Lectures in Quantitative Economics
by Thomas J. Sargent, John Stachurski
Publisher: QuantEcon 2017
Number of pages: 344
Description:
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.
Download or read it online for free here:
Read online
(online html)
Similar books
The Computation of Economic Equilibriaby Herbert Scarf - 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.
(11853 views)
Statistical Inference in Dynamic Economic Modelsby Tjalling C. Koopmans - 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.
(11721 views)
Advances in Econometrics: Theory and Applicationsby Miroslav Verbič - 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.
(16653 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.
(23172 views)