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  1. A concise introduction to econometrics
    an intuitive guide
    Erschienen: 2002
    Verlag:  Cambridge University Press, New York

    Assuming only basic familiarity with matrix algebra and calculus the book is an ideal introduction for students of econometrics. Focusing on a limited number of the most widely used methods, the book reviews the basics of econometrics and ends with... mehr

    Otto-von-Guericke-Universität, Universitätsbibliothek
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    Assuming only basic familiarity with matrix algebra and calculus the book is an ideal introduction for students of econometrics. Focusing on a limited number of the most widely used methods, the book reviews the basics of econometrics and ends with seven case studies drawn from recent empirical work

     

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    ISBN: 0511042728; 0511030622; 0511054475; 0511120923; 0511493134; 9780511042720; 9780511030628; 9780511054471; 9780511120923; 9780511493133
    Schlagworte: Econometrics; Econometrics
    Umfang: Online-Ressource (xi, 117 p), ill
    Bemerkung(en):

    Includes bibliographical references and index

    Cover; Half-title; Title; Copyright; Contents; Figures; Tables; Preface; CHAPTER ONE Introduction; CHAPTER TWO A few basic tools; CHAPTER THREE Econometrics, a guided tour; CHAPTER FOUR Seven case studies; CHAPTER FIVE Conclusion; References; Index;

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  2. Econometrics, statistics, and computational approaches in food and health sciences
    Erschienen: c2006
    Verlag:  World Scientific, New Jersey

    This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health. It demonstrates the usefulness of rigorous econometric and statistical... mehr

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    This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health. It demonstrates the usefulness of rigorous econometric and statistical methods in addressing issues of under-nutrition and poor child health in developing countries, as well as obesity in developed countries. The close connection between the issues and themes analyzed in disciplines such as economics, nutrition, psychology, demography, epidemiology and public health, provides a sound basis for the formulation of public policies

     

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    ISBN: 9812773312; 9789812773319
    Schlagworte: Nutrition; Medical economics; Econometrics; Economics, Medical; Models, Econometric; Diet; Health Status
    Umfang: Online-Ressource (xxxiii, 382 p)
    Bemerkung(en):

    Includes bibliographical references

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    Estimating dynamic random effects models from panel data covering short time periods / Alok Bhargava, J.D. SarganWald tests and systems of stochastic equations ; Identification and panel data models with endogenous regressors / Alok Bhargava -- Serial correlation and the fixed effects model / Alok Bhargava, L. Franzini, W. Narendranathan -- Estimating short and long run income elasticities of foods and nutrients for rural south India / Alok Bhargava -- Does household consumption behave as a martingale? A test for rural south India / Alok Bhargava, Martin Ravallion -- Dietary intakes and socioeconomic factors are associated with the hemoglobin concentration of Bangladeshi women / Alok Bhargava, Howarth E. Bouis, Nevin S. Scrimshaw -- Malnutrition and the role of individual variation with evidence from India and the Philippines ; Nutritional status and the allocation of time in Rwandese households / Alok Bhargava -- Requirements for what? Is the measurement of energy expenditure a sufficient estimate of energy needs? / Alok Bhargava, Peter J. Reeds -- Modelling the health of Filipino children ; Modelling the effects of nutritional and socioeconomic factors on the growth and morbidity of Kenyan school children / Alok Bhargava -- Coliforms in the water and hemoglobin concentration are predictors of gastrointestinal morbidity of Bangladeshi children ages 1-10 years / Alok Bhargava, Howarth E. Bouis, Kelly Hallman, Bilqis A. Hoque -- Modeling the effects of maternal nutritional status and socioeconomic variables on the anthropometric and psychological indicators of Kenyan infants from age 0-6 months ; A dynamic model for the cognitive development of Kenyan schoolchildren / Alok Bhargava -- Anthelmintic treatment improves the hemoglobin and serum ferritin concentration of Tanzanian schoolchildren / Alok Bhargava, Matthew Jukes, Jane Lambo, C.M. Kihamia, W. Lorri, Catherine Nodes, Leslie Drake, Donald Bundy -- Modeling the effects of health stats and the educational infrastructure on the cognitive development of Tanzanian schoolchildren / Alok Bhargava, Matthew Jukes, Damaris Ngorosho, Charles Khilma, Donald A.P. Bundy -- AIDS epidemic and the psychological well-being and school participation of Ethiopian orphans / Alok Bhargava -- Stochastic specification and the international GDP series / Alok Bhargava -- Modeling the effects of health on economic growth / Alok Bhargava, Dean T. Jamison, Lawrence J. Lae, Christopher J.L. Murray -- A longitudinal analysis of infant and child mortality rates in developing countries / Alok Bhargava, Jiang Yu -- Family planning, gender differences and infant mortality : evidence from Uttar Pradesh, India / Alok Bhargava -- Healthcare infrastructure, contraceptive use and infant mortality in Uttar Pradesh, India / Alok Bhargava, Sadia Chowdhury, K.K. Singh -- Estimating the variations and autocorrelations in dietary intakes on weekdays and weekends / Alok Bhargava, Ronald Forthofer, Susie McPherson, Milton Nichaman -- Behavioral variables and education are predictors of dietary change in the women's health trial : feasibility study in minority populations / Alok Bhargava, Jennifer Hays -- Socio-economic and behavioural factors are predictors of food use in the national food stamp program survey / Alok Bhargava -- Unhealthy eating habits, physical exercise and macronutrient intakes are predictors of anthropometric indicators in the women's health trial : feasibility study in minority populations / Alok Bhargava, Joanne F. Guthrie.

