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Econometrics

e-books in Econometrics category

Book cover: Lectures in Quantitative EconomicsLectures in Quantitative Economics
by - QuantEcon ,
This website presents a series of lectures on quantitative economic modeling. From the table of contents: Data and Empirics; Tools and Techniques; Dynamic Programming; Multiple Agent Models; Time Series Models; Dynamic Programming Squared.
(8446 views)
Book cover: Non-Extensive Entropy Econometrics for Low Frequency SeriesNon-Extensive Entropy Econometrics for Low Frequency Series
by - De Gruyter Open ,
The book provides a new, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.
(6262 views)
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.
(7521 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.
(9034 views)

Book cover: The Elements of Input-Output AnalysisThe Elements of Input-Output Analysis
by - 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.
(10445 views)
Book cover: Spatial EconometricsSpatial Econometrics
by - University of Toledo ,
This text provides an introduction to spatial econometrics as well as a set of MATLAB functions that implement a host of spatial econometric estimation methods. The intended audience is faculty and students involved in modeling spatial data sets.
(12869 views)
Book cover: Efficient Estimation With A Priori InformationEfficient Estimation With A Priori Information
by - 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.
(10450 views)
Book cover: The Computation of Economic EquilibriaThe Computation of Economic Equilibria
by - Yale University Press ,
Contents: Problem of Computing Equilibrium Prices; Determination of an Approximate Fixed Point of Continuous Mapping; Numerical Applications of Brouwer's Theorem; An Extension of the Algorithm; Computation of Equilibria in a General Walrasian Model.
(10269 views)
Book cover: US Financial Debt Crisis: A Stochastic Optimal Control ApproachUS Financial Debt Crisis: A Stochastic Optimal Control Approach
by - Springer ,
Stochastic Optimal Control (SOC) is very helpful in understanding and predicting debt crises. The mathematical analysis is applied empirically to the financial debt crisis of 2008, the crises of the 1980s and the European debt crisis.
(10336 views)
Book cover: Studies in Econometric MethodStudies in Econometric Method
by - J. Wiley and Sons ,
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical data. The studies in this volume discuss in an expository style some problems of statistical method in econometrics.
(14126 views)
Book cover: The Analysis of Economic Time SeriesThe Analysis of Economic Time Series
by - The Principia Press ,
The object of this book is to set forth the present status of the problem of analyzing that very extensive set of data known as economic time series. This perplexing problem has engaged the attention of economists and statisticians for many years.
(11584 views)
Book cover: Statistical Inference in Dynamic Economic ModelsStatistical Inference in Dynamic Economic Models
by - John Wiley & Sons ,
Quantitative economic study has a threefold basis: it is necessary to formulate economic hypotheses, to collect appropriate data, and to confront hypotheses with data. The latter task, statistical inference in economics, is discussed in this book.
(10351 views)
Book cover: Advances in Econometrics: Theory and ApplicationsAdvances in Econometrics: Theory and Applications
by - InTech ,
This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
(15289 views)
Book cover: Urban Travel Demand: A Behavioral AnalysisUrban Travel Demand: A Behavioral Analysis
by - North-Holland Publishing ,
'Urban Travel Demand' develops a theory of demand for populations of individual economic consumers which we believe is a logical and natural generalization of traditional theory to encompass choice among discrete alternatives.
(15373 views)
Book cover: Demand Model Estimation and ValidationDemand Model Estimation and Validation
by - University of California ,
From the table of contents: Theory and Estimation of Behavioral Travel Demand Models; Development, Testing, and Validaton of a Work-Trip Mode-Choice Model; Modeling Choices Other than Work-Trip; Issues in Demand Modeling and Forecasting.
(11337 views)
Book cover: Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by - 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.
(11935 views)
Book cover: Optimal Regulation: The Economic Theory of Natural MonopolyOptimal Regulation: The Economic Theory of Natural Monopoly
by - The MIT Press ,
Optimal Regulation addresses the central issue of regulatory economics -- how to regulate firms in a way that induces them to produce and price 'optimally'. It synthesis an extensive theoretical literature on what constitutes optimality.
(11873 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.
(11005 views)
Book cover: Financial EconometricsFinancial Econometrics
by - 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.
(16479 views)
Book cover: EconometricsEconometrics
by - BookBoon ,
This book covers the most basic concepts in econometrics. Subjects as basic probability and statistics, statistical inference with the simple and multiple regression model, dummy variables and auto correlation are explained.
(17653 views)
Book cover: EconometricsEconometrics
by - 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.
(17580 views)
Book cover: Statistical Tools for EconomistsStatistical Tools for Economists
by - 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.
(21608 views)
Book cover: Discrete Choice Methods with SimulationDiscrete Choice Methods with Simulation
by - Cambridge University Press ,
The book describes the new generation of discrete choice methods, focusing on the advances that are made possible by simulation. Researchers use these methods to examine the choices that consumers, households, firms, and other agents make.
(15059 views)
Book cover: Applied Nonparametric RegressionApplied Nonparametric Regression
by - 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.
(27533 views)
Book cover: Structural Analysis of Discrete Data with Econometric ApplicationsStructural Analysis of Discrete Data with Econometric Applications
by - 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.
(16120 views)
Book cover: EconometricsEconometrics
by - Universitat Autonoma de Barcelona ,
Textbook for graduate econometrics, it teaches ordinary least squares, maximum likelihood estimation, restrictions and hypothesis test, stochastic regressors, exogeneity and simultaneity, numeric optimization methods, method of moments, etc.
(22073 views)