Applied Econometrics Book

Applied Econometrics


  • Author : Chung-ki Min
  • Publisher : Routledge
  • Release Date : 2019-03-08
  • Genre: Business & Economics
  • Pages : 242
  • ISBN 10 : 9780429656507

DOWNLOAD BOOK
Applied Econometrics Excerpt :

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Applied Econometrics Book

Applied Econometrics


  • Author : Chia-Lin Chang
  • Publisher : MDPI
  • Release Date : 2019-05-13
  • Genre: Business & Economics
  • Pages : 222
  • ISBN 10 : 9783038979265

DOWNLOAD BOOK
Applied Econometrics Excerpt :

Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Applied Econometrics with R Book
Score: 5
From 1 Ratings

Applied Econometrics with R


  • Author : Christian Kleiber
  • Publisher : Springer Science & Business Media
  • Release Date : 2008-12-10
  • Genre: Business & Economics
  • Pages : 222
  • ISBN 10 : 9780387773186

DOWNLOAD BOOK
Applied Econometrics with R Excerpt :

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Big Data Analytics for Internet of Things Book

Big Data Analytics for Internet of Things


  • Author : Tausifa Jan Saleem
  • Publisher : John Wiley & Sons
  • Release Date : 2021-03-29
  • Genre: Mathematics
  • Pages : 400
  • ISBN 10 : 9781119740773

DOWNLOAD BOOK
Big Data Analytics for Internet of Things Excerpt :

BIG DATA ANALYTICS FOR INTERNET OF THINGS Discover the latest developments in IoT Big Data with a new resource from established and emerging leaders in the field Big Data Analytics for Internet of Things delivers a comprehensive overview of all aspects of big data analytics in Internet of Things (IoT) systems. The book includes discussions of the enabling technologies of IoT data analytics, types of IoT data analytics, challenges in IoT data analytics, demand for IoT data analytics, computing platforms, analytical tools, privacy, and security. The distinguished editors have included resources that address key techniques in the analysis of IoT data. The book demonstrates how to select the appropriate techniques to unearth valuable insights from IoT data and offers novel designs for IoT systems. With an abiding focus on practical strategies with concrete applications for data analysts and IoT professionals, Big Data Analytics for Internet of Things also offers readers: A thorough introduction to the Internet of Things, including IoT architectures, enabling technologies, and applications An exploration of the intersection between the Internet of Things and Big Data, including IoT as a source of Big Data, the unique characteristics of IoT data, etc. A discussion of the IoT data analytics, including the data analytical requirements of IoT data and the types of IoT analytics, including predictive, descriptive, and prescriptive analytics A treatment of machine learning techniques for IoT data analytics Perfect for professionals, industry practitioners, and researchers engaged in big data analytics related to IoT systems, Big Data Analytics for Internet of Things will also earn a place in the libraries of IoT designers and manufacturers interested in facilitating the efficient implementation of data analytics strategies.

Microeconometrics Book

Microeconometrics


  • Author : A. Colin Cameron
  • Publisher : Cambridge University Press
  • Release Date : 2005-05-09
  • Genre: Business & Economics
  • Pages : null
  • ISBN 10 : 9781139444866

DOWNLOAD BOOK
Microeconometrics Excerpt :

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Applied Econometrics Book

Applied Econometrics


  • Author : Chung Ki Min
  • Publisher : Routledge
  • Release Date : 2019
  • Genre: Business & Economics
  • Pages : 296
  • ISBN 10 : 0367110334

DOWNLOAD BOOK
Applied Econometrics Excerpt :

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases. , SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Applied Financial Econometrics Book

Applied Financial Econometrics


  • Author : Moinak Maiti
  • Publisher : Springer Nature
  • Release Date : 2021-08-31
  • Genre: Business & Economics
  • Pages : 287
  • ISBN 10 : 9789811640636

DOWNLOAD BOOK
Applied Financial Econometrics Excerpt :

This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.

