Advances in Econometrics: Theory and Applications
by Miroslav Verbič
Publisher: InTech 2011
Number of pages: 116
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.
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by Kenneth Train - The MIT Press
This book is a comprehensive but concise text that covers the recently developed and widely applicable methods of qualitative choice analysis, illustrating the general theory through simulation models of automobile demand and use.
by 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.
by Second Bwanakare - De Gruyter Open
The book provides a new, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity.
by Jason D. Hartline
The text presents the classical theory of economic mechanism design and introduces a new theory of approximation for mechanism design. A central theme will be the tradeoff between optimality and other desirable properties such as simplicity, etc.