Lectures in Quantitative Economics
by Thomas J. Sargent, John Stachurski
Publisher: QuantEcon 2017
Number of pages: 344
Description:
This website presents a series of lectures on quantitative economic modeling. From the table of contents: Data and Empirics; Tools and Techniques; Dynamic Programming; Multiple Agent Models; Time Series Models; Dynamic Programming Squared.
Download or read it online for free here:
Read online
(online html)
Similar books

by Harold T. Davis - The Principia Press
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.
(9432 views)

by Thomas Andren - BookBoon
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.
(14618 views)

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.
(9054 views)

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.
(9547 views)