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 : 0387773185

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Applied Econometrics with R Book Description :

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.

Applied Econometrics Book

Applied Econometrics


  • Author : Chung-ki Min
  • Publisher : Routledge
  • Release Date : 2019-03-08
  • Genre: Business & Economics
  • Pages : 296
  • ISBN 10 : 9780429658945

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Applied Econometrics Book Description :

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.

Palgrave Handbook of Econometrics Book

Palgrave Handbook of Econometrics


  • Author : Terence C. Mills
  • Publisher : Palgrave MacMillan
  • Release Date : 2006
  • Genre: Business & Economics
  • Pages : 1385
  • ISBN 10 : PSU:000067133956

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Palgrave Handbook of Econometrics Book Description :

Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.

Applied Econometrics Book

Applied Econometrics


  • Author : Dimitrios Asteriou
  • Publisher : Macmillan International Higher Education
  • Release Date : 2015-10-12
  • Genre: Business & Economics
  • Pages : 552
  • ISBN 10 : 9781137415479

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Applied Econometrics Book Description :

The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them. Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'. Applied Econometrics third edition includes: • Thorough updates of all material in the book • More finance applications • A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.

Econometric Evaluation of Socio Economic Programs Book

Econometric Evaluation of Socio Economic Programs


  • Author : Giovanni Cerulli
  • Publisher : Springer
  • Release Date : 2015-05-08
  • Genre: Business & Economics
  • Pages : 308
  • ISBN 10 : 9783662464052

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Econometric Evaluation of Socio Economic Programs Book Description :

This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.

Applied Econometrics Book

Applied Econometrics


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

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Applied Econometrics Book Description :

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.

Mathematical Statistics for Applied Econometrics Book

Mathematical Statistics for Applied Econometrics


  • Author : Charles B Moss
  • Publisher : CRC Press
  • Release Date : 2014-10-16
  • Genre: Business & Economics
  • Pages : 363
  • ISBN 10 : 9781466594098

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Mathematical Statistics for Applied Econometrics Book Description :

An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Introduction to Applied Econometrics Book

Introduction to Applied Econometrics


  • Author : Kenneth G. Stewart
  • Publisher : South-Western Pub
  • Release Date : 2005
  • Genre: Business & Economics
  • Pages : 913
  • ISBN 10 : 0534369162

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Introduction to Applied Econometrics Book Description :

You'll find the "econ" back in econometrics with INTRODUCTION TO APPLIED ECONOMETRICS and its accompanying CD.. You'll have the opportunity to replicate classic empirical findings using original data sets and will develop an understanding of the relevance of economic theory to empirical analysis. The author integrates classic empirical examples and applications and builds toward a self-contained four-chapter introduction to time series analysis. The CD includes data sets formatted for STATA, Eviews, Excel, Minitab, SAS and ASCII, as well as an appendix presenting multiple regression in matrix form and another on treating portfolio theory and the capital asset pricing model.

A Guide to Econometrics Book
Score: 3.5
From 10 Ratings

A Guide to Econometrics


  • Author : Peter Kennedy
  • Publisher : MIT Press
  • Release Date : 2003
  • Genre: Business & Economics
  • Pages : 623
  • ISBN 10 : 026261183X

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A Guide to Econometrics Book Description :

A popular, intuitively based overview of econometrics.

Handbook of Applied Econometrics Volume II  Microeconomics Book
Score: 4
From 1 Ratings

Handbook of Applied Econometrics Volume II Microeconomics


  • Author : M Hashem Pesaran
  • Publisher : Wiley-Blackwell
  • Release Date : 1999-12-01
  • Genre: Business & Economics
  • Pages : 453
  • ISBN 10 : 0631216332

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Handbook of Applied Econometrics Volume II Microeconomics Book Description :

This Handbook focuses on specific microeconomics applications, rather than on conventional econometric theory. It covers the econometric issues involved in a variety of applied microeconomic problems.