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  3. A primer for unit root testing
    Erschienen: 2010
    Verlag:  Palgrave Macmillan, Basingstoke [u.a.]

    This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and... mehr

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    This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid. This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid

     

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    Sprache: Englisch
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    Format: Online
    ISBN: 1282910175; 9780230248458; 9781403902047; 9781403902054; 9781282910171
    Weitere Identifier:
    RVK Klassifikation: QH 320 ; QH 237
    Auflage/Ausgabe: 1. publ.
    Schriftenreihe: Palgrave texts in econometrics
    Schlagworte: Econometrics; Economic theory; Statistics; Macroeconomics; Statistics; Economic theory; Econometrics; Macroeconomics; Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Economic Theory/Quantitative Economics/Mathematical Methods; Macroeconomics/Monetary Economics//Financial Economics
    Umfang: Online-Ressource (xxiv, 277 p)
    Bemerkung(en):

    Includes bibliographical references and indexes

    Cover; Contents; List of Tables; List of Figures; Symbols and Abbreviations; Preface; 1 An Introduction to Probability and Random Variables; 2 Time Series Concepts; 3 Dependence and Related Concepts; 4 Concepts of Convergence; 5 An Introduction to Random Walks; 6 Brownian Motion: Basic Concepts; 7 Brownian Motion: Differentiation and Integration; 8 Some Examples of Unit Root Tests; Appendix: Response functions for DF tests τ and ψ; Glossary; References; Author Index; Subject Index

    Electronic reproduction; Available via World Wide Web

  4. Specimens of statistical reports
    exhibiting the progress of political society from the pastoral state to that of luxury and refinement
    Erschienen: 1793
    Verlag:  Printed for T. Cadell, London

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    Sprache: Englisch
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    Schlagworte: Econometrics; Statistics; Econometrics; Statistics
    Umfang: xviii, [2], 204 p, 8vo
    Bemerkung(en):

    Goldsmiths'-Kress no. 15563

    OCLC, 21308963

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  5. Recherches sur les principes mathématiques de la théorie des richesses
    Erschienen: 1838
    Verlag:  L. Hachette, Paris

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    Sprache: Französisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schlagworte: Econometrics; Economics; Econometrics; Economics
    Umfang: xi, 198 p., [1] folded leaf of plates, ill
    Bemerkung(en):

    Goldsmiths'-Kress no. 30281

    Includes bibliographical references

    OCLC, 17786009

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  6. Mathematical investigation of the effect of machinery
    on the wealth of a community in which it is employed, and on the fund for the payment of wages
    Autor*in: Tozer, John
    Erschienen: 1838
    Verlag:  Printed at the Pitt press by J.W. Parker, printer to the university, Cambridge

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    Beteiligt: Tozer, John
    Sprache: Englisch
    Medientyp: Buch (Monographie)
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    Schlagworte: Econometrics; Economics, Mathematical; Machinery in the workplace; Econometrics; Economics, Mathematical; Machinery in the workplace
    Umfang: 16 p
    Bemerkung(en):

    "From the Transactions of the Cambridge Philosophical Society. vol. VI. part III."

