Econometric Modelling In Theory And Practice PDF Download
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| Author | : Panchanan Das |
| Publisher | : Springer Nature |
| Total Pages | : 565 |
| Release | : 2019-09-05 |
| Genre | : Business & Economics |
| ISBN | : 9813290196 |
Download Econometrics in Theory and Practice Book in PDF, ePub and Kindle
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
| Author | : |
| Publisher | : |
| Total Pages | : 8 |
| Release | : 1982 |
| Genre | : |
| ISBN | : |
Download ECONOMETRIC MODELLING IN THEORY AND PRACTICE Book in PDF, ePub and Kindle
| Author | : George G. Judge |
| Publisher | : John Wiley & Sons |
| Total Pages | : 1062 |
| Release | : 1991-01-16 |
| Genre | : Business & Economics |
| ISBN | : 047189530X |
Download The Theory and Practice of Econometrics Book in PDF, ePub and Kindle
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
| Author | : J.E.J. Plasmans |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 243 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 9400974825 |
Download Econometric Modelling in Theory and Practice Book in PDF, ePub and Kindle
Proceedings of a Franco-Dutch Conference held at Tilburg University, April 1979
| Author | : P. C. B. Phillips |
| Publisher | : Cambridge University Press |
| Total Pages | : 390 |
| Release | : 2006-01-09 |
| Genre | : Business & Economics |
| ISBN | : 9780521807234 |
Download Econometric Theory and Practice Book in PDF, ePub and Kindle
The essays in this book explore important theoretical and applied advances in econometrics.
| Author | : L.R. Klein |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 274 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 9400904630 |
Download Economics in Theory and Practice: An Eclectic Approach Book in PDF, ePub and Kindle
Lawrence Klein, University of Pennsylvania Jaime Marquez, Federal Reserve BoarrI* All examination of the economics literature over the last twenty years reveals a marked tendency towards polarisation. On the one hand, there has been a propensity to develop theoretical models which have little connection with either empirical verification or problems requiring immediate attention. On the other iland, empirical analyses are generally typified by testing for its own sake, with limited examination of the implications of the results. As a result, the number of papers confronting theory with facts towards the solution of economic problems has been on the decline for years. To fill this growing gap in the literature, we have invited a number of authors to write papers using both theoretical and empirical techniques to address current issues of interest to the profession at large: the US trade deficit and the global implications of policies that attempt to reduce it, the international ramifications of the debt crisis, the international oil market and its implications for the US oil industry, and the development of new econometric techniques. In addressing these issues, each author has approached the subject matter from an eclectic standpoint - that is, avoiding strict adherence to a given doctrine.
| Author | : Dipak R. Basu |
| Publisher | : World Scientific |
| Total Pages | : 248 |
| Release | : 2009 |
| Genre | : Business & Economics |
| ISBN | : 9812836454 |
Download Economic Models Book in PDF, ePub and Kindle
Model Building is the most fruitful area of economics, designed to solve real-world problems using all available methods such as mathematical, computational and analytical, without distinction. Wherever necessary, we should not be reluctant to develop new techniques, whether mathematical or computational. That is the philosophy of this volume. The volume is divided into three distinct parts: Methods, Theory and Applications. The Methods section is in turn subdivided into Mathematical Programming and Econometrics and Adaptive Control System, which are widely used in econometric analysis. The impacts of fiscal policy in a regime with independent monetary authority and dynamic models of environmental taxation are considered. In the section on "Modelling Business Organization," a model of a Japanese organization is presented. Furthermore, a model suitable for an efficient budget management of a health service unit by applying goal programming method is analyzed, taking into account various socio-economic factors. This is followed by a section on "Modelling National Economies," in which macroeconometric models for the EU member countries are analyzed, to find instruments that stabilize inflation with coordinated action.
| Author | : J E J Plasmans |
| Publisher | : |
| Total Pages | : 252 |
| Release | : 1982-02-28 |
| Genre | : |
| ISBN | : 9789400974838 |
Download Econometric Modelling in Theory and Practice Book in PDF, ePub and Kindle
| Author | : Hsiang-Ke Chao |
| Publisher | : Routledge |
| Total Pages | : 176 |
| Release | : 2020-04-08 |
| Genre | : Business & Economics |
| ISBN | : 1134230206 |
Download Representation and Structure in Economics Book in PDF, ePub and Kindle
This book provides a methodological perspective on understanding the essential roles of econometric models in the theory and practice. Offering a comprehensive and comparative exposition of the accounts of models in both econometrics and philosophy of science, this work shows how econometrics and philosophy of science are interconnected while exploring the methodological insight of econometric modelling that can be added to modern philosophical thought. The notion of structure is thoroughly discussed throughout the book. The studies of the consumption function of Trygve Haavelmo, Richard Stone, Milton Friedman, David Hendry and Robert Lucas are taken as the case studies to investigate their methodological implications of model and structure. In addition to the semantic view of the scientific theories, various philosophical accounts concerning scientific models are used to shed light on the methodological nature of these consumption studies in economics. This book will be of great interest to scholars and students of methodology of economics and econometrics as well as anyone interested in the philosophy of science in an economic context.
| Author | : Qi Li |
| Publisher | : Princeton University Press |
| Total Pages | : 769 |
| Release | : 2011-10-09 |
| Genre | : Business & Economics |
| ISBN | : 1400841062 |
Download Nonparametric Econometrics Book in PDF, ePub and Kindle
A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
