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.
(5942 views)
The Elements of Input-Output Analysisby William H. Miernyk - Random House Inc
This volume is designed to give the reader an understanding of how the input-output system works; it is not a guide to the construction of an interindustry transactions table. Most of this book deals with a static, open input-output model.
(5684 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.
(11123 views)
Statistical Tools for Economistsby Daniel McFadden - University of California, Berkeley
The contents: Economic Analysis and Econometrics; Analysis and Linear Algebra in a Nutshell; Probability Theory in a Nutshell; Limit Theorems in Statistics; Experiments, Sampling, and Statistical Decisions; Estimation; Hypothesis Testing.
(16032 views)