A History Of Econometrics PDF Download
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Author | : Duo Qin |
Publisher | : |
Total Pages | : 257 |
Release | : 2013-07-25 |
Genre | : Business & Economics |
ISBN | : 0199679347 |
Download A History of Econometrics Book in PDF, ePub and Kindle
Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.
Author | : Mary S. Morgan |
Publisher | : Cambridge University Press |
Total Pages | : 318 |
Release | : 1990 |
Genre | : Business & Economics |
ISBN | : 9780521424653 |
Download The History of Econometric Ideas Book in PDF, ePub and Kindle
This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.
Author | : Deirdre N. McCloskey |
Publisher | : Palgrave |
Total Pages | : 124 |
Release | : 1987 |
Genre | : Business & Economics |
ISBN | : |
Download Econometric History Book in PDF, ePub and Kindle
Author | : Alberto Bisin |
Publisher | : Academic Press |
Total Pages | : 1002 |
Release | : 2021-04-21 |
Genre | : Business & Economics |
ISBN | : 0128162686 |
Download The Handbook of Historical Economics Book in PDF, ePub and Kindle
The Handbook of Historical Economics guides students and researchers through a quantitative economic history that uses fully up-to-date econometric methods. The book's coverage of statistics applied to the social sciences makes it invaluable to a broad readership. As new sources and applications of data in every economic field are enabling economists to ask and answer new fundamental questions, this book presents an up-to-date reference on the topics at hand. Provides an historical outline of the two cliometric revolutions, highlighting the similarities and the differences between the two Surveys the issues and principal results of the "second cliometric revolution" Explores innovations in formulating hypotheses and statistical testing, relating them to wider trends in data-driven, empirical economics
Author | : Ragnar Frisch |
Publisher | : Routledge |
Total Pages | : 360 |
Release | : 2009-06-02 |
Genre | : Business & Economics |
ISBN | : 1134057644 |
Download Problems and Methods of Econometrics Book in PDF, ePub and Kindle
The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general. One of the key individuals in the transformation of economics was Ragnar Frisch, professor at the University of Oslo and the first Nobel Laureate in economics in 1969. He was a co-founder of the Econometric Society in 1930 (after having coined the word econometrics in 1926) and edited the journal Econometrics for twenty-two years. The discovery of the manuscripts of a series of eight lectures given by Frisch at the Henri Poincaré Institute in March–April 1933 on The Problems and Methods of Econometrics will enable economists to more fully understand his overall vision of econometrics. This book is a rare exhibition of Frisch’s overview on econometrics and is published here in English for the first time. Edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer, Frisch’s eight lectures provide an accessible and astute discussion of econometric issues from philosophical foundations to practical procedures. Concerning the development of economics in the twentieth century and the broader visions about economic science in general and econometrics in particular held by Ragnar Frisch, this book will appeal to anyone with an interest in the history of economics and econometrics.
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 | : R.J. Epstein |
Publisher | : Elsevier |
Total Pages | : 267 |
Release | : 2014-06-28 |
Genre | : Business & Economics |
ISBN | : 1483294226 |
Download A History of Econometrics Book in PDF, ePub and Kindle
This comparative historical study of econometrics focuses on the development of econometric methods and their application to macroeconomics.The analysis covers the origins of modern econometrics in the USA and Europe during the 1920's and 30's, the rise of `structural estimation' in the 1940's and 50's as the dominant research paradigm, and the crisis of the large macroeconomic models in the 1970's and 80's.The completely original feature of this work is the use of previously unknown manuscript material from the archives of the Cowles Commission and other collections. The history so constructed shows that recent debates over methodology are incomplete without understanding the many deep criticisms that were first raised by the earliest researchers in the field.
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 | : John Y. Campbell |
Publisher | : Princeton University Press |
Total Pages | : 630 |
Release | : 2012-06-28 |
Genre | : Business & Economics |
ISBN | : 1400830214 |
Download The Econometrics of Financial Markets Book in PDF, ePub and Kindle
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
Author | : Francisco Louçã |
Publisher | : Routledge |
Total Pages | : 401 |
Release | : 1998-11-05 |
Genre | : Business & Economics |
ISBN | : 1134111487 |
Download The Years of High Econometrics Book in PDF, ePub and Kindle
A fascinating and comprehensive history, this book explores the most important transformation in twentieth century economics: the creation of econometrics. Containing fresh archival material that has not been published before and taking Ragnar Frisch as the narrator, Francisco Louca discusses both the keys events - the establishment of the Econometric Society, the Cowles Commission and the journal Econometrica – and the major players - economists like Wesley Mitchell, mathematicians like John von Neumann and statisticians like Karl Pearson - in history that shaped the development of econometrics. He discusses the evolution of their thought, detailing the debates, the quarrels and the interrogations that crystallized their work and even offers a conclusion of sorts, suggesting that some of the more influential thinkers abandoned econometrics or became critical of its development. International in scope and appeal, The Years of High Econometrics is an excellent accompaniment for students taking courses on probability, econometric methods and the history of economic thought.