This book surveys the theories, techniques (model- building and data collection), and applications of econometrics. KEY TOPICS: It focuses on those aspects of econometrics that are of major importance to readers and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas. It reviews matrix notation and the use of multivariate statistics; discusses the specification of the model and the development of data for its estimation; covers recent developments in econometric models, techniques, and applications; explains the estimation of single-equation models; and provides case studies of the applications of econometrics to a wide array of areas -- including traditional areas such as the estimation of demand functions and production functions, and macroeconometric models.
An attempt has been made in this work to provide a selective set of contributions on economic thinking in their applied aspects. Prof.
Econometric Models, Techniques, and Applications
Wherever necessary, we should not be reluctant to develop new techniques, whether mathematical or computational. That is the philosophy of this volume. The volume is divided into three distinct parts: Methods, Theory and Applications.
This book is the first volume of the International Series in Economic Model ing, a series designed to summarize current issues and procedures in applied modeling within various fields of economics and to offer new or alternative approaches ...
... Squared Residuals ' INTRANGE ( 0,999 ) TEXT ( ' PACF ARCH Test : ' ) OPTIONAL $ FIELD TYPE - INPUT PAGE = 1 ROW = 18 COL1-2 LETNAME ( varl ) FIELDTYPE = QVARLIST DEFAULT = ' COL2-24 TEXTID = ' Specify left hand variable names here ...
[ 83 ] J. Durbin , Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations ... [ 97 ] R.C. Fair , Specification , Estimation , and Analysis of Macroeconometric Models , Harvard University Press ...
This book is a comprehensive introduction of the reader into the simulation and modelling techniques and their application in the management of organisations.
This new book will be welcomed by econometricians and students of econometrics everywhere.
... 327, 565, 684 participation equation, 547, 551 Pearson chi-square goodness-of-fit test, 266 Pearson residual, 289, 291 peer-effects model, 832 percentile, 86 percentile method, 364–5, 367–8 percentile-t method, 364, 366–7 PH model.
This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics.