Author: Tony Lancaster
Publisher: Cambridge University Press
Keywords: econometric, monographs, society, transition, analysis, data
Number of Pages: 368
Published: 1992-06-26
List price: $36.99
ISBN-10: 052143789X
ISBN-13: 9780521437899

This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods

Authors:David F. Hendry, Mary S. Morgan,
Publisher: Cambridge University Press
Keywords: econometric, monographs, society, analysis, foundations
Number of Pages: 576
Published: 1997-03-28
List price: $65.00
ISBN-10: 0521588707
ISBN-13: 9780521588706

In this compelling book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians, some of which have never been published before. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis.

Author: John Geweke
Publisher: Princeton University Press
Keywords: econometric, institutes, lectures, tinbergen, models, incomplete, complete
Number of Pages: 176
Published: 2010-02-28
List price: $40.00
ISBN-10: 0691140022
ISBN-13: 9780691140025

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and

Authors:Gary Koop, Dale J. Poirier, Justin L. Tobia,
Publisher: Cambridge University Pre
Keywords: econometric, exercises, methods, bayesian
Number of Pages: 380
Published: 2007-01-15
List price: $50.00
ISBN-10: 0521671736
ISBN-13: 9780521671736

A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduat

Authors:Gary Koop, Dale J. Poirier, Justin L. Tobia,
Publisher: Cambridge University Pre
Keywords: econometric, exercises, methods, bayesian
Number of Pages: 380
Published: 2007-01-15
List price: $107.00
ISBN-10: 0521855713
ISBN-13: 9780521855716

A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduat

Author: Charles G. Renfro
Publisher: Springer
Keywords: econometric, studies, theoretical, econometrics, advanced, applied, computation, theory, examination, characteristics, practice
Number of Pages: 311
Published: 2009-07-13
List price: $139.00
ISBN-10: 3540755705
ISBN-13: 9783540755708

Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has l

Author: William H. Greene
Publisher: Prentice Hall
Keywords: analysis, econometric
Number of Pages: 1216
Published: 2007-08-17
List price: $173.33
ISBN-10: 0135132452
ISBN-13: 9780135132456

Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range o