Peter C. B. Phillips – författare
Visar alla böcker från författaren Peter C. B. Phillips. Handla med fri frakt och snabb leverans.
9 produkter
Econometrics of Qualitative Dependent Variables
Av Christian Gourieroux, Peter C. B. Phillips m. fl.
Inbunden, 2000
1300 kr
Lägg i varukorg
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their …
Nonparametric Econometrics
Av Adrian Pagan, Aman Ullah m. fl.
Inbunden, 1999
1677 kr
Lägg i varukorg
This book systematically and thoroughly covers the vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the last five decades. Within this framework this is the first book to discuss the principles of the nonparametric approach to the topics …
Statistics and Econometric Models
Av Christian Gourieroux, Alain Monfort m. fl.
Häftad, 1995
720 kr
Lägg i varukorg
This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a …
Statistics and Econometric Models
Av Christian Gourieroux, Alain Monfort m. fl.
Häftad, 1995
720 kr
Lägg i varukorg
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 …
Introduction to the Mathematical and Statistical Foundations of Econometrics
Av Herman J. Bierens, Peter C. B. Phillips m. fl.
Häftad, 2004
754 kr
Lägg i varukorg
This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression …
Econometrics of Qualitative Dependent Variables
Av Christian Gourieroux, Peter C. B. Phillips m. fl.
Häftad, 2000
687 kr
Lägg i varukorg
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their …
Semiparametric Regression for the Applied Econometrician
Av Adonis Yatchew, Peter C. B. Phillips m. fl.
Inbunden, 2003
968 kr
Lägg i varukorg
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline …
Models, Methods and Applications of Econometrics
Av Greer Phillips, Peter C. B. Phillips
Inbunden, 1993
861 kr
Lägg i varukorg
The twenty especially commissioned esays in this volume cover a wide field of recent and topical research dealing with both theory and application of econometrics. The contributors comprise an international and distinguished group of economists, econometricians, modelers and statisticians. The …
Advances in Econometrics and Quantitative Economics
Essays in Honor of Professor C.R. Rao
Av MADDALA, G. S. Maddala m. fl.
Inbunden, 1995
2455 kr
Lägg i varukorg
A comprehensive guide to the statistical methods used in economics and quantitative economics. Acknowledged experts cover topics such as: * Semiparametic and non-parametic interference * Time series behaviour of commodity prices * Applications of Edgeworth expansions and quantitative methods in …
