Posted by **arundhati** at Feb. 18, 2016

2001 | ISBN: 063121254X, 140510676X | 729 pages | PDF | 11 MB

Posted by **Specialselection** at March 15, 2013

English | 2001-03-05 | ISBN: 063121254X | 729 pages | PDF | 4 mb

Posted by **DZ123** at March 13, 2011

Publisher: Wiley-Blackwell | pages: 736 | 2001 | ISBN: 063121254X | PDF | 10,8 mb

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject.

Posted by **cifra7** at Aug. 2, 2010

Publisher: Wiley-Blackwell | ISBN: 063121254X | edition 2001 | PDF | 736 pages | 10,8 mb

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. It focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. This book is an exceptional text for readers who require a quick access to the foundation theories in this field. Chapters are organized to provide clear information and to point to further readings on the subject.

Posted by **leonardo78** at Nov. 24, 2016

Publisher: Princeton University Press | ISBN: 0691010188, 8122421229 | 2000 | PDF + MOBI | 690 Pages | (16,6 + 14,4) Mb

Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration.

Posted by **Underaglassmoon** at Dec. 30, 2015

Springer | Studies in Computational Intelligence | January 29, 2016 | ISBN-10: 3319272837 | 638 pages | pdf | 14.4 mb

Editors: Huynh, Van-Nam, Kreinovich, Vladik, Sriboonchitta, Songsak (Eds.)

Written by experts in the field

Presents recent research

Posted by **tanas.olesya** at Nov. 2, 2015

English | 26 July 1991 | ISBN: 0521393183, 0521435242 | 596 Pages | PDF | 17 MB

This 1991 book is a selection of Jacques Drèze's work over the last decade on the topics of lasting unemployment, stagflation and unused capacity. At the theoretical level, the author has contributed to the formulation and analysis of general equilibrium models which allow for price rigidities and

Posted by **house23** at March 4, 2012

Publisher: Financal Times Management (July 30, 2005) | ISBN: 0273683748 | PDF | 379 pages | 51 MB

Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods, for example how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometric theory with practice by demonstrating its use with the software package EViews through extensive use of screen shots. The emphasis is on understanding how to select the right method of analysis for a given situation, and how to actually apply the theoretical methodology correctly. The EViews software package is available from 'Quantitive Micro Software'. Written for any undergraduate or postgraduate course in Econometrics.

Posted by **ravuru** at July 10, 2009

Pravin, K. Trivedi, David, M. Zimmer,"Copula Modeling (Foundations and Trends in Econometrics)"

Now Publishers Inc | 2007-04-24 | PDF | Pages: 128 | ISBN: 1601980205 | 2.24mb

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software. This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling. Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties

Posted by **Alexpal** at July 4, 2009

Publisher: McGraw-Hill/Irwin; 4 edition (March 18, 2002) | ISBN-10: 0072478527 | PDF | 6 Mb | 1002 pages

Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text.