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A Guide to Modern Econometrics

A Guide to Modern Econometrics

Author: Marno Verbeek
Publisher: John Wiley & Sons
ISBN: 0470517697
Pages: 472
Year: 2008-05-27
This highly successful text focuses on exploring alternative techniques, combined with a practical emphasis, A guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical reference, this new edition builds on the strengths of the second edition and brings the text completely up-to-date.
An Introduction to Modern Econometrics Using Stata

An Introduction to Modern Econometrics Using Stata

Author: Christopher F. Baum
Publisher: Stata Press
ISBN: 1597180130
Pages: 341
Year: 2006-08-17
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.
A Guide to Econometrics

A Guide to Econometrics

Author: Peter Kennedy
Publisher: MIT Press
ISBN: 026261183X
Pages: 623
Year: 2003
A popular, intuitively based overview of econometrics.
Modern Spatial Econometrics in Practice

Modern Spatial Econometrics in Practice

Author: Luc Anselin, Sergio Joseph Rey
Publisher: Geoda Press LLC
ISBN: 0986342106
Pages: 394
Year: 2014-12-27
This book is the definitive user's guide to the spatial regression functionality in the software packages GeoDa and GeoDaSpace, as well as the spreg module in the PySAL library --all developed at the GeoDa Center for Geospatial Analysis and Computation. The book provides the techniques to test for and estimate spatial effects in linear regression models, addressing both spatial dependence (spatial autoregressive models) as well as spatial heterogeneity (spatial regimes models). The book also serves as an introduction and a practical guide to spatial econometrics in that it covers the methodological principles and formal results that underlie the various estimation methods, test procedures and model characteristics computed by the software. While the classical maximum likelihood estimation is included, the book's coverage emphasizes modern techniques based on the principle of generalized method of moments (GMM).
Methods for Estimation and Inference in Modern Econometrics

Methods for Estimation and Inference in Modern Econometrics

Author: Stanislav Anatolyev, Nikolay Gospodinov
Publisher: CRC Press
ISBN: 1439838267
Pages: 234
Year: 2011-06-07
Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The book’s appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book. Topics covered include: Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.
A Guide to Basic Econometric Techniques

A Guide to Basic Econometric Techniques

Author: Elia Kacapyr
Publisher: Routledge
ISBN: 1317478096
Pages: 294
Year: 2015-03-04
This economical text is intended for use as a universal supplement to introductory econometrics courses. This edition contains two new chapters on economic forecasting. Extensive online supplements include teaching PowerPoints, solutions to test questions/problems, new instructor questions, and software programs with data to download.
Introductory Econometrics: A Modern Approach

Introductory Econometrics: A Modern Approach

Author: Jeffrey M. Wooldridge
Publisher: Cengage Learning
ISBN: 1305446380
Pages: 912
Year: 2015-09-30
Discover how empirical researchers today actually think about and apply econometric methods with the practical, professional approach in Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Unlike traditional books, this unique presentation demonstrates how econometrics has moved beyond just a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting environments. INTRODUCTORY ECONOMETRICS is organized around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with timely, relevant applications, the book introduces the latest emerging developments in the field. Gain a full understanding of the impact of econometrics in real practice today with the insights and applications found only in INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
Econometrics For Dummies

Econometrics For Dummies

Author: Roberto Pedace
Publisher: John Wiley & Sons
ISBN: 1118533879
Pages: 360
Year: 2013-06-05
Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.
Applied Econometrics

Applied Econometrics

Author: Dimitrios Asteriou, Stephen G. Hall
Publisher: Macmillan International Higher Education
ISBN: 1137415479
Pages: 552
Year: 2015-10-12
The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them. Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'. Applied Econometrics third edition includes: • Thorough updates of all material in the book • More finance applications • A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.
Economical Writing

Economical Writing

Author: Deirdre N. McCloskey
Publisher: Waveland Press
ISBN: 1478609567
Pages: 98
Year: 1999-05-27
A valuable short guide for mastering the craft of academic writing! Students and young professionals who care about direct, clear expression should read this lucid, delightful gem by an author who practices what she advises. McCloskeys systematic treatment provides a range of insights and practical advice for better writing by scholars in every field.
A Guide to Modern Econometrics

A Guide to Modern Econometrics

Author: Marinus Jacobus Catharina Maria Verbeek
Publisher:
ISBN: 1118794028
Pages: 497
Year: 2012

Econometrics

Econometrics

Author: Fumio Hayashi
Publisher: Princeton University Press
ISBN: 1400823838
Pages: 712
Year: 2011-12-12
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics 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 manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have 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 those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.
Taxation in Crisis

Taxation in Crisis

Author: Dimitrios D. Thomakos, Konstantinos I. Nikolopoulos
Publisher: Springer
ISBN: 3319653105
Pages: 454
Year: 2017-10-28
This book offers a comprehensive guide to modern day taxation issues. It presents a thorough overview of many of the crucial aspects of applied taxation and current tax systems, and presents evidence that supports taxation as an important policy issue requiring immediate address globally. Contributions seek to address the core question of how to design a tax policy mix that can serve primarily efficiency, growth and possibly equity goals at a time where fiscal spending, for many economies, is not a viable option. Chapters provide a historical perspective on taxation, then go on to cover aspects of the modern theory of optimal taxation and tax design and provide valuable international perspectives on current tax practices and much required tax reforms. Empirical analysis on taxation and related economic data help the readers to understand how data-based observations and results are linked to the theory of taxation, and more importantly economic growth, before offering appropriate policy prescriptions. This book will be of interest to scholars and practitioners interested in learning more about taxation and why it matters today in the global economy.
Introduction to Econometrics

Introduction to Econometrics

Author: Christopher Dougherty
Publisher: Oxford University Press
ISBN: 0199567085
Pages: 573
Year: 2011-03-03
Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Econometric Methods

Econometric Methods

Author: John Johnston, John Enrico DiNardo
Publisher:
ISBN: 0071259643
Pages: 531
Year: 2007