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Generalized Method of Moments Estimation
ISBN: 9780521660136 / Angielski / Twarda / 332 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to...
The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar...
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cena:
464,72 |
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Empirical Modeling in Economics: Specification and Evaluation
ISBN: 9780521662086 / Angielski / Twarda / 112 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should...
In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and ...
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cena:
469,35 |
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Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi
ISBN: 9780521662468 / Angielski / Twarda / 472 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models, nonparametric and semi-parametric approaches to qualitative and sample selection models, and nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research. The collection of papers is dedicated to Professor Takeshi Amemiya in view of his path-breaking contributions to econometrics and statistics.
This collection brings together important contributions by leading econometricians on parametric approaches to qualitative and sample selection models...
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cena:
612,90 |
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Generalized Method of Moments Estimation
ISBN: 9780521669672 / Angielski / Miękka / 332 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume, the first devoted entirely to the GMM methodology, is to offer a complete and up to date presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to...
The generalized method of moments (GMM) estimation has emerged over the past decade as providing a ready to use, flexible tool of application to a lar...
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cena:
191,52 |
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Experimental Auctions: Methods and Applications in Economic and Marketing Research
ISBN: 9780521671248 / Angielski / Miękka / 318 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry out cost-benefit analysis, to determine the welfare effects of technological innovation or public policy, to forecast new product success, and to understand individual and consumer behavior. Unfortunately, many currently available techniques for eliciting individuals' values suffer from a serious problem in that they involve asking individuals hypothetical questions about intended behavior. Experimental auctions circumvent this problem...
Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: t...
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cena:
255,69 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521772976 / Angielski / Twarda / 544 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
409,15 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521774963 / Angielski / Miękka / 544 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
191,52 |
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Empirical Modeling in Economics: Specification and Evaluation
ISBN: 9780521778251 / Angielski / Miękka / 112 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should...
In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and ...
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cena:
200,78 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521792073 / Angielski / Twarda / 396 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
714,77 |
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
ISBN: 9780521796491 / Angielski / Miękka / 398 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.
This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of th...
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cena:
182,26 |
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Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research
ISBN: 9780521802567 / Angielski / Twarda / 366 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book describes the method of data envelopment analysis that uses mathematical programming techniques to obtain measures of efficiency of individual forms from their observed input and output quantities. The method permits setting up realistic input-output targets for the firm's managers. A firm is considered to be technically inefficient when it fails to yield the maximum quantity of output producible from the input bundle it uses. Measurement of technical efficiency is important for performance evaluation and provides an objective basis for differential rewards in the context of...
This book describes the method of data envelopment analysis that uses mathematical programming techniques to obtain measures of efficiency of individu...
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cena:
311,91 |
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Patterns of Speculation: A Study in Observational Econophysics
ISBN: 9780521802635 / Angielski / Twarda / 252 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes, it is possible to find hidden regularities. Speculative bubbles require the study of various episodes in order for a comparative perspective to be obtained and the analysis developed in this book follows a few simple but unconventional ideas. To that end, the author demonstrates how some of the basic concepts of dynamical system theory, such as the notions of impulse response, reaction times and frequency analysis, play an instrumental role in describing and predicting...
The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes, it is possible to find hidden reg...
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cena:
404,48 |
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Econometric Theory and Practice: Frontiers of Analysis and Applied Research
ISBN: 9780521807234 / Angielski / Twarda / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced...
Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in...
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cena:
228,56 |
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Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
ISBN: 9780521807883 / Angielski / Twarda / 220 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical statisticians to such models. This book presents the reader with mathematical tools drawn from matrix calculus and zero-one matrices and demonstrates how the use of their tools greatly facilitates such applications in a sequence of linear econometric models of increasing statistical complexity. The book differs from others in that the matrix calculus results are derived from a few basic rules which are generalizations of the rules used in ordinary...
The statistical models confronting econometricians are complicated in nature so it is no easy task to apply the procedures recommended by classical st...
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cena:
487,87 |
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Semiparametric Regression for the Applied Econometrician
ISBN: 9780521812832 / Angielski / Twarda / 234 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with the estimation of Engel curves and equivalence scales, scale economies, household gasoline consumption, housing prices, option prices and state price density estimation. The book is of interest to a broad range of economists including those working in industrial organization, labor, development, and urban, energy and financial economics.
Adonis Yatchew provides simple and flexible (nonparametric) techniques for analyzing regression data. He includes a series of empirical examples with ...
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cena:
260,98 |
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The Structural Econometric Time Series Analysis Approach
ISBN: 9780521814072 / Angielski / Twarda / 736 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.
This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and appl...
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cena:
441,57 |
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Essays in Panel Data Econometrics
ISBN: 9780521815345 / Angielski / Twarda / 384 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This volume collects seven of Nerlove's previously published essays on panel data econometrics written over the past thirty-five years, with a new essay on the history of the subject, which began with George Biddell Airey's monograph in 1861. Since his 1966 Econometrica paper with Pietro Balestra, panel data and methods of econometric analysis have become important in the discipline. The principal factors in the research environment affecting the future course of panel data econometrics are the growth in the computational power available to the individual researcher at his desktop and the...
This volume collects seven of Nerlove's previously published essays on panel data econometrics written over the past thirty-five years, with a new ess...
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cena:
381,37 |
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A Concise Introduction to Econometrics: An Intuitive Guide
ISBN: 9780521817691 / Angielski / Twarda / 130 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is an ideal introduction for beginning students of econometrics that assumes only basic familiarity with matrix algebra and calculus. It features practical questions which can be answered using econometric methods and models. Focusing on a limited number of the most basic and widely used methods, the book reviews the basics of econometrics before concluding with a number of recent empirical case studies. The volume is an intuitive illustration of what econometricians do when faced with practical questions.
This book is an ideal introduction for beginning students of econometrics that assumes only basic familiarity with matrix algebra and calculus. It fea...
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cena:
469,35 |
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Statistics, Econometrics and Forecasting
ISBN: 9780521832878 / Angielski / Twarda / 184 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-technical, the first part of the book covers some of the broader issues involved in Stone's and others' work in statistics. It explores the more philosophical issues attached to statistics, econometrics and forecasting and describes the paradigm shift back to the Bayesian approach to scientific inference. The first part concludes with simple examples from the different worlds of educational management and golf clubs. The second, more technical...
This book is based on two Sir Richard Stone lectures at the Bank of England and the National Institute for Economic and Social Research. Largely non-t...
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cena:
511,02 |
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Introduction to the Mathematical and Statistical Foundations of Econometrics
ISBN: 9780521834315 / Angielski / Twarda / 344 str. Termin realizacji zamówienia: ok. 5-8 dni roboczych. The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or at least motivations if proofs are too complicated, of the mathematical and statistical results necessary for understanding modern econometric theory. In this respect, it differs from other econometrics textbooks.
The focus of this book is on clarifying the mathematical and statistical foundations of econometrics. Therefore, the text provides all the proofs, or ...
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cena:
390,63 |
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