Handbook of econometrics

volume 6B

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and ...

Elements of forecasting

Written by a leading expert on forecasting, this concise and modern text focuses on the core techniques of widest applicability and assumes only an elementary background in statistics. It is applications-oriented and illustrates all methods with detailed real-world applications, many of them international in flavor ...

Identification for prediction and decision

This book is a full-scale exposition of Charles Manski's new methodology for analyzing empirical questions in the social sciences. He recommends that researchers first ask what can be learned from data alone, and then ask what can be learned when data are combined with ...

Econometría aplicada

Econometría básica

técnicas y herramientas

El objetivo de este libro es la presentación de las técnicas econométricas básicas, y su tratamiento con las herramientas más adecuadas de cálculo automatizado. Se utilizan todos los paquetes de software más habituales, como son EVIEWS, STATA, SAS, SPSS, STATGRAPHICS y EXCEL par abordar de ...

Econometric analysis

"Econometric Analysisi, 6/e" serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey ...

Introduction to econometrics

"Introduction to Econometrics" has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be ...

Financial Econometrics: From Basics to A

Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability ...

The refinement of econometric estimation and test procedures

finite sample and asymptotic analysis

The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their ...

Advances in economics and econometrics

theory and applications. Ninth World Congress. Volumen II

This is the second of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarize and interpret key developments, and they discuss ...

Real analysis with economic applications

There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook ...

Bayesian econometric methods

This book is a volume in the Econometric Exercises series. It teaches principles of Bayesian econometrics by posing a series of theoretical and applied questions, and providing detailed solutions to those questions. This text is primarily suitable for graduate study in econometrics, though it can ...

Econometric modeling

a likelihood approach

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the ...

Construcción de modelos empíricos en economía

En este volumen el profesor Granger plantea con toda crudeza que el desarrollo de la economía como disciplina es para poder influir en la economía real y que para ello necesitamos modelos empíricos que necesariamente serán muy rudimentarios. A pesar de ello, su construcción requiere ...

The econometrics of individual risk

credit, insurance, and marketing

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price ...

Methods for applied macroeconomic research

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods ...

An introduction to state space time

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with ...

Introduction to modern time series analysis

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or ...

Econometric modeling and inference

Presents the main statistical tools of econometrics, focusing specifically on modern econometric methodology. The authors unify the approach by using a small number of estimation techniques, mainly generalized method of moments (GMM) estimation and kernel smoothing. The choice of GMM is explained by its relevance ...

Microeconometría

introducción y aplicaciones ocn software econométrico para Excel

INDICE: El modelo de regresión lineal múltiple. Problemas con la información: análisis de observaciones y multicolinealidad. Información cualitativa: variables ficticias. El modelo de regresión lineal múltiple generalizado: pertubación no esférica: heteroscedasticidad y autocorrelación. Modelos de respuesta cualitativa. Modelos de variable dependiente-limitada. Introducción a los modelos ...