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. Written for any undergraduate or postgraduate course in Econometrics.
One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models.
Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C.
West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. Written in English — pages. Subjects Econometrics. Libraries near you: WorldCat.
Econometric theory and methods , Oxford University Press. Econometric theory and methods First published in Subjects Econometrics. Edition Notes Includes bibliographical references p. Classifications Library of Congress HB D , HB D The Physical Object Pagination xviii, p. The book is suitable for both one- and two-term courses at the Masters or Ph. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.
Econometric Theory and Methods. Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.
This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings.
After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature.
The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study. One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology.
The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.
Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram Just the FACTS studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests.
0コメント