Readings in Economic Statistics and Econometrics

Readings in Economic Statistics and Econometrics PDF Author: Arnold Zellner
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 754

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Book Description
Textbook on applied econometrics - comprises readings on various applications of mathematical economic theory and quantitative statistical method in solving economic problems. References.

Readings in Economic Statistics and Econometrics

Readings in Economic Statistics and Econometrics PDF Author: Arnold Zellner
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 754

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Book Description
Textbook on applied econometrics - comprises readings on various applications of mathematical economic theory and quantitative statistical method in solving economic problems. References.

Uncertainty in Economics

Uncertainty in Economics PDF Author: Peter Diamond
Publisher: Academic Press
ISBN: 1483264505
Category : Business & Economics
Languages : en
Pages : 586

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Book Description
Uncertainty in Economics: Readings and Exercises provides information pertinent to the fundamental aspects of the economics of uncertainty. This book discusses ho uncertainty affects both individual behavior and standard equilibrium theory. Organized into three parts encompassing 30 chapters, this book begins with an overview of the relevance of expected utility maximization for positive and normative theories of individual choice. This text then examines the biases in judgments, which reveal some heuristics of thinking under uncertainty. Other chapters consider the effect of restricting trade in contingent commodities to those trades that can be affected through the stock and bond markets. This book discusses as well the individual problem of sequential choice and equilibria, which are built around the notion of sequential choice. The final chapter deals with an entirely different aspect of the economics of information and reverts to the assumption that markets are perfect and costless. This book is a valuable resource for economists and students.

Economic Statistics and Econometrics

Economic Statistics and Econometrics PDF Author: Thad W. Mirer
Publisher:
ISBN: 9780029463383
Category : Econometrics
Languages : en
Pages : 400

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Book Description


Long-run economic relationships

Long-run economic relationships PDF Author: Clive William John Granger
Publisher:
ISBN:
Category : Analisis de series de tiempo
Languages : en
Pages : 301

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Book Description


Econometrics as a Con Art

Econometrics as a Con Art PDF Author: Imad A. Moosa
Publisher: Edward Elgar Publishing
ISBN: 1785369954
Category :
Languages : en
Pages : 296

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Book Description
Imad Moosa challenges convention with this comprehensive and compelling critique of econometrics, condemning the common practices of misapplied statistical methods in both economics and finance.

Readings in Econometric Theory and Practice

Readings in Econometric Theory and Practice PDF Author: W.E. Griffiths
Publisher: Elsevier
ISBN: 148329708X
Category : Business & Economics
Languages : en
Pages : 389

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Book Description
This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work. The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Statistics, Econometrics and Forecasting

Statistics, Econometrics and Forecasting PDF Author: Arnold Zellner
Publisher: Cambridge University Press
ISBN: 9780521540445
Category : Business & Economics
Languages : en
Pages : 186

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Book Description
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.

The Foundations of Econometric Analysis

The Foundations of Econometric Analysis PDF Author: David F. Hendry
Publisher: Cambridge University Press
ISBN: 9780521588706
Category : Business & Economics
Languages : en
Pages : 584

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Book Description
Collection of classic papers by pioneer econometricians

Handbook of Applied Economic Statistics

Handbook of Applied Economic Statistics PDF Author: Aman Ullah
Publisher: CRC Press
ISBN: 9780824701291
Category : Mathematics
Languages : en
Pages : 650

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Book Description
This work examines theoretical issues, as well as practical developments in statistical inference related to econometric models and analysis. This work offers discussions on such areas as the function of statistics in aggregation, income inequality, poverty, health, spatial econometrics, panel and survey data, bootstrapping and time series.

Stochastic Volatility

Stochastic Volatility PDF Author: Neil Shephard
Publisher: Oxford University Press on Demand
ISBN: 0199257205
Category : Business & Economics
Languages : en
Pages : 534

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Book Description
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This work brings together some of the main papers that have influenced this field, andshows that the development of this subject has been highly multidisciplinary.