Discrete Choice Methods with Simulation
by Kenneth Train
Publisher: Cambridge University Press 2003
Number of pages: 400
Simulation methods have unshackled discrete choice analysis, breaking down the computational barriers to use of plausible, interpretable models. Kenneth Train provides an excellent road map for both econometric specialists and practitioners through this comprehensive, readable treatment that pulls together the research literature and provides many new and useful results.
Home page url
Download or read it online for free here:
(multiple PDF files)
by 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.
by Thomas J. Sargent, John Stachurski - QuantEcon
This website presents a series of lectures on quantitative economic modeling. From the table of contents: Data and Empirics; Tools and Techniques; Dynamic Programming; Multiple Agent Models; Time Series Models; Dynamic Programming Squared.
by 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.
by Kevin Sheppard
Python is a widely used general purpose programming language, which happens to be well suited to Econometrics and other more general purpose data analysis tasks. These notes provide an introduction to Python for a beginning programmer.