Dorfman J.H. Bayesian Economics trough Numerical Methods

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...

ISBN: 0199268010 | Издательство: Oxford University Press | Год: 2004 | Страницы: 816 | Язык: Английский | Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taki...

Wiley – 2002, 231 pages ISBN: 0470841451 Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selec...

Издательство: Wiley , 2008г., 329с. Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian method...

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...

Springer, 2010. - 474 pages ISBN: 1441972242 While there is a substantial literature in labor economics and microeconometrics directed toward endogenous causal effects, causal effects have received relatively limited attention in accounting. This volume builds on econometric foundations, including linear, discrete choice, and nonparametric regression models, to address challenging accounting issues characterized by microeconomic fundamentals an...

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.