Stock, Watson. Introduction to Econometrics. (Solutions to Exercises)

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...

This study guide was written by Christopher Dougherty for the module "20 Elements of Econometrics" which he teaches at the University of London and is used with kind permission from the university. It may, therefore, contain some specific references to the module which can be ignored by students using the book on other courses. The study guide includes appendices containing advice on exam preparation and practice questions. Contents: Introductio...

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...

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...

Addison Wesley. - 825p. Economic Questions and Data Review of Probability Review of Statistics Linear Regression with One Regressor Linear Regression with Multiple Regressors Nonlinear Regression Functions Assessing Studies Based on Multiple Regression Regression with Panel Data Regression with a Binary Dependent Variable Instrumental Variables Regression Experiments and Quasi-Experiments Introduction to Time Series Regression and Forecasting Es...

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...

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...

Washington, ECON (Spring, 2008), 483 p. The Instructor's Manual with Solutions written by the author, gives instructors tips on how to effectively teach from the book. Solutions to chapters 1-119 and appendixes A-E.

This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine Alt-Sahalia and Lars Peter Hansen benchmark the current state of knowledge while contributors build...