    Goldsmiths'-Kress no. 30311

    OCLC, 17793435

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  7. Micro-econometrics for policy, program, and treatment effects
    Erschienen: 2005
    Verlag:  Oxford University Press, Oxford

    Focusing on non-experimental microeconometric estimation, this work provides literature on how to measure accurately the effects of a treatment, such as a drug, educational programme, or tax regime, on a response variable like an illness, GPA, or... mehr

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    Focusing on non-experimental microeconometric estimation, this work provides literature on how to measure accurately the effects of a treatment, such as a drug, educational programme, or tax regime, on a response variable like an illness, GPA, or income

     

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    ISBN: 1435622642; 9781435622647
    Schriftenreihe: Advanced texts in econometrics
    Schlagworte: Economic policy; Multivariate analysis; Econometric models; Econometrics
    Umfang: Online-Ressource
    Bemerkung(en):

    Includes bibliographical references and index

    Title from title screen (viewed Mar. 2, 2006)

    ""Contents""; ""1 Tour of the book""; ""2 Basics of treatment effect analysis""; ""2.1 Treatment intervention, counter-factual, and causal relation""; ""2.1.1 Potential outcomes and intervention""; ""2.1.2 Causality and association""; ""2.1.3 Partial equilibrium analysis and remarks""; ""2.2 Various treatment effects and no effects""; ""2.2.1 Various effects""; ""2.2.2 Three no-effect concepts""; ""2.2.3 Further remarks""; ""2.3 Group-mean difference and randomization""; ""2.3.1 Group-mean difference and mean effect""; ""2.3.2 Consequences of randomization""

    ""2.3.3 Checking out covariate balance""""2.4 Overt bias, hidden (covert) bias, and selection problems""; ""2.4.1 Overt and hidden biases""; ""2.4.2 Selection on observables and unobservables""; ""2.4.3 Linear models and biases""; ""2.5 Estimation with group mean difference and LSE""; ""2.5.1 Group-mean difference and LSE""; ""2.5.2 A job-training example""; ""2.5.3 Linking counter-factuals to linear models""; ""2.6 Structural form equations and treatment effect""; ""2.7 On mean independence and independence*""; ""2.7.1 Independence and conditional independence""

    ""2.7.2 Symmetric and asymmetric mean-independence""""2.7.3 Joint and marginal independence""; ""2.8 Illustration of biases and Simpson�s Paradox*""; ""2.8.1 Illustration of biases""; ""2.8.2 Source of overt bias""; ""2.8.3 Simpson�s Paradox""; ""3 Controlling for covariates""; ""3.1 Variables to control for""; ""3.1.1 Must cases""; ""3.1.2 No-no cases""; ""3.1.3 Yes/no cases""; ""3.1.4 Option case""; ""3.1.5 Proxy cases""; ""3.2 Comparison group and controlling for observed variables""; ""3.2.1 Comparison group bias""; ""3.2.2 Dimension and support problems in conditioning""

    ""3.2.3 Parametric models to avoid dimension and support problems""""3.2.4 Two-stage method for a semi-linear model*""; ""3.3 Regression discontinuity design (RDD) and before-after (BA)""; ""3.3.1 Parametric regression discontinuity""; ""3.3.2 Sharp nonparametric regression discontinuity""; ""3.3.3 Fuzzy nonparametric regression discontinuity""; ""3.3.4 Before-after (BA)""; ""3.4 Treatment effect estimator with weighting*""; ""3.4.1 Effect on the untreated""; ""3.4.2 Effects on the treated and on the population""; ""3.4.3 Effciency bounds and effcient estimators""

    ""3.4.4 An empirical example""""3.5 Complete pairing with double sums*""; ""3.5.1 Discrete covariates""; ""3.5.2 Continuous or mixed (continuous or discrete) covariates""; ""3.5.3 An empirical example""; ""4 Matching""; ""4.1 Estimators with matching""; ""4.1.1 Effects on the treated""; ""4.1.2 Effects on the population""; ""4.1.3 Estimating asymptotic variance""; ""4.2 Implementing matching""; ""4.2.1 Decisions to make in matching""; ""4.2.2 Evaluating matching success""; ""4.2.3 Empirical examples""; ""4.3 Propensity score matching""; ""4.3.1 Balancing observables with propensity score""

