Econometrics
by Bruce E. Hansen
Publisher: University of Wisconsin 2014
Number of pages: 387
Description:
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.
Download or read it online for free here:
Download link
(2.5MB, PDF)
Similar books
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.
(12410 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.
(11423 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.
(14237 views)
Production Economics: A Dual Approach to Theory and Applicationsby 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.
(13147 views)