Themes in Modern Econometrics – serie
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34 produkter
Semiparametric Regression for the Applied Econometrician
Häftad, 2003
569 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 …
Econometric Modelling with Time Series
Specification, Estimation and Testing
Av Vance Martin, Stan Hurn m. fl.
Häftad, 2012
1324 kr
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This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, …
Econometric Modelling with Time Series
Specification, Estimation and Testing
Av Vance Martin, Stan Hurn m. fl.
Inbunden, 2012
1844 kr
Lägg i varukorg
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, …
Econometrics of Qualitative Dependent Variables
Av Christian Gourieroux, Peter C. B. Phillips m. fl.
Inbunden, 2000
1300 kr
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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
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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: Volume 1, General Concepts, Estimation, Prediction and Algorithms
Av Christian Gourieroux, Alain Monfort
Inbunden, 1995
2667 kr
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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 …
Time Series and Dynamic Models
Av Christian Gourieroux, Alain Monfort
Inbunden, 1996
2296 kr
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In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of …
Time Series and Dynamic Models
Av Christian Gourieroux, Alain Monfort
Häftad, 1997
854 kr
Lägg i varukorg
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of …
Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
Av Christian Gourieroux, Alain Monfort
Inbunden, 1995
2432 kr
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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 …
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 …
Applied Time Series Econometrics
Av Helmut Lütkepohl, Markus Krätzig
Häftad, 2004
770 kr
Lägg i varukorg
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the …
The Econometric Analysis of Seasonal Time Series
Av Eric Ghysels, Denise R. Osborn
Inbunden, 2001
1761 kr
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Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary …
The Econometric Analysis of Seasonal Time Series
Av Eric Ghysels, Denise R. Osborn
Häftad, 2001
738 kr
Lägg i varukorg
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary …
Nonparametric Econometrics
Häftad, 1999
838 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 …
Unit Roots, Cointegration, and Structural Change
Häftad, 1999
705 kr
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Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root …
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 …
Generalized Method of Moments Estimation
Inbunden, 1999
1761 kr
Lägg i varukorg
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the …
Generalized Method of Moments Estimation
Häftad, 1999
705 kr
Lägg i varukorg
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the …
Econometric Modeling and Inference
Av Jean-Pierre Florens, Velayoudom Marimoutou m. fl.
Häftad, 2007
838 kr
Lägg i varukorg
Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained …
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 …
Introduction to the Mathematical and Statistical Foundations of Econometrics
Inbunden, 2004
1475 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 …
Applied Time Series Econometrics
Av Helmut Lütkepohl, Markus Krätzig
Inbunden, 2004
2029 kr
Lägg i varukorg
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the …
Granularity Theory with Applications to Finance and Insurance
Av Patrick Gagliardini, Christian Gouriéroux
Inbunden, 2014
1657 kr
Lägg i varukorg
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult …
Almost All about Unit Roots
Foundations, Developments, and Applications
Av In Choi
Inbunden, 2015
1677 kr
Lägg i varukorg
Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical …
Structural Vector Autoregressive Analysis
Av Lutz Kilian, Helmut Lütkepohl
Inbunden, 2017
2818 kr
Lägg i varukorg
Structural vector autoregressive (VAR) models are important tools for empirical work in macroeconomics, finance, and related fields. This book not only reviews the many alternative structural VAR approaches discussed in the literature, but also highlights their pros and cons in practice. It …
Almost All about Unit Roots
Foundations, Developments, and Applications
Av In Choi
Häftad, 2015
653 kr
Lägg i varukorg
Many economic theories depend on the presence or absence of a unit root for their validity, and econometric and statistical theory undergo considerable changes when unit roots are present. Thus, knowledge on unit roots has become so important, necessitating an extensive, compact, and nontechnical …
Granularity Theory with Applications to Finance and Insurance
Av Patrick Gagliardini, Christian Gouriéroux
Häftad, 2014
502 kr
Lägg i varukorg
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and regulation of risks in portfolios composed of credits, credit derivatives, or life insurance contracts is difficult …
Econometric Analysis of Stochastic Dominance
Concepts, Methods, Tools, and Applications
Inbunden, 2019
1224 kr
Lägg i varukorg
This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance recently as a way to measure comparisons in welfare economics, inequality …
