Econometrics
Econometrics
Osborn , D. R. , Chui , A. P. L. , Smith , J. P. and Birchenhall , C. R. ( 1988 ) ' Seasonality and the order of integration in consumption ' , Oxford Bulletin of Economics and Statistics , 50 , 361-377 . Osterwald - Lenum , M. ( 1992 ) ...
In NBER Macroeconomics Annual , ed . Stanley Fischer , 163–201 . Cambridge , MA : MIT Press . 1990a . Human Capital and Growth : Theory and Evidence . Carnegie - Rochester Conference Series on Public Policy 32 ( Spring ) : 251–286 . - .
This volume summarizes the economic theory, the econometric methodology and the empirical findings resulting from the new approach to econometric modelling of producer behaviour.
This volume draws together David Hendry's work on econometrics, tracing the main steps through which he has evolved his theories.
For the story of the founding of Econometrica and the Econometric Society, see Christ (1983). ... with it at the present stage or that this brand of statistical alchemy is ripe to become a branch of science, I am not yet persuaded.
For six of the eight series (all but consumption and the unemployment rate), the KPSS statistic equals or exceeds the 1% ... leading to a rejection of the null hypothesis of stationarity in favor of the alternative of a unit root.
Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research.
Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgroundsDraws on integrated, research-level datasets, provided on an ...
Hardbound. This volume serves as a source, reference and teaching supplement in econometrics, the branch of economics which is concerned with statistical methods applied to the empirical study of economic...
Originally published in 1951, this volume reprints the classic work written by one of the leading global econometricians. Econometrics is structured as followed: Part 1 explains the relationship of Econometrics to Economics and Statistics.
Econometrics
This book harbors an updated and standard material on the various aspects of Econometrics.
This book teaches some of the basic econometric methods and the underlying assumptions behind them. Estimation, hypotheses testing and prediction are three recurrent themes in this book.
This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.
This text on econometric method builds up from the classical regression model to cover large sample theory, disturbance problems, generalized least squares, dynamic models, distributed lags, simultaneous equation models, time...
The main purpose of this volume of the Handbook of Statistics is to serve as a source, reference, and teaching supplement in econometrics, the branch of economics concerned with statistical...
Studies of the relation between information technology and economic growth trends.