
Advances in Econometrics: Theory and Applications
by Miroslav Verbič
Publisher: InTech 2011
ISBN-13: 9789533075037
Number of pages: 116
Description:
This book provides recent insight on some key issues in econometric theory and applications. The volume focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
Download or read it online for free here:
Download link
(1.4MB, PDF)
Similar books
Efficient Estimation With A Priori Informationby Thomas J. Rothenberg - Yale University Press
This book presents an attempt at unifying certain aspects of econometric theory by embedding them in a more general statistical framework. The unifying feature is the use of a priori information and the basic tool is the Cramer-Rao inequality.
(12033 views)
Analog Estimation Methods in Econometricsby Charles F. Manski - 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.
(12960 views)
Econometricsby Bruce E. Hansen - University of Wisconsin
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study of tools and methods for applied econometric applications. This is a first-year Ph.D. econometrics textbook.
(20450 views)
Financial Econometricsby Roman Kozhan - BookBoon
This is a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by examples of how they can be implemented in EViews.
(18500 views)