Advances in Econometrics: Theory and Applications
by Miroslav Verbič
Publisher: InTech 2011
Number of pages: 116
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.
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by 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.
by Melvyn Fuss, Daniel L. McFadden - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
by Charles F. Manski, Daniel McFadden - The MIT Press
The book provides a methodological foundation for the analysis of economic problems involving discrete data, and charts the current frontiers of this subject. It is also useful for the researchers involved in the structural analysis of discrete data.
by Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.