Logo

Econometrics by Bruce E. Hansen

Small book cover: Econometrics

Econometrics
by

Publisher: University of Wisconsin
Number of pages: 387

Description:
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study and development of tools and methods for applied econometric applications. This manuscript is a draft of an incomplete first-year Ph.D. econometrics textbook.

Home page url

Download or read it online for free here:
Download link
(2.5MB, PDF)

Similar books

Book cover: Mechanism Design and ApproximationMechanism Design and Approximation
by
The text presents the classical theory of economic mechanism design and introduces a new theory of approximation for mechanism design. A central theme will be the tradeoff between optimality and other desirable properties such as simplicity, etc.
(7107 views)
Book cover: Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile DemandQualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand
by - The MIT Press
This book is a comprehensive but concise text that covers the recently developed and widely applicable methods of qualitative choice analysis, illustrating the general theory through simulation models of automobile demand and use.
(11457 views)
Book cover: Analog Estimation Methods in EconometricsAnalog Estimation Methods in Econometrics
by - Chapman and Hall
This book presents familiar elements of estimation theory from an analog perspective. It discusses recent developments in the theory of analog estimation and presents new results that offer flexibility in empirical research.
(10606 views)
Book cover: Computable General Equilibrium Modeling for Regional AnalysisComputable General Equilibrium Modeling for Regional Analysis
by - Regional Research Institute, WVU
CGE framework encompasses both the I-O and SAM frameworks by making demand and supply of commodities and factors dependent on prices. A CGE model simulates the working of a market economy in which prices and quantities adjust to clear all markets.
(8687 views)