Studies in Econometric Method
by William C. Hood, Tjalling C. Koopmans
Publisher: J. Wiley and Sons 1953
Number of pages: 343
Description:
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical and institutional data. The studies assembled in this volume discuss in an expository style some problems of statistical method in econometrics.
Download or read it online for free here:
Download link
(9.3MB, PDF)
Similar books
Econometricsby 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.
(21682 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.
(9963 views)
Econometricsby Bruce E. Hansen - University of Wisconsin
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.
(16954 views)
The Computation of Economic Equilibriaby Herbert Scarf - Yale University Press
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.
(9925 views)