A Guide to Modern Econometrics

A Guide to Modern Econometrics PDF Author: Marno Verbeek
Publisher:
ISBN: 9781119472117
Category : Econometrics
Languages : en
Pages : 520

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Book Description
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on casual inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results. --

A Guide to Modern Econometrics

A Guide to Modern Econometrics PDF Author: Marno Verbeek
Publisher: John Wiley & Sons
ISBN: 0470517697
Category : Business & Economics
Languages : en
Pages : 472

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Book Description
This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.

Modern Econometric Analysis

Modern Econometric Analysis PDF Author: Olaf Hübler
Publisher: Springer Science & Business Media
ISBN: 3540326936
Category : Business & Economics
Languages : en
Pages : 232

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Book Description
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

A Guide to Econometrics

A Guide to Econometrics PDF Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 598

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Book Description
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets

Modern Linear and Nonlinear Econometrics

Modern Linear and Nonlinear Econometrics PDF Author: Joseph Plasmans
Publisher: Springer Science & Business Media
ISBN: 9780387257600
Category : Business & Economics
Languages : en
Pages : 382

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Book Description
The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are: -A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools. -Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others. -Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet. What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.

Panel Data Econometrics

Panel Data Econometrics PDF Author: Mike Tsionas
Publisher: Academic Press
ISBN: 0128158603
Category : Business & Economics
Languages : en
Pages : 1011

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Book Description
Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Econometrics

Econometrics PDF Author: Ben Vogelvang
Publisher: Pearson Education
ISBN: 9780273683742
Category : Business & Economics
Languages : en
Pages : 363

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Book Description
Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometric theory with practice by demonstrating its use with the software package "EViews" through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly. The "EViews" software package is available from 'Quantitive Micro Software'. Written for any undergraduate or postgraduate course in Econometrics.