Authors:William A. Barnett, James Powell, George E. Tauchen,
Publisher: Cambridge University Press
Keywords: econometrics, economic, theory, international, symposium, fifth, proceedings, semiparametric, methods, statistics, nonparametric
Number of Pages: 507
Published: 1991-06-28
List price: $53.00
ISBN-10: 0521424313
ISBN-13: 9780521424318

This collection of papers delivered at the fifth international Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in the estimation and testing of models that impose relatively weak restrictions on the stochastic behavior of data. Particularly in highly nonlinear models, empirical results are very sensitive to the choice of the parametric form of the distribution of the observable variables, and often nonparametric and semiparametric models are a preferable alternative. Methods and applications that do not require strong parametric assumptions for their validi

Author: Aman Ullah
Publisher: Oxford University Press, USA
Keywords: econometrics, texts, advanced, finite, sample
Number of Pages: 240
Published: 2004-07-29
List price: $65.00
ISBN-10: 0198774486
ISBN-13: 9780198774488

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are stud

Author: Manuel Arellano
Publisher: Oxford University Press, USA
Keywords: econometrics, texts, advanced, panel, data
Number of Pages: 248
Published: 2003-06-01
List price: $50.00
ISBN-10: 0199245290
ISBN-13: 9780199245291

Text presents a modern review of some of the main topics in panel data econometrics. Concentrates on linear models, and emphasizes the role of heterogeneity and dynamics in panel data analysis. For academics and practitioners. Softcover, hardcover available.

Author: Aman Ullah
Publisher: Oxford University Press, USA
Keywords: econometrics, texts, advanced, finite, sample
Number of Pages: 240
Published: 2004-07-29
List price: $129.95
ISBN-10: 0198774478
ISBN-13: 9780198774471

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are stud

Author: Jeffrey S Racine
Publisher: Now Publishers Inc
Keywords: econometrics, trends, foundations, primer, nonparametric
Number of Pages: 104
Published: 2008-02-01
List price: $75.00
ISBN-10: 1601981104
ISBN-13: 9781601981103

Nonparametric Econometrics is a primer for those who wish to familiarize themselves with nonparametric econometrics. While the underlying theory for many of these methods can be daunting for practitioners, this monograph presents a range of nonparametric methods that can be deployed in a fairly straightforward manner. Nonparametric methods are statistical techniques that do not require a researcher to specify functional forms for objects being estimated. The methods surveyed are known as kernel methods, which are becoming increasingly popular for applied data analysis. The appeal of n

Author: Hugo A. Keuzenkamp
Publisher: Cambridge University Press
Keywords: econometrics, methodology, truth, probability
Number of Pages: 324
Published: 2006-11-02
List price: $58.00
ISBN-10: 0521029732
ISBN-13: 9780521029735

When John Maynard Keynes likened Jan Tinbergen’s early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes’ comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory that underlie econometrics.

Author: David F. Hendry
Publisher: Oxford University Press, USA
Keywords: econometrics, texts, advanced, dynamic
Number of Pages: 904
Published: 1995-04-13
List price: $99.00
ISBN-10: 0198283164
ISBN-13: 9780198283164

The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an ex