    ""4.3.2 Removing overt bias with propensity-score""

  8. Selected papers of Lawrence R. Klein
    theoretical reflections and econometric applications
    Autor*in:
    Erschienen: c1997
    Verlag:  World Scientific, Singapore

    More on "Forty Years of 'Rigorous Observational Positivism'" and Years Beyond /Kanta Marwah --An Autobiographical Research Commentary, Continued /Lawrence R. Klein --My Professional Life Philosophy /Lawrence R. Klein --pt. I.Economic Theory... mehr

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    More on "Forty Years of 'Rigorous Observational Positivism'" and Years Beyond /Kanta Marwah --An Autobiographical Research Commentary, Continued /Lawrence R. Klein --My Professional Life Philosophy /Lawrence R. Klein --pt. I.Economic Theory Reconsiderations --Editorial i.1.Some Laws of Economics.2.What is Macroeconomics?3.Technical Appendix.4.The Keynesian Revolution Revisited.5.The Neoclassical Tradition of Keynesian Economics and the Generalized Model.6.The Keynesian Revolution: Fifty Years Later, A Last Word --pt. II.Econometric Models and Methodology --Editorial ii.7.Antecedents of macroeconometric models.8.A Postwar Quarterly Model: Description and Applications. This volume contains selected papers of Lawrence R. Klein in economics, econometric theory and applications in modeling, forecasting, macroeconomic analysis, international economics and public policy. Nobel Laureate Lawrence Klein's bibliography spans a half-century, including books, articles, and chapters in conference proceedings, festschriften, and thematic books. One such volume of solely scientific collections, mainly from his relatively early articles, has already been published. The present volume is different, it includes some articles, but largely chapters, or book excerpts that were mostly written since 1980, the approximate cut-off date of the prior volume, and the year of his Nobel Prize. Also, it includes things that were published in very limited or obscure editions. Thus it provides a more complete picture of his scholarly career and his current reflections on the state of economic science. All these writings are in the vanguard of thinking about economics in a global domain. The thirty-five-plus selections are organized in five parts, by major themes. An editorial commentary introduces each part. The introductory chapters include Klein's autobiographical research commentary, and his professional life philosophy

     

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    Quelle: Verbundkataloge
    Beteiligt: Klein, Lawrence Robert; Marwah, Kanta
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789812830333; 9812830332
    Schriftenreihe: Econometrics in the information age ; vol. 1
    Schlagworte: Econometrics; Econometrics; BUSINESS & ECONOMICS ; Econometrics; BUSINESS & ECONOMICS ; Statistics; Econometrics; Macro-economie; Micro-economie; Econometrische modellen; Économétrie
    Umfang: Online Ressource (xlv, 659 p.), ill.
    Bemerkung(en):

    Includes bibliographical references and index. - Description based on print version record

    More on "Forty Years of 'Rigorous Observational Positivism'" and Years Beyond / Kanta Marwah

    An Autobiographical Research Commentary, Continued / Lawrence R. Klein

    My Professional Life Philosophy / Lawrence R. Klein

    Pt. I.Economic Theory ReconsiderationsEditorial i.1.Some Laws of Economics.2.What is Macroeconomics?3.Technical Appendix.4.The Keynesian Revolution Revisited.5.The Neoclassical Tradition of Keynesian Economics and the Generalized Model.6.The Keynesian Revolution: Fifty Years Later, A Last WordPt. II.Econometric Models and MethodologyEditorial ii.7.Antecedents of macroeconometric models.8.A Postwar Quarterly Model: Description and Applications.

