Baltagi B.H. Econometrics

Princeton University Press, 2008. - 255 р. The universe of econometrics is constantly expanding. Econometric methods and practice have advanced greatly as a result, but the modern menu of econometric methods can seem confusing, even to an experienced number-cruncher. Luckily, not everything on the menu is equally valuable or important. Some of the more exotic items are needlessly complex and may even be harmful. On the plus side, the core method...

Springer, 2011. 425 pages. 5th ed. ISBN: 3642200583 This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations u...

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods: how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometrics theory with practice be demonstrating its use with the software package EViews. The emphasis is...

Bible of modern econometrics, used almost in 100% of econometrics courses aroudn the world. Based on explaining OLS and its assumptions, relaxing those assumptions. Teaches how to conduct hypothesis testing and testing the results of findings. Primary objective of the fourth edition of Basic Econometrics is to provide an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond t...

Cambridge University Press, 2003. - 140 pages. This book is an ideal introduction for beginning students of econometrics that assumes only basic familiarity with matrix algebra and calculus. It features practical questions which can be answered using econometric methods and models. Focusing on a limited number of the most basic and widely used methods, the book reviews the basics of econometrics before concluding with a number of recent empirica...

Macmillian Pablishing Company, 1992. - 631 p. , second edition. Introduction to Econometrics has been significantly revised to include new developments in the field. The previous editions of this text were renowned for Maddala's clear exposition and the presentation of concepts in an easily accessible manner. Features: 1) New chapters have been included on panel data analysis, large sample inference and small sample inference; 2) Chapter 14 Unit...

Издательство: John Wiley and Sons, Ltd, 2007г. 576с. Financial econometrics combines mathematical and statistical theory and techniques to understand and solve problems in financial economics. Modeling and forecasting financial time series, such as prices, returns, interest rates, financial ratios, and defaults, are important parts of this field. In Financial Econometrics, you'll be introduced to this growing discipline and the concepts associat...

Publisher: Now Publishers Inc, 2008. - 104 pages ISBN: 1601981104 Nonparametric Econometrics is a primer for those who wish to familiarize themselves with nonparametric econometrics. While the underlying theory for many of these methods can be daunting for practitioners, this monograph presents a range of nonparametric methods that can be deployed in a fairly straightforward manner. Nonparametric methods are statistical techniques that do not re...

Wiley | 2004 | ISBN: 0470857730 | 446 pages | This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instrumen...

Chapter 1 discusses the scope of econometrics and raises general issues that result from the application of econometric methods. Section 1.3 examines the kinds of data sets that are used in business, economics, and other social sciences. Section 1.4 provides an intuitive discussion of the difficulties associated with the inference of causality in the social sciences.