Advances in Econometrics: Theory and Applications
by Miroslav Verbič
Publisher: InTech 2011
ISBN-13: 9789533075037
Number of pages: 116
Description:
This book provides recent insight on some key issues in econometric theory and applications. The volume focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
Download or read it online for free here:
Download link
(1.4MB, PDF)
Similar books
Applied Nonparametric Regressionby Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
(26986 views)
Demand Model Estimation and Validationby Daniel McFadden, Antti Talvitie, and Associates - University of California
From the table of contents: Theory and Estimation of Behavioral Travel Demand Models; Development, Testing, and Validaton of a Work-Trip Mode-Choice Model; Modeling Choices Other than Work-Trip; Issues in Demand Modeling and Forecasting.
(11009 views)
Econometricsby Michael Creel - Universitat Autonoma de Barcelona
Textbook for graduate econometrics, it teaches ordinary least squares, maximum likelihood estimation, restrictions and hypothesis test, stochastic regressors, exogeneity and simultaneity, numeric optimization methods, method of moments, etc.
(21700 views)
US Financial Debt Crisis: A Stochastic Optimal Control Approachby Jerome Stein - Springer
Stochastic Optimal Control (SOC) is very helpful in understanding and predicting debt crises. The mathematical analysis is applied empirically to the financial debt crisis of 2008, the crises of the 1980s and the European debt crisis.
(9978 views)