  9. The formation of econometrics
    a historical perspective
    Autor*in: Qin, Duo
    Erschienen: 1993
    Verlag:  Clarendon Press, Oxford [England]

    Duo Qin has produced a study of a crucial period in the history of econometrics. She analyses the development of the theory and methodology between 1930 and 1960, arguing in particular that the "probability revolution" of the 1940s was incomplete,... mehr

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    Duo Qin has produced a study of a crucial period in the history of econometrics. She analyses the development of the theory and methodology between 1930 and 1960, arguing in particular that the "probability revolution" of the 1940s was incomplete, and resulted in later problems

     

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    Format: Online
    ISBN: 0585200092; 9780585200095
    Schlagworte: Econometrics
    Umfang: Online-Ressource (xii, 212 p)
    Bemerkung(en):

    Includes bibliographical references and indexes

    ""Preface""; ""Contents""; ""Introduction""; ""1. The Probability Foundations of Econometrics""; ""1.1 The Eve of the Probability Revolution""; ""1.2 Introduction of Probability Theory""; ""1.3 The Haavelmo Revolution""; ""1.4 Alternative Approaches""; ""1.5 An Incomplete Revolution""; ""2. Model Construction""; ""2.1 Econometric Measurement without Models""; ""2.2 Emergence of Structural Model Construction""; ""2.3 Formalization of Structural Model Formulation""; ""2.4 Maturity of Simultaneous-Equations Model Formulation""; ""3. Estimation""

    ""3.1 From LS to ML Estimation before Haavelmo's Revolution""""3.2 ML Estimation of Simultaneous-Equations Systems""; ""3.3 Estimation with Special Concerns for Time-Series Data""; ""3.4 Other Estimation Methods for Errors-in-Variables Models""; ""3.5 From ML back to LS, Completion of Estimation Procedure for Simultaneous-Equations Systems""; ""4. Identification""; ""4.1 Taking Shape""; ""4.2 Initial Systematization""; ""4.3 The First Explicit Formalization""; ""4.4 Further Developments""; ""5. Testing""; ""5.1 Antecedents""

    ""5.2 Adoption of the Hypothesis-Testing Framework and Invention of Econometric Tests""""5.3 Hypothesis-Testing via Model Evaluation in Applied Econometrics""; ""5.4 Diagnostic Tests for Model Evaluation in Theoretical Econometrics""; ""6. Model Construction Revisited""; ""6.1 Testing and Model Construction""; ""6.2 Identification and Model Construction""; ""6.3 Estimation and Model Construction""; ""6.4 Model Construction and the Probability Approach""; ""The History Revisited""; ""Bibliography""; ""Index of Names""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""I""; ""J""; ""K""

    ""L""""M""; ""N""; ""O""; ""P""; ""Q""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""; ""Y""; ""Z""; ""Index of Subjects""; ""A""; ""B""; ""C""; ""D""; ""E""; ""F""; ""G""; ""H""; ""I""; ""J""; ""L""; ""M""; ""N""; ""O""; ""P""; ""R""; ""S""; ""T""; ""U""; ""V""; ""W""

    Electronic reproduction; Available via World Wide Web

  10. Hydropower Economics
    Erschienen: 2007
    Verlag:  Springer Science+Business Media, LLC, Boston, MA

    There are few more urgent topics in today's world, so full of ecological uncertainty. Hydropower Economics uses various econometric measures to examine sustainable alternative energy sources. It kicks off by modeling hydropower, yes, but it does not... mehr

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    There are few more urgent topics in today's world, so full of ecological uncertainty. Hydropower Economics uses various econometric measures to examine sustainable alternative energy sources. It kicks off by modeling hydropower, yes, but it does not end there. Forsund has extended his model to include thermal power and wind power, too - forms of alternative energy that are taking on an ever larger profile. The focus of HYDROPOWER ECONOMICS is to provide qualitative economic analyses of how to utilize stored water in a hydropower system with fixed generating capacities. The problem is dynamic because water used today to generate electric power may alternatively be used tomorrow. The distinctive feature of this book is to provide a social planning perspective on the optimal use of water. This is a prerequisite for understanding and evaluating newly-established electricity markets. The dynamic nature of hydropower production, the high number of units involved, and the inherent stochastic nature of inflow of water make optimization problems quite difficult technically to solve. In the engineering literature complex stochastic dynamic programming models are used and solution algorithms developed for real-life data, with numerical solutions provided. In this book a much more simplified mathematical approach suited to obtain qualitative conclusions is followed. Standard nonlinear programming models for discrete time are used and the Kuhn - Tucker conditions employed extensively for qualitative interpretations. A special graphical presentation, termed a bathtub diagram, is developed for two-period illustration.

