Author: David F. Hendry
Publisher: Oxford University Press, USA
Keywords: econometric, methodology, essays, science, alchemy, econometrics
Number of Pages: 560
Published: 2001-01-04
List price: $60.00
ISBN-10: 0198293542
ISBN-13: 9780198293545

A text on econometric modeling in economics, analyzing the various conflicting methods in use today, reviewing the benefits and drawbacks of each. Uses empirical applications, Monte Carlo simulations, and theoretical and econometric analyses to determine best practice as regards the competing approaches. Softcover.

Authors:Robert Pindyck, Daniel Rubinfeld,
Publisher: McGraw-Hill/Irwin
Keywords: forecasts, economic, models, econometric
Number of Pages: 634
Published: 1997-07-01
List price: unknow
ISBN-10: 0079132928
ISBN-13: 9780079132925

First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. Includes data disk.

Authors:Qi Li, Jeffrey Scott Racine,
Publisher: Emerald Group Publishing Limited
Keywords: econometrics, advances, methods, econometric, nonparametric
Number of Pages: 760
Published: 2009-12-04
List price: $174.95
ISBN-10: 184950623X
ISBN-13: 9781849506236

This Volume of "Advances in Econometrics" contains a selection of papers presented initially at the 7th Annual Advances in Econometrics Conference held on the LSU campus in Baton Rouge, Louisiana during November 14-16, 2008. The theme of the conference was ’Nonparametric Econometric Methods’, and the papers selected for inclusion in this Volume span a range of nonparametric techniques including kernel smoothing, empirical copulas, series estimators, and smoothing splines along with a variety of semiparametric methods. The papers in this Volume cover topics of interest to those who

Author: Itzhak Gilboa
Publisher: Cambridge University Press
Keywords: society, monographs, econometric, uncertainty, decision, theory
Number of Pages: 230
Published: 2009-03-16
List price: $29.99
ISBN-10: 0521741238
ISBN-13: 9780521741231

This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories. It focuses on the meaning of probability, discussing some definitions and surveying their scope of applicability. The behavioral definition of subjective probability serves as a way to present the classical theories, culminating in Savage’s theorem. The limitations of this result as a definition of probability lead to two directions - first, similar behavioral definitions of more general theories, such as non-additive probabilities and multiple priors

Authors:David F. Hendry, Bent Nielsen,
Publisher: Princeton University Press
Keywords: approach, likelihood, modeling, econometric
Number of Pages: 378
Published: 2007-03-05
List price: $57.50
ISBN-10: 0691130892
ISBN-13: 9780691130897

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques.David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrate

Authors:Terence C. Mills, Raphael N. Markellos,
Publisher: Cambridge University Press
Keywords: series, time, financial, modelling, econometric
Number of Pages: 468
Published: 2008-04-21
List price: $130.00
ISBN-10: 0521883814
ISBN-13: 9780521883818

Terence Mills’ best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. The third edition, co-authored with Raphael Markellos, contains a wealth of new material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long me

Author: Fernando Vega-Redondo
Publisher: Cambridge University Pre
Keywords: society, monographs, econometric, networks, social, complex
Number of Pages: 294
Published: 2007-01-08
List price: $37.99
ISBN-10: 0521674093
ISBN-13: 9780521674096

The book provides a systematic and self-contained account of the fast-developing theory of complex social networks. Social networks are central to the understanding of most socio-economic phenomena in the modern world. The classical approach to studying them relies on a methodology that abstracts from their size and complexity. In contrast, the approach taken in this book keeps complexity at the core, whilst integrating it with the incentive considerations that are preeminent in traditional economic analysis. The treatment starts with a detailed discussion of the basic models that act as ̵