Author: Prof. Badi Baltagi
Publisher: Wiley
Keywords: data, panel, analysis, econometric
Number of Pages: 366
Published: 2008-06-30
List price: unknow
ISBN-10: 0470518863
ISBN-13: 9780470518861

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 publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book.  These programs will be made avail

Author: Badi Baltagi
Publisher: Wiley
Keywords: data, panel, analysis, econometric, companion
Number of Pages: 312
Published: 2009-07-07
List price: unknow
ISBN-10: 0470744030
ISBN-13: 9780470744031

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and

Authors:Ron C. Mittelhammer, George G. Judge, Douglas J. Mil
Publisher: Cambridge University Press
Keywords: rom, pack, foundations, econometric
Number of Pages: 784
Published: 2000-07-28
List price: $107.00
ISBN-10: 0521623944
ISBN-13: 9780521623940

Econometric Foundations establishes a new paradigm for teaching econometric problems to talented upper-level undergraduates, graduate students, and professionals. The complete package (text, accompanying CD-ROM, and electronic guide) provides relevance, clarity, and organization to those wishing to acquaint themselves with the principles and procedures for information processing and recovery from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. Econometric

Author: Roger Koenker
Publisher: Cambridge University Press
Keywords: monographs, society, econometric, regression, quantile
Number of Pages: 368
Published: 2005-05-09
List price: $95.00
ISBN-10: 0521845734
ISBN-13: 9780521845731

Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. Roger Koenker has devoted more than 25 years of research to the topic. The methods in his analysis are illustrated with a variety of applications from economics, biology, ecology and finance and will target audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.

Author: Walter Enders
Publisher: Wiley
Keywords: series, time, econometric, applied
Number of Pages: 480
Published: 2003-08-01
List price: unknow
ISBN-10: 0471230650
ISBN-13: 9780471230656

Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate various techniques.

Author: Dale W. Jorgenson
Publisher: The MIT Press
Keywords: producer, behavior, modeling, econometric, vol, econometrics
Number of Pages: 450
Published: 2000-05-01
List price: $70.00
ISBN-10: 0262100827
ISBN-13: 9780262100823

The objectives of econometric modeling of producer behavior are to determine the nature of substitution among inputs and outputs and of differences in technology, as well as the role of economies of scale in production. Recent advances in methodology, based on the dual formulation of the theory of production in terms of prices, have enabled econometricians to achieve these objectives more effectively. This volume summarizes the economic theory, the econometric methodology, and the empirical findings resulting from the new approach.

Author: Roger Koenker
Publisher: Cambridge University Press
Keywords: monographs, society, econometric, regression, quantile
Number of Pages: 366
Published: 2005-05-09
List price: $39.99
ISBN-10: 0521608279
ISBN-13: 9780521608275

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 shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to thi