     

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    ISBN: 9780387730271
    Weitere Identifier:
    RVK Klassifikation: QT 600
    Schriftenreihe: International Series In Operations Research & Management Science ; 112
    Schlagworte: Economics; Renewable energy sources; Engineering economy; Environmental management; Econometrics; Environmental economics
    Umfang: Online-Ressource, v.: digital
    Bemerkung(en):

    Literaturverz. S. 251 - 255

    Front Matter; Introduction; Water as a Natural Resource; Hydropower with Constraints; Multiple Producers; Mix of Thermal and Hydropower Plants; Trade; Transmission; Market Power; Uncertainty; Summary and Conclusions; Back Matter

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  11. Panel data econometrics
    Erschienen: 2003
    Verlag:  Oxford Univ. Press, Oxford [u.a.]

    This book is intended for researchers and graduate students of econometrics mehr

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    This book is intended for researchers and graduate students of econometrics

     

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    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 0199245282; 0199245290
    RVK Klassifikation: QH 300 ; QH 244 ; QH 320 ; QH 237
    Schriftenreihe: Advanced texts in econometrics
    Schlagworte: Econometrics; Panel analysis
    Umfang: XII, 231 S.
    Bemerkung(en):

    Includes bibliographical references (p. 215-226) and index

    Contents; Preface; 1 Introduction; I: Static Models; II: Time Series Models with Error Components; III: Dynamics and Predeterminedness; IV: Appendices; References; Index

    Online-Ausg. 2005. Online-Ressource

  12. A primer for unit root testing
    Erschienen: 2010
    Verlag:  Palgrave Macmillan, Basingstoke [u.a.]

    This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and... mehr

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    This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid. This book gives an authoritative overview of the literature on non-stationarity, integration and unit roots, providing direction and guidance. It also provides detailed examples to show how the techniques can be applied in practical situations and the pitfalls to avoid

     

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    Format: Online
    ISBN: 1282910175; 9780230248458; 9781403902047; 9781403902054; 9781282910171
    Weitere Identifier:
    RVK Klassifikation: QH 320 ; QH 237
    Auflage/Ausgabe: 1. publ.
    Schriftenreihe: Palgrave texts in econometrics
    Schlagworte: Econometrics; Economic theory; Statistics; Macroeconomics; Statistics; Economic theory; Econometrics; Macroeconomics; Economics; Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Economic Theory/Quantitative Economics/Mathematical Methods; Macroeconomics/Monetary Economics//Financial Economics
    Umfang: Online-Ressource (xxiv, 277 p)
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    Includes bibliographical references and indexes

    Cover; Contents; List of Tables; List of Figures; Symbols and Abbreviations; Preface; 1 An Introduction to Probability and Random Variables; 2 Time Series Concepts; 3 Dependence and Related Concepts; 4 Concepts of Convergence; 5 An Introduction to Random Walks; 6 Brownian Motion: Basic Concepts; 7 Brownian Motion: Differentiation and Integration; 8 Some Examples of Unit Root Tests; Appendix: Response functions for DF tests τ and ψ; Glossary; References; Author Index; Subject Index

    Electronic reproduction; Available via World Wide Web

  13. Econometric analysis of cross section and panel data
    Erschienen: 2010
    Verlag:  MIT Press, Cambridge, Mass. [u.a.]

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    Format: Online
    ISBN: 0262232588; 9780262232586
    RVK Klassifikation: QH 310
    Auflage/Ausgabe: 2. ed.
    Schlagworte: Econometrics
    Umfang: XXVII, 1064 S., graph. Darst.
    Bemerkung(en):

    Previous ed.: 2002

    IntroductionConditional expectations and related concepts in econometrics -- Basic asymptotic theory -- Single-equation linear model and ordinary least squares estimation -- Instrumental variables estimation of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and generalized least squares -- System estimation by instrumental variables -- Simultaneous equations models.

