e-books in Econometrics category

Mechanism Design and ApproximationMechanism Design and Approximation
by Jason D. Hartline , 2016
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.
Computable General Equilibrium Modeling for Regional AnalysisComputable General Equilibrium Modeling for Regional Analysis
by Eliecer E. Vargas, et al. - Regional Research Institute, WVU , 1999
CGE framework encompasses both the I-O and SAM frameworks by making demand and supply of commodities and factors dependent on prices. A CGE model simulates the working of a market economy in which prices and quantities adjust to clear all markets.
The Elements of Input-Output AnalysisThe Elements of Input-Output Analysis
by William H. Miernyk - Random House Inc , 1965
This volume is designed to give the reader an understanding of how the input-output system works; it is not a guide to the construction of an interindustry transactions table. Most of this book deals with a static, open input-output model.
Spatial EconometricsSpatial Econometrics
by James P. LeSage - University of Toledo , 1998
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.

Efficient Estimation With A Priori InformationEfficient Estimation With A Priori Information
by Thomas J. Rothenberg - Yale University Press , 1973
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.
The Computation of Economic EquilibriaThe Computation of Economic Equilibria
by Herbert Scarf - Yale University Press , 1973
Contents: Problem of Computing Equilibrium Prices; Determination of an Approximate Fixed Point of Continuous Mapping; Numerical Applications of Brouwer's Theorem; An Extension of the Algorithm; Computation of Equilibria in a General Walrasian Model.
Stochastic Optimal Control, and U.S. Debt CrisesStochastic Optimal Control, and U.S. Debt Crises
by Jerome Stein - Springer , 2012
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.
Studies in Econometric MethodStudies in Econometric Method
by William C. Hood, Tjalling C. Koopmans - J. Wiley and Sons , 1953
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical data. The studies in this volume discuss in an expository style some problems of statistical method in econometrics.
The Analysis of Economic Time SeriesThe Analysis of Economic Time Series
by Harold T. Davis - The Principia Press , 1941
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.
Statistical Inference in Dynamic Economic ModelsStatistical Inference in Dynamic Economic Models
by Tjalling C. Koopmans - John Wiley & Sons , 1950
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.
Advances in Econometrics: Theory and ApplicationsAdvances in Econometrics: Theory and Applications
by Miroslav Verbič - InTech , 2011
This book provides recent insight on some key issues in econometric theory and applications. It focuses on three recent advances in econometric theory: non-parametric estimation, instrument generating functions, and seasonal volatility models.
Urban Travel Demand: A Behavioral AnalysisUrban Travel Demand: A Behavioral Analysis
by Tom Domencich, Daniel L. McFadden - North-Holland Publishing , 1975
'Urban Travel Demand' develops a theory of demand for populations of individual economic consumers which we believe is a logical and natural generalization of traditional theory to encompass choice among discrete alternatives.
Demand Model Estimation and ValidationDemand Model Estimation and Validation
by Daniel McFadden, Antti Talvitie, and Associates - University of California , 1977
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.
Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by Melvyn Fuss, Daniel L. McFadden - North-Holland , 1978
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.
Optimal Regulation: The Economic Theory of Natural MonopolyOptimal Regulation: The Economic Theory of Natural Monopoly
by Kenneth Train - The MIT Press , 1991
Optimal Regulation addresses the central issue of regulatory economics -- how to regulate firms in a way that induces them to produce and price 'optimally'. It synthesis an extensive theoretical literature on what constitutes optimality.
Analog Estimation Methods in EconometricsAnalog Estimation Methods in Econometrics
by Charles F. Manski - Chapman and Hall , 1988
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.
Financial EconometricsFinancial Econometrics
by Roman Kozhan - BookBoon , 2009
This is a step-by-step guide to financial econometrics using EViews 6.0 statistical package. It contains brief overviews of econometric concepts, models and data analysis techniques followed by examples of how they can be implemented in EViews.
by Thomas Andren - BookBoon , 2007
This book covers the most basic concepts in econometrics. Subjects as basic probability and statistics, statistical inference with the simple and multiple regression model, dummy variables and auto correlation are explained.
by Bruce E. Hansen - University of Wisconsin , 2009
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study of tools and methods for applied econometric applications. This is a first-year Ph.D. econometrics textbook.
Statistical Tools for EconomistsStatistical Tools for Economists
by Daniel McFadden - University of California, Berkeley , 2001
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.
Discrete Choice Methods with SimulationDiscrete Choice Methods with Simulation
by Kenneth Train - Cambridge University Press , 2003
The book describes the new generation of discrete choice methods, focusing on the advances that are made possible by simulation. Researchers use these methods to examine the choices that consumers, households, firms, and other agents make.
Applied Nonparametric RegressionApplied Nonparametric Regression
by Wolfgang Härdle - Cambridge University Press , 1992
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.
Structural Analysis of Discrete Data with Econometric ApplicationsStructural Analysis of Discrete Data with Econometric Applications
by Charles F. Manski, Daniel McFadden - The MIT Press , 1981
The book provides a methodological foundation for the analysis of economic problems involving discrete data, and charts the current frontiers of this subject. It is also useful for the researchers involved in the structural analysis of discrete data.
by Michael Creel - Universitat Autonoma de Barcelona , 2014
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.