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Econometric Analysis of Panel Data
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Badi H Baltagi
Written by one of the world's leading researchers and writers in the field, "Econometric Analysis of Panel Data" has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial ...
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Further Mathematics for Economic Analysis
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Peter Hammond, Atle Seierstad, Arne Strom
Further Mathematics for Economic Analysis is a companion volume to the successful and highly regarded Essential Mathematics for Economic Analysis. It finds the right balance between mathematics and economic examples, providing a text that is demanding in level and broad ranging in content, whilst remaining accessible and interesting to its target ...
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Applied Regression Analysis for Business and Economics
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by
Terry E Dielman
This text takes an applied, modern approach to regression analysis by using real world data sets and extensive computer output to emphasize modelling, interpretation of results, and decision making rather than formulas and number crunching. Students do not need facility in matrix algebra to learn interpretation skills and the use of computer ...
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Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
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Humberto Barreto, Frank Howland
This highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of ...
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Econometric Analysis of Count Data
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by
Rainer Winkelmann
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with ...
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Designing Economic Mechanisms
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Leonid Hurwicz, Stanley Reiter
A mechanism is a mathematical structure that models institutions through which economic activity is guided and coordinated. There are many such institutions; markets are the most familiar ones. Lawmakers, administrators and officers of private companies create institutions in order to achieve desired goals. They seek to do so in ways that ...
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The Theory and Practice of Econometrics
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by
George G Judge
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each ...
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Limited-Dependent and Qualitative Variables in Econometrics
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by
G S Maddala
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a ...
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Schaum's Outline of Theory and Problems of Statistics and Econometrics
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by
Dominick Salvatore
This is a concise introduction to statistics and econometrics using a solved problem approach. The book can be used as an independent text as well as to supplement course lectures. No prior statistical background is assumed. The book is intended for college students in economics, business administration, and social sciences.
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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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Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data
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by
Jeffrey M Wooldridge
This is the essential companion to the second edition of Jeffrey Wooldridge's widely used graduate econometrics text. The text provides an intuitive but rigorous treatment of two state-of-the-art methods used in contemporary microeconomic research. The numerous end-of-chapter exercises are an important component of the book, encouraging the ...
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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
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by
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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Applied Nonparametric Regression
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by
Wolfgang Hardle
Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation possible. This volume focuses on the applications and practical problems of two central ...
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Economists' Mathematical Manual
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by
Knut Sydsaeter (Preface by), Arne Strom (Preface by), Peter Berck (Preface by)
This volume presents mathematical formulas and theorems common to economics. It includes both formulas like Roys identity that are peculiar to economics and formulas like Leibniz's rule that are common to many areas of applied mathematics. The volume is meant to be a reference work, to be used by students in conjunction with a textbook and by ...
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Anticipating Correlations: A New Paradigm for Risk Management
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by
Robert Engle
Financial markets respond to information virtually instantaneously. Each new piece of information influences the prices of assets and their correlations with each other, and as the system rapidly changes, so too do correlation forecasts. This fast-evolving environment presents econometricians with the challenge of forecasting dynamic correlations, ...
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The Cult of Statistical Significance: How the Standard Error Costs Us Jobs, Justice, and Lives
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Stephen Thomas Ziliak, Deirdre N McCloskey
"Statistical significance," a technique that dominates medicine, economics, psychology, and many other scientific fields, has been a huge mistake. The outcome is a case study in bad science - how it originates and how it grows. These sciences, from agronomy to zoology, the authors find, engage "testing" that doesn't test and "estimating" that ...
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Student Solutions Manual T/A Basic Econometrics
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by
Damodar N Gujarati
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Elements of Econometrics
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by
Jan Kmenta
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Economic Modeling & Inference
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by
Bent J Christensen, Nicholas M Kiefer
"Economic Modeling and Inference" takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor ...
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Statistics and Econometrics: Methods and Applications
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by
Orley Ashenfelter, Phillip B Levine
Econometrics is the key research tool for the modern study of economic problems. Every subject in economics, from finance to the environment, from health to the law, is dominated by econometric method. This book makes these tools accessible and easy to understand by bringing these issues to life with persuasive, real life applications to real ...
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Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium
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by
Steinar Strom (Editor), Professor Andrew Chesher (Editor), Matthew Jackson (Editor)
Ragnar Frisch (1895-1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an important role in ensuring that mathematical techniques figure prominently in modern economic analysis. Frisch was also a co-founder of the Econometric Society in 1930, the inaugural editor of its journal ...
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An Introduction to Mathematical Analysis for Economic Theory and Econometrics
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Dean Corbae, Maxwell Stinchcombe, Juraj Zeman
Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with ...
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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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Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress
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by
Richard Blundell (Editor), Whitney Newey (Editor), Torsten Persson (Editor)
This is the second of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarize and interpret key developments, and they discuss future directions for a wide variety of topics in economics ...
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Mathematical Tools for Economics
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by
Darrell A Turkington
Designed to demonstrate the essential mathematical concepts - comprehensively and economically - without re-teaching basic material or laboring over superfluous ideas, this text locates the necessary information in a practical economics context. Utilizing clear exposition and dynamic pedagogical features, "Mathematical Tools for Economics" ...
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