Econometrics
by Michael Creel
Publisher: Universitat Autonoma de Barcelona 2014
Number of pages: 710
Description:
The central document is something between a set of lecture notes and a text book. It's not as terse as lecture notes, but not as complete or well-referenced as a text book. Of course, the document is constantly evolving, and you are welcome to modify it as you like.
Download or read it online for free here:
Download link
(4,7MB, PDF)
Similar books
Analog Estimation Methods in Econometricsby Charles F. Manski - Chapman and Hall
This book presents familiar elements of estimation theory from an analog perspective. It discusses recent developments in the theory of analog estimation and presents new results that offer flexibility in empirical research.
(9054 views)
Spatial Econometricsby James P. LeSage - University of Toledo
This text provides an introduction to spatial econometrics as well as a set of MATLAB functions that implement a host of spatial econometric estimation methods. The intended audience is faculty and students involved in modeling spatial data sets.
(10325 views)
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.
(24569 views)
The Analysis of Economic Time Seriesby Harold T. Davis - The Principia Press
The object of this book is to set forth the present status of the problem of analyzing that very extensive set of data known as economic time series. This perplexing problem has engaged the attention of economists and statisticians for many years.
(9430 views)