e-books in Econometrics category
Lectures in Quantitative Economicsby Thomas J. Sargent, John Stachurski - QuantEcon , 2017
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.
(8548 views)
Non-Extensive Entropy Econometrics for Low Frequency Seriesby Second Bwanakare - De Gruyter Open , 2017
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.
(6312 views)
Mechanism Design and Approximationby 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.
(7574 views)
Computable General Equilibrium Modeling for Regional Analysisby 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.
(9095 views)
The Elements of Input-Output Analysisby 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.
(10527 views)
Spatial Econometricsby 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.
(12968 views)
Introduction to Python for Econometrics, Statistics and Numerical Analysisby Kevin Sheppard , 2012
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.
(25234 views)
Efficient Estimation With A Priori Informationby 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.
(10512 views)
The Computation of Economic Equilibriaby 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.
(10318 views)
US Financial Debt Crisis: A Stochastic Optimal Control Approachby 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.
(10405 views)
Studies in Econometric Methodby 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.
(14197 views)
The Analysis of Economic Time Seriesby 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.
(11629 views)
Statistical Inference in Dynamic Economic Modelsby 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.
(10392 views)
Dynamic Economics: Theoretical and Statistical Studies of Demand, Production and Pricesby Charles Frederick Roos - Principia Press , 1934
Contents: Static Versus Dynamic Economics; Demand for Consumer Goods; Automotive Demand for Gasoline; Demand for Agricultural Products; Demand for Capital Goods; Factors Influencing Residential Building; Growth and Decline of Industry; etc.
(10579 views)
Advances in Econometrics: Theory and Applicationsby 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.
(15338 views)
Urban Travel Demand: A Behavioral Analysisby 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.
(15449 views)
Demand Model Estimation and Validationby 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.
(11376 views)
Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demandby Kenneth Train - The MIT Press , 1993
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.
(12108 views)
Production Economics: A Dual Approach to Theory and Applicationsby 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.
(12024 views)
Optimal Regulation: The Economic Theory of Natural Monopolyby 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.
(11931 views)
Analog Estimation Methods in Econometricsby 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.
(11075 views)
Financial Econometricsby 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.
(16551 views)
Econometricsby 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.
(17732 views)
Econometricsby Bruce E. Hansen - University of Wisconsin , 2014
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.
(17669 views)
Statistical Tools for Economistsby 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.
(21679 views)
Discrete Choice Methods with Simulationby 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.
(15123 views)
Applied Nonparametric Regressionby 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.
(27610 views)
Structural Analysis of Discrete Data with Econometric Applicationsby 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.
(16173 views)
Econometricsby 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.
(22129 views)