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A Guide to Modern Econometrics
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Marno Verbeek
Marno Verbeek's intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis. FEATURES Concentrates on the ...
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Economic Growth
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Robert J Barro, Xavier Sala-I-Martin
This work presents the theories and the empirical record of modern growth scholarship. It is the first volume in McGraw-Hill's "Advanced Series in Economics".
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Econometric models, techniques and applications
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Michael David Intriligator
For advanced undergraduate/graduate- level courses in Econometrics.This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric ...
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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
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Mathias Dewatripont (Editor), Lars Peter Hansen (Editor), Stephen J Turnovsky (Editor)
This is the second of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of topics in economics and econometrics. The papers cover ...
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Mathematical Economics
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by
Akira Takayama
This book provides a systematic exposition of mathematical economics, presenting and surveying existing theories and showing ways in which they can be extended. One of its strongest features is that it emphasises the unifying structure of economic theory in such a way as to provide the reader with the technical tools and methodological approaches ...
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An Introduction to Modern Econometrics Using Stata
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by
Christopher F Baum
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets ...
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Elements of Econometrics
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by
Jan Kmenta
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Student Solutions Manual T/A Basic Econometrics
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by
Damodar N Gujarati
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Handbook of Mathematical Economics, Volume II
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by
Kenneth J Arrow (Editor), Michael D Intriligator (Editor)
"The Handbook of Mathematical Economics" aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status ...
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Understanding Econometrics with Economic Applications
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by
Dennis Halcoussis
Covering all of the main topics, including panel data, that are expected in first econometrics course, Understanding Econometrics uses a new, understandable approach that explains theory intuitively in English, not through a series of mathematical derivations. Recognizing that most students will not be doing economics graduate work, but that they ...
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Outlines & Highlights for Essentials of Econometrics by Gujarati, ISBN: 0075619350
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Gujarati, Cram101 Textbook Reviews, Cram 101 (Compiled by)
Never HIGHLIGHT a Book Again! Virtually all testable terms, concepts, persons, places, and events are included.look no further for study resources or reference material. Cram101 Textbook Outlines gives all of the outlines, highlights, notes, and practice-tests for your textbook. Only Cram101 is Textbook Specific. Cram101 is NOT the Textbook.
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Comparative Performance of U.S. Econometric Models
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by
Professor Lawrence R Klein (Editor)
This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar supported by the National Science Foundation and chaired by Lawrence R. Klein of the University of Pennsylvania. The Seminar meets three times annually. Comparisons are made across models for such ...
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Introduction to the theory and practice of econometrics
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by
George G Judge
This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical ...
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Quantile Regression
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by
Roger Koenker, Professor Andrew Chesher (Editor), Matthew Jackson (Editor)
Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and ...
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Handbook of Mathematical Economics
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by
Professor Kenneth Joseph Arrow
The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and ...
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Asset Price Dynamics, Volatility, and Prediction
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by
Stephen J Taylor
This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of ...
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Theory of Games and Economic Behavior
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by
J Von Nevmann, Oskar Morgenstern, John Von Neumann
A mathematician and an economist have evolved a mathematical theory of economic and social organization, based on a theory of games of strategy. Their book gives a detailed account of this theory of games, and applies it to various fundamental questions of economic and social theory.
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Increasing Returns and Efficiency
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by
Martine Quinzii
Increasing returns to scale is an area in economics that is becoming more important in the literature. The economic phenomenon of increasing returns presents serious conceptual difficulties for the traditional competitive theory of resource allocation. While most firms exhibit constant or decreasing returns to scale, some firms manufacture ...
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The ABCs of Rbcs: An Introduction to Dynamic Macroeconomic Models
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by
George McCandless
"The ABCs of RBCs" is the first book to provide a basic introduction to Real Business Cycle (RBC) and New-Keynesian models. These models argue that random shocks - new inventions, droughts, and wars, in the case of pure RBC models, and monetary and fiscal policy and international investor risk aversion, in more open interpretations - can trigger ...
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Cointegration for the Applied Economist
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Bhaskara B Rao (Editor)
The second edition of the landmark book on unit roots and cointegration techniques updated with new developments.
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Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
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by
Kenneth J Singleton
Written by one of the leading experts in the field, this book focuses on the interplay between model specification, data collection, and econometric testing of dynamic asset pricing models. The first several chapters provide an in-depth treatment of the econometric methods used in analyzing financial time-series models. The remainder explores the ...
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Using Mathematics in Economic Analysis
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by
Peter N Hess
For undergraduate courses in Mathematical Economics where students have completed a first course in Calculus and Intermediate Microeconomic Theory and/or Intermediate Macroeconomic Theory. Also serves as a supplement to the standard Intermediate Microeconomic and Macroeconomic Theory courses, graduate programs in Economics, and Master's programs ...
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Probability Models for Economic Decisions
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by
Roger B Myerson
Learn to use probability in complex realistic situations with PROBABILITY MODELS FOR ECONOMIC DECISIONS. This introduction to the use of probability models for analyzing risks and economic decisions uses Microsoft Excel spreadsheets for the analytic work. As a result of the emphasis on spreadsheet modeling, you'll also develop sophisticated ...
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
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by
Clive W J Granger, Eric Ghysels (Editor), Norman R Swanson (Editor)
This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore ...
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A Companion to Economic Forecasting
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& Hend Clements & Hend, Michael P Clements (Editor), David F Hendry (Editor)
"A Companion to Economic Forecasting" provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the ...
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