Econometric Methods with Applications in Business and Economics Book

Econometric Methods with Applications in Business and Economics


  • Author : Christiaan Heij
  • Publisher : OUP Oxford
  • Release Date : 2004-03-25
  • Genre: Business & Economics
  • Pages : 816
  • ISBN 10 : 9780191608407

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Econometric Methods with Applications in Business and Economics Book Description :

Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on mod

Econometrics Book
Score: 4.5
From 2 Ratings

Econometrics


  • Author : Ben Vogelvang
  • Publisher : Pearson Education
  • Release Date : 2005
  • Genre: Business & Economics
  • Pages : 363
  • ISBN 10 : 0273683748

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Econometrics Book Description :

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 showing and exercising its use with the software package EViews. 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.

Applied Econometrics for Health Economists Book

Applied Econometrics for Health Economists


  • Author : Andrew Jones
  • Publisher : CRC Press
  • Release Date : 2007-01-20
  • Genre: Medical
  • Pages : 136
  • ISBN 10 : 9781785230141

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Applied Econometrics for Health Economists Book Description :

"Applied Econometrics for Health Economists" introduces readers to the appropriate econometric techniques for use with different forms of survey data, known collectively as microeconometrics. The book provides a complete illustration of the steps involved in doing microeconometric research. The only study to deal with practical analysis of qualitat

Panel Data Analysis Book

Panel Data Analysis


  • Author : Baldev Raj
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Genre: Business & Economics
  • Pages : 220
  • ISBN 10 : 9783642501272

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Panel Data Analysis Book Description :

A number of advances have taken place in panel data analysis during the pastthree decades and it continues to be one of the most active areas of research. This volume contains 13 significant contributions focusing on modelling strategies, data issues, theoretical analysis and applications. Applied econometrics papers on the economics of labor, health, telecommunications, finance and macroeconomics are provided as well as a survey of recent theoretical developments in panal data analysis. Contributors include both well known scholars and younger researchers from Australia, Canada, Europe and the United States of America.

Advances in Econometrics  Volume 2 Book

Advances in Econometrics Volume 2


  • Author : Christopher A. Sims
  • Publisher : Cambridge University Press
  • Release Date : 1996-03-07
  • Genre: Business & Economics
  • Pages : 432
  • ISBN 10 : 0521566096

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Advances in Econometrics Volume 2 Book Description :

This 1994 two-volume set of articles reflects the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics.

Applied Econometric Time Series  4th Edition Book

Applied Econometric Time Series 4th Edition


  • Author : Walter Enders
  • Publisher : Wiley Global Education
  • Release Date : 2014-11-03
  • Genre: Business & Economics
  • Pages : 496
  • ISBN 10 : 9781118918661

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Applied Econometric Time Series 4th Edition Book Description :

Applied Econometric Time Series, 4th Edition demonstrates modern techniques for developing models capable of forecasting, interpreting, and testing hypotheses concerning economic data. In this text, Dr. Walter Enders commits to using a “learn-by-doing” approach to help readers master time-series analysis efficiently and effectively.

Enjoyable Econometrics Book

Enjoyable Econometrics


  • Author : Philip Hans Franses
  • Publisher : Cambridge University Press
  • Release Date : 2018-07-05
  • Genre: Business & Economics
  • Pages : 296
  • ISBN 10 : 9781107164611

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Enjoyable Econometrics Book Description :

Applies econometric methods to a variety of unusual and engaging research questions.

Econometrics in Theory and Practice Book

Econometrics in Theory and Practice


  • Author : Panchanan Das
  • Publisher : Springer Nature
  • Release Date : 2019-09-05
  • Genre: Business & Economics
  • Pages : 565
  • ISBN 10 : 9789813290198

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Econometrics in Theory and Practice Book Description :

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is inv

Fundamentals of Applied Econometrics Book

Fundamentals of Applied Econometrics


  • Author : Richard A. Ashley
  • Publisher : Wiley Global Education
  • Release Date : 2011-12-27
  • Genre: Business & Economics
  • Pages : 736
  • ISBN 10 : 9781118213513

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Fundamentals of Applied Econometrics Book Description :

Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The text serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Divided into two parts, the first half provides a thorough undergraduate-level treatment of multiple regressions including an extensive statistics review with integrated, hands-on Acting Learning Exercises so students learn by doing. The second half of the book covers a number of advanced topics: panel data modeling, time series analysis, binary-choice modeling, and an introduction to GMM. This latter portion of the book is very suitable for a more advanced course: a second-term undergraduate course, a Masters level course, or as a companion reading for a Doctoral level course.