[PDF] Statistical Foundations For Econometric Techniques eBook

Author : Asad Zaman
Publisher : Emerald Group Pub Limited
Page : 570 pages
File Size : 25,3 MB
Release : 1996
Category : Business & Economics
ISBN : 9780127754154

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Statistical Foundations for Econometric Techniques features previously unavailable material in a textbook format for econometrics students, researchers, and practitioners. Taking strong positions for and against standard econometric techniques, the book endorses a single best technique whenever possible. In many cases, the recommended optimal technique differs substantially from current practice. Detailed discussions present many new estimation strategies superior to conventional OLS and ways to use them. Key Features * Evaluates econometric techniques and the procedures commonly used to analyze those techniques * Challenges established concepts * Introduces many techniques that are not available in other texts * Recommends against using the Durbin-Watson and Lagrange Multiplier tests in favor of tests with superior power * Provides many new types of estimation strategies superior to conventional OLS * Forms a judicious mixture of various methodological approaches * Illustrates Empirical Bayes estimators and Robust Regression techniques possessing a 50% breakdown value

Author : Norman R. Swanson
Publisher :
Page : 5 pages
File Size : 44,27 MB
Release : 2008
Category :
ISBN :

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This is pre-print of a book review of a graduate econometrics textbook entitled quot;Statistical Foundations for Econometric Techniques,quot; by Asad Zaman. Four parts of the book cover estimation, testing, asymptotics (first and higher order), and empirical Bayes methods for regression models. Emphasis is on intuition and on development of criteria to choose among the large variety of estimation and testing techniques available in the literature.

Author : Aris Spanos
Publisher : Cambridge University Press
Page : 722 pages
File Size : 48,82 MB
Release : 1986-10-30
Category : Business & Economics
ISBN : 9780521269124

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A thorough foundation in probability theory and statistical inference provides an introduction to the underlying theory of econometrics that motivates the student at a intuitive as well as a formal level.

Author : Giuseppe Arbia
Publisher : Springer Science & Business Media
Page : 220 pages
File Size : 44,65 MB
Release : 2006-06-08
Category : Business & Economics
ISBN : 3540323058

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This book bridges the gap between economic theory and spatial econometric techniques. It is accessible to those with only a basic statistical background and no prior knowledge of spatial econometric methods. It provides a comprehensive treatment of the topic, motivating the reader with examples and analysis. The volume provides a rigorous treatment of the basic spatial linear model, and it discusses the violations of the classical regression assumptions that occur when dealing with spatial data.

Author : Herman J. Bierens
Publisher : Cambridge University Press
Page : 356 pages
File Size : 39,99 MB
Release : 2004-12-20
Category : Business & Economics
ISBN : 9780521542241

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This book is intended for use in a rigorous introductory PhD level course in econometrics.

Author : Albert Madansky
Publisher : Elsevier
Page : 275 pages
File Size : 50,51 MB
Release : 2014-07-22
Category : Business & Economics
ISBN : 1483275256

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Advanced Textbooks in Economics, Volume 7: Foundations of Econometrics focuses on the principles, processes, methodologies, and approaches involved in the study of econometrics. The publication examines matrix theory and multivariate statistical analysis. Discussions focus on the maximum likelihood estimation of multivariate normal distribution parameters, point estimation theory, multivariate normal distribution, multivariate probability distributions, Euclidean spaces and linear transformations, orthogonal transformations and symmetric matrices, and determinants. The manuscript then ponders on linear expected value models and simultaneous equation estimation. Topics include random exogenous variables, maximum likelihood estimation of a single equation, identification of a single equation, linear stochastic difference equations, and errors-in-variables models. The book takes a look at a prolegomenon to econometric model building, tests of hypotheses in econometric models, multivariate statistical analysis, and simultaneous equation estimation. Concerns include maximum likelihood estimation of a single equation, tests of linear hypotheses, testing for independence, and causality in economic models. The publication is a valuable source of data for economists and researchers interested in the foundations of econometrics.

Author : Aris Spanos
Publisher : Cambridge University Press
Page : 787 pages
File Size : 34,79 MB
Release : 2019-09-19
Category : Business & Economics
ISBN : 1107185149

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This empirical research methods course enables informed implementation of statistical procedures, giving rise to trustworthy evidence.

Author : Ron Mittelhammer (Prof.)
Publisher : Cambridge University Press
Page : 794 pages
File Size : 38,96 MB
Release : 2000-07-28
Category : Business & Economics
ISBN : 9780521623940

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The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.

Author : Omar F. Hamouda
Publisher :
Page : 502 pages
File Size : 47,42 MB
Release : 1997
Category : Econometric models
ISBN :

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A collection of journal articles published by various authors between 1937-1996.