Econometrics An Introduction To Maximum Likelihood Methods PDF Download
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Author | : Stefan Valavanis |
Publisher | : Forgotten Books |
Total Pages | : 236 |
Release | : 2017-10-29 |
Genre | : Mathematics |
ISBN | : 9781528410939 |
Download Econometrics, an Introduction to Maximum Likelihood Methods (Classic Reprint) Book in PDF, ePub and Kindle
Excerpt from Econometrics, an Introduction to Maximum Likelihood Methods Introduction and summary Violation of Simplifying Assumption 6 Conjugate samples Source of bias Extent of the bias The' nature of initial conditions Unbiased estimation Further readings. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
Author | : Jan Salomon Cramer |
Publisher | : CUP Archive |
Total Pages | : 232 |
Release | : 1989-04-28 |
Genre | : Business & Economics |
ISBN | : 9780521378574 |
Download Econometric Applications of Maximum Likelihood Methods Book in PDF, ePub and Kindle
The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.
Author | : Stefan Valavanis |
Publisher | : |
Total Pages | : 223 |
Release | : 1980 |
Genre | : Economics, Mathematical |
ISBN | : |
Download Econometrics, an Introduction to Maximum Likelihood Methods Book in PDF, ePub and Kindle
Author | : STEFAN. VALAVANIS |
Publisher | : |
Total Pages | : 0 |
Release | : 2018 |
Genre | : |
ISBN | : 9781033904589 |
Download ECONOMETRICS, AN INTRODUCTION TO MAXIMUM LIKELIHOOD METHODS Book in PDF, ePub and Kindle
Author | : Phoebus J. Dhrymes |
Publisher | : Springer Science & Business Media |
Total Pages | : 430 |
Release | : 1994-01-07 |
Genre | : Business & Economics |
ISBN | : 9780387941561 |
Download Topics In Advanced Econometrics Book in PDF, ePub and Kindle
This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information.
Author | : Stefan VALAVANIS |
Publisher | : |
Total Pages | : |
Release | : 1959 |
Genre | : |
ISBN | : |
Download Econometrics. An Introduction to Maximum Likelihood Methods. [By] Stefan Valavanis ... Edited ... by Alfred H. Conrad Book in PDF, ePub and Kindle
Author | : Stefan Valavanis |
Publisher | : |
Total Pages | : 223 |
Release | : 1959 |
Genre | : Economics, Mathematical |
ISBN | : |
Download Econometrics, An Introduction to Maximum Likelihood Methods (By Stefan Valavanis. Edited, From Ms., by Alfred H. Conrad Book in PDF, ePub and Kindle
Author | : David F. Hendry |
Publisher | : Princeton University Press |
Total Pages | : 377 |
Release | : 2007-03-25 |
Genre | : Business & Economics |
ISBN | : 0691130892 |
Download Econometric Modeling Book in PDF, ePub and Kindle
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Author | : Stanislav Anatolyev |
Publisher | : Chapman & Hall/CRC |
Total Pages | : 0 |
Release | : 2019 |
Genre | : Econometrics |
ISBN | : 9780367382667 |
Download Methods for Estimation and Inference in Modern Econometrics Book in PDF, ePub and Kindle
This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Author | : Mamta Kumari |
Publisher | : Lulu.com |
Total Pages | : 152 |
Release | : 2018-09-28 |
Genre | : Education |
ISBN | : 1387992805 |
Download AN INTRODUCTION TO ECONOMETRICS Book in PDF, ePub and Kindle
Econometrics is the application of statistical methods to economic data and is described as the branch of economics that aims to give empirical content to economic relations. Econometrics is an amalgam of Economic theory, mathematical economics, economic statistics and mathematical statistics. Economic theory makes statements or hypotheses that are mostly qualitative in nature, while econometrics given empirical content to most economic theory. for example, microeconomic theory states that, other things remaining the same, a reduction in the price of a commodity is expected to increase the quantity demanded of that commodity. Thus economic theory postulates a negative or inverse relationship between the price and quantity demanded of a commodity.