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Author | : Stefan Valavanis |
Publisher | : Forgotten Books |
Total Pages | : 234 |
Release | : 2018-12-18 |
Genre | : |
ISBN | : 9780266924005 |
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 | : 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 | : 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 | : |
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 | : Patrick K. Watson |
Publisher | : |
Total Pages | : 332 |
Release | : 2002 |
Genre | : Business & Economics |
ISBN | : 9789766401221 |
Download A Practical Introduction to Econometric Methods Book in PDF, ePub and Kindle
An introduction to the theory and practice of classical and modern econometric methods. It seeks to help the reader: understand the scope and limitations of econometrics; read, write and interpret articles and reports of an applied econometric nature; and to build upon the elements introduced.
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 | : 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 | : Russell B. Millar |
Publisher | : John Wiley & Sons |
Total Pages | : 286 |
Release | : 2011-07-26 |
Genre | : Mathematics |
ISBN | : 1119977711 |
Download Maximum Likelihood Estimation and Inference Book in PDF, ePub and Kindle
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.
Author | : Jan Salomon Cramer |
Publisher | : |
Total Pages | : 208 |
Release | : 1986 |
Genre | : |
ISBN | : |
Download Econometric Applications of Maximum Likelihood Methods Book in PDF, ePub and Kindle