Introduction to Python for Econometrics, Statistics and Numerical Analysis
by Kevin Sheppard
2020
Number of pages: 380
Description:
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. They may also be useful for an experienced Python programmer interested in using NumPy, SciPy, and matplotlib for numerical and statistical analaysis.
Download or read it online for free here:
Download link
(4.1MB, PDF)
Similar books
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.
(15074 views)
Efficient Estimation With A Priori Informationby Thomas J. Rothenberg - Yale University Press
This book presents an attempt at unifying certain aspects of econometric theory by embedding them in a more general statistical framework. The unifying feature is the use of a priori information and the basic tool is the Cramer-Rao inequality.
(12189 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.
(12152 views)
Statistical Tools for Economistsby Daniel McFadden - University of California, Berkeley
The contents: Economic Analysis and Econometrics; Analysis and Linear Algebra in a Nutshell; Probability Theory in a Nutshell; Limit Theorems in Statistics; Experiments, Sampling, and Statistical Decisions; Estimation; Hypothesis Testing.
(23609 views)