A Course In Econometrics PDF Download
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Author | : Arthur Stanley Goldberger |
Publisher | : Harvard University Press |
Total Pages | : 430 |
Release | : 1991 |
Genre | : Business & Economics |
ISBN | : 9780674175440 |
Download A Course in Econometrics Book in PDF, ePub and Kindle
This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals--classical regression and simultaneous equations--and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real microdata analyses, and all are ideally suited to use as homework and test questions.
Author | : Arthur S. Goldberger |
Publisher | : Harvard University Press |
Total Pages | : 264 |
Release | : 2009-06-01 |
Genre | : Business & Economics |
ISBN | : 9780674037700 |
Download Introductory Econometrics Book in PDF, ePub and Kindle
This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger, an outstanding researcher and teacher of econometrics, views the subject as a tool of empirical inquiry rather than as a collection of arcane procedures. The central issue in such inquiry is how one variable is related to one or more others. Goldberger takes this to mean How does the average value of one variable vary with one or more others? and so takes the population conditional mean function as the target of empirical research. The structure of the book is similar to that of Goldberger's graduate-level textbook, A Course in Econometrics, but the new book is richer in empirical material, makes no use of matrix algebra, and is primarily discursive in style. A great strength is that it is both intuitive and formal, with ideas and methods building on one another until the text presents fairly complicated ideas and proofs that are often avoided in undergraduate econometrics. To help students master the tools of econometrics, Goldberger provides many theoretical and empirical exercises and, on an accompanying diskette, real micro-and macroeconomic data sets. The data sets deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve. THE DATA SETS CAN BE FOUND HERE.
Author | : Takeshi Amemiya |
Publisher | : Harvard University Press |
Total Pages | : 540 |
Release | : 1985 |
Genre | : Business & Economics |
ISBN | : 9780674005600 |
Download Advanced Econometrics Book in PDF, ePub and Kindle
The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Author | : Christian Kleiber |
Publisher | : Springer Science & Business Media |
Total Pages | : 229 |
Release | : 2008-12-10 |
Genre | : Business & Economics |
ISBN | : 0387773185 |
Download Applied Econometrics with R Book in PDF, ePub and Kindle
R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
Author | : Fumio Hayashi |
Publisher | : Princeton University Press |
Total Pages | : 708 |
Release | : 2011-12-12 |
Genre | : Business & Economics |
ISBN | : 1400823838 |
Download Econometrics Book in PDF, ePub and Kindle
The most authoritative and comprehensive synthesis of modern econometrics available Econometrics provides first-year graduate students with a thoroughly modern introduction to the subject, covering all the standard material necessary for understanding the principal techniques of econometrics, from ordinary least squares through cointegration. The book is distinctive in developing both time-series and cross-section analysis fully, giving readers a unified framework for understanding and integrating results. Econometrics covers all the important topics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models, such as probit and tobit, are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient way. Virtually all the chapters include empirical applications drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises provide students with hands-on experience applying the techniques covered. The exposition is rigorous yet accessible, requiring a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For students who intend to write a thesis on applied topics, the empirical applications in Econometrics are an excellent way to learn how to conduct empirical research. For theoretically inclined students, the no-compromise treatment of basic techniques is an ideal preparation for more advanced theory courses.
Author | : Christopher Dougherty |
Publisher | : Oxford University Press, USA |
Total Pages | : 593 |
Release | : 2011-03-03 |
Genre | : Business & Economics |
ISBN | : 0199567085 |
Download Introduction to Econometrics Book in PDF, ePub and Kindle
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Author | : Peter Kennedy |
Publisher | : John Wiley & Sons |
Total Pages | : 608 |
Release | : 2008-02-19 |
Genre | : Business & Economics |
ISBN | : 1405182571 |
Download A Guide to Econometrics Book in PDF, ePub and Kindle
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author | : Richard A. Ashley |
Publisher | : Wiley Global Education |
Total Pages | : 740 |
Release | : 2012-04-13 |
Genre | : Business & Economics |
ISBN | : 1118213513 |
Download Fundamentals of Applied Econometrics Book in PDF, ePub and Kindle
Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The text serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Divided into two parts, the first half provides a thorough undergraduate-level treatment of multiple regressions including an extensive statistics review with integrated, hands-on Acting Learning Exercises so students learn by doing. The second half of the book covers a number of advanced topics: panel data modeling, time series analysis, binary-choice modeling, and an introduction to GMM. This latter portion of the book is very suitable for a more advanced course: a second-term undergraduate course, a Masters level course, or as a companion reading for a Doctoral level course.
Author | : Bruce Hansen |
Publisher | : Princeton University Press |
Total Pages | : 1080 |
Release | : 2022-08-16 |
Genre | : Business & Economics |
ISBN | : 0691235899 |
Download Econometrics Book in PDF, ePub and Kindle
The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgroundsDraws on integrated, research-level datasets, provided on an accompanying websiteDiscusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learningFeatures hundreds of exercises that enable students to learn by doingIncludes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examplesCan serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Author | : Jeffrey Zax |
Publisher | : Stanford University Press |
Total Pages | : 673 |
Release | : 2011-03-31 |
Genre | : Business & Economics |
ISBN | : 0804777209 |
Download Introductory Econometrics Book in PDF, ePub and Kindle
Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.