by Bruce E. Hansen
Publisher: University of Wisconsin 2009
Number of pages: 197
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study and development of tools and methods for applied econometric applications. This manuscript is a draft of an incomplete first-year Ph.D. econometrics textbook.
Home page url
Download or read it online for free here:
by Melvyn Fuss, Daniel L. McFadden - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
by Tjalling C. Koopmans - John Wiley & Sons
Quantitative economic study has a threefold basis: it is necessary to formulate economic hypotheses, to collect appropriate data, and to confront hypotheses with data. The latter task, statistical inference in economics, is discussed in this book.
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.
by 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.