Author: William H. Greene
Publisher: Prentice Hall
Keywords: analysis, econometric
Number of Pages: 1026
Published: 2002-09-01
List price: $162.20
ISBN-10: 0130661899
ISBN-13: 9780130661890

For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reo

Author: William N. Toggi
Publisher: Nova Science Publisher
Keywords: research, modelling, econometric, new
Number of Pages: 226
Published: 2008-03-30
List price: $150.00
ISBN-10: 1600215866
ISBN-13: 9781600215865

Econometric models are used by economists to find standard relationships among aspects of the macroeconomy and use those relationships to predict the effects of certain events (like government policies) on inflation, unemployment, growth, etc...Econometric models generally have a short-run aggregate supply component with fixed prices, and aggregate demand portion, and a potential output component. Two famous econometric models are the Federal Reserve Bank econometric model and the DRI-WEFA model. This book presents new and important research in this field.

Author: Jan Jacobs
Publisher: Springer
Keywords: research, cycle, business, econometric
Number of Pages: 238
Published: 1998-09-30
List price: $149.00
ISBN-10: 0792382544
ISBN-13: 9780792382546

Econometric Business Cycle Research deals with econometric business cycle research (EBCR), a term introduced by the Nobel-laureate Jan Tinbergen for his econometric method of testing (economic) business cycle theories. EBCR combines economic theory and measurement in the study of business cycles, i.e., ups and downs in overall economic activity. We assess four methods of EBCR: business cycle indicators, simultaneous equations models, vector autoregressive systems and real business indicators. After a sketch of the history of the methods, we investigate whether the methods meet the goal

Author: Richard I. D. Harris
Publisher: Prentice Hall
Keywords: modelling, econometric, analysis, cointegration, using
Number of Pages: 192
Published: 1995-05-17
List price: $32.00
ISBN-10: 0133558924
ISBN-13: 9780133558920

The book introduces co-integration techniques at a very moderate technical level; testing for (co-) integration is explained thoroughly with plenty of examples which emphasise how the tests are actually performed

Author: Walter Ender
Publisher: Wiley
Keywords: series, time, econometric, applied
Number of Pages: 448
Published: 1994-11-07
List price: unknow
ISBN-10: 0471039411
ISBN-13: 9780471039419

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. Applied Econometric Times Series was among those chosen. Unique in that it covers modern time series analysis from the sole prerequisite of an introductory course in multiple regression analysis. Describes the theory of difference equations, demonstrating that they are the foundation of all time-series models with emphasis on the Box-Jenkins methodology. Considers many recent developments in time series analysis including unit root tests, ARCH models, cointegration/error-correction models

Author: Paul A. Ruud
Publisher: Oxford University Press, USA
Keywords: theory, econometric, classical, introduction
Number of Pages: 976
Published: 2000-03-23
List price: $129.00
ISBN-10: 0195111648
ISBN-13: 9780195111644

In this book, Paul A. Ruud, a well known and respected scholar, makes sense of this complex field by presenting a careful intuitive understanding of the subject. He teaches the reader to think like an econometrician, not like a person simply learning how to get the "right" answers.

Author: Rainer Winkelmann
Publisher: Springer
Keywords: data, count, analysis, econometric
Number of Pages: 333
Published: 2008-04-08
List price: $139.00
ISBN-10: 3540776486
ISBN-13: 9783540776482

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 respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clu