introduction to the theory and practice of classical and modern econometric methods. It seeks to help the reader: understand the scope and limitations of econometrics; read, write and interpret articles and reports of an applied econometric nature; and to build upon the elements introduced.

Back to Top