Essentials of Applied Econometrics Book

Essentials of Applied Econometrics


  • Author : Aaron D. Smith
  • Publisher : Univ of California Press
  • Release Date : 2016-11-08
  • Genre: Business & Economics
  • Pages : 240
  • ISBN 10 : 9780520963290

DOWNLOAD BOOK
Essentials of Applied Econometrics Excerpt :

Essentials of Applied Econometrics prepares students for a world in which more data surround us every day and in which econometric tools are put to diverse uses. Written for students in economics and for professionals interested in continuing an education in econometrics, this succinct text not only teaches best practices and state-of-the-art techniques, but uses vivid examples and data obtained from a variety of real world sources. The book’s emphasis on application uniquely prepares the reader for today’s econometric work, which can include analyzing causal relationships or correlations in big data to obtain useful insights.

Econometric Analysis of Cross Section and Panel Data  second edition Book

Econometric Analysis of Cross Section and Panel Data second edition


  • Author : Jeffrey M. Wooldridge
  • Publisher : MIT Press
  • Release Date : 2010-10-01
  • Genre: Business & Economics
  • Pages : 1095
  • ISBN 10 : 9780262232586

DOWNLOAD BOOK
Econometric Analysis of Cross Section and Panel Data second edition Excerpt :

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous i

Econometrics in Practice Book

Econometrics in Practice


  • Author : Paul Turner
  • Publisher : Mercury Learning and Information
  • Release Date : 2021-05-13
  • Genre: Computers
  • Pages : 374
  • ISBN 10 : 9781683926580

DOWNLOAD BOOK
Econometrics in Practice Excerpt :

This book covers the econometric methods necessary for a practicing applied economist or data analyst. This requires both an understanding of statistical theory and how it is used in actual applications. Chapters 1 to 9 present the material concerned with basic statistical theory. Chapters 10 to 13 introduce a number of topics which form the basis of more advanced option modules, such as time series methods in applied econometrics. To get the most out of these topics, companion files include Excel datasets and 4-color figures. It includes pull down menus to graph the data, calculate sample statistics and estimate regression equations. FEATURES: Integration of econometrics methods with statistical foundations Worked examples of all models considered in the text Includes Excel datasheets to facilitate estimation and application of models Features instructor ancillaries for use as a textbook

Palgrave Handbook of Econometrics Book

Palgrave Handbook of Econometrics


  • Author : T. Mills
  • Publisher : Springer
  • Release Date : 2009-06-25
  • Genre: Business & Economics
  • Pages : 1385
  • ISBN 10 : 9780230244405

DOWNLOAD BOOK
Palgrave Handbook of Econometrics Excerpt :

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

The Econometrics of Multi dimensional Panels Book

The Econometrics of Multi dimensional Panels


  • Author : Laszlo Matyas
  • Publisher : Springer
  • Release Date : 2017-07-26
  • Genre: Business & Economics
  • Pages : 456
  • ISBN 10 : 9783319607832

DOWNLOAD BOOK
The Econometrics of Multi dimensional Panels Excerpt :

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel data sets. These have started to be used to study the flow of goods, capital, and services, but also some other economic phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field. This book is aimed at filling this widening gap. The first theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.

A Guide to Econometrics Book

A Guide to Econometrics


  • Author : Peter Kennedy
  • Publisher : John Wiley & Sons
  • Release Date : 2008-02-19
  • Genre: Business & Economics
  • Pages : 608
  • ISBN 10 : 9781405182577

DOWNLOAD BOOK
A Guide to Econometrics Excerpt :

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets

Handbook Of Applied Econometrics And Statistical Inference Book

Handbook Of Applied Econometrics And Statistical Inference


  • Author : Aman Ullah
  • Publisher : CRC Press
  • Release Date : 2002-01-29
  • Genre: Mathematics
  • Pages : 741
  • ISBN 10 : 9780824744113

DOWNLOAD BOOK
Handbook Of Applied Econometrics And Statistical Inference Excerpt :

Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.

The Econometrics of Panel Data Book

The Econometrics of Panel Data


  • Author : László Mátyás
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Genre: Business & Economics
  • Pages : 948
  • ISBN 10 : 9789400901377

DOWNLOAD BOOK
The Econometrics of Panel Data Excerpt :

The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.