    Online-Ausg. [S.l.] : Ebrary. Online-Ressource. ISBN 978-0-262-29435-5

  14. Econometric modeling and inference
    Erschienen: 2007
    Verlag:  Cambridge University Press, Cambridge

    Presents the main statistical tools of econometrics mehr

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    Presents the main statistical tools of econometrics

     

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    Quelle: Verbundkataloge
    Beteiligt: Péguin-Feissolle, Anne; Marimoutou, Vêlayoudom; Florens, J. P.
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 0521876400; 052170006X; 9780521876407; 9780521700061
    Schriftenreihe: Themes in modern econometrics
    Schlagworte: Economics; Econometric models; Econometrics
    Umfang: Online-Ressource (xxi, 496 p), 24 cm
    Bemerkung(en):

    Includes bibliographical references (p. 477-492) and index

    Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Foreword; Preface; Part I: Statistical Methods; 1 Statistical Models; 2 Sequential Models and Asymptotics; 3 Estimation by Maximization and by the Method of Moments; 4 Asymptotic Tests; 5 Nonparametric Methods; 6 Simulation Methods; Part II: Regression Models; 7 Conditional Expectation; 8 Univariate Regression; 9 Generalized Least Squares Method, Heteroskedasticity, and Multivariate Regression ; 10 Nonparametric Estimation of the Regression ; 11 Discrete Variables and Partially Observed Models ; Part III: Dynamic Models

    12 Stationary Dynamic Models13 Nonstationary Processes and Cointegration; 14 Models for Conditional Variance; 15 Nonlinear Dynamic Models; Part IV: Structural Modeling; 16 Identification and Overidentification in Structural Modeling; 17 Simultaneity; 18 Models with Unobservable Variables; Bibliography; Index

    Electronic reproduction; Available via World Wide Web

  15. The methodology and practice of econometrics
    a festschrift in honour of David F. Hendry
    Autor*in:
    Erschienen: 2009
    Verlag:  Oxford University Press, Oxford

    David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned... mehr

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    David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodologyof econometrics. Central themes of the book include dynamic modelling and the properties of time series data, mode

     

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    Quelle: Verbundkataloge
    Beteiligt: Hendry, David F.; Castle, Jennifer; Shephard, Neil
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 1282268074; 0199237190; 9781282268074; 9780199237197
    RVK Klassifikation: QH 300
    Schlagworte: Econometric models; Econometrics
    Umfang: Online-Ressource (xii, 451 p), ill, 24 cm
    Bemerkung(en):

    Includes bibliographical references and index

    Preface; Contents; List of Contributors; 1. An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator; 2. Empirical Identification of the Vector Autoregression: The Causes and Effects of US M2; 3. Retrospective Estimation of Causal Effects Through Time; 4. Autometrics; 5. High Dimension Dynamic Correlations; 6. Pitfalls in Modelling Dependence Structures: Explorations with Copulas; 7. Forecasting in Dynamic Factor Models Subject to Structural Instability; 8. Internal Consistency of Survey Respondents' Forecasts: Evidence Based on the Survey of Professional Forecasters

    9. Factor-augmented Error Correction Models10. In Praise of Pragmatics in Econometrics; 11. On Efficient Simulations in Dynamic Models; 12. Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results; 13. When is a Time-Series I(0)?; 14. Model Identification and Nonunique Structure; 15. Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area; 16. US Natural Rate Dynamics Reconsidered; 17. Constructive Data Mining: Modelling Argentine Broad Money Demand; Index

    Electronic reproduction; Available via World Wide Web

  16. Empirical modeling in economics
    specification and evaluation
    Erschienen: 1999
    Verlag:  Cambridge University Press, Cambridge

    Clive W. J. Granger is widely regarded as one of the greatest living social scientists. In this book, designed for scholars, researchers and senior undergraduates, he considers the process of constructing and evaluating an empirical model. Using... mehr

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    Clive W. J. Granger is widely regarded as one of the greatest living social scientists. In this book, designed for scholars, researchers and senior undergraduates, he considers the process of constructing and evaluating an empirical model. Using case-studies from the arts and social sciences he provides a concise and entertaining account

     

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    ISBN: 0521662087; 0521778255
    RVK Klassifikation: QH 240 ; QP 110
    Schlagworte: Econometrics; Economics; Econometric models
    Umfang: Online-Ressource (xii, 99 p), 23 cm
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    Includes bibliographical references and index

    Cover; Half-title; Title; Copyright; Contents; Foreword; Acknowledgments; CHAPTER ONE The specification of empirical models; CHAPTER TWO The evaluation of empirical models; CHAPTER THREE Comments on the evaluation of econometric models and of forecasts; Index

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