e-books in Econometrics category

Lectures in Quantitative Economics

by 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.

(2098 views)

Non-Extensive Entropy Econometrics for Low Frequency Series

by 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.

(2471 views)

Mechanism Design and Approximation

by 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.

(3910 views)

Computable General Equilibrium Modeling for Regional Analysis

by 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.

(5386 views)

The Elements of Input-Output Analysis

by 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.

(6631 views)

Spatial Econometrics

by 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.

(8616 views)

Introduction to Python for Econometrics, Statistics and Numerical Analysis

by 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.

(19850 views)

Efficient Estimation With A Priori Information

by 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.

(6923 views)

The Computation of Economic Equilibria

by 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.

(6965 views)

Stochastic Optimal Control, and U.S. Debt Crises

by 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.

(6275 views)

Studies in Econometric Method

by 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.

(9669 views)

The Analysis of Economic Time Series

by 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.

(7356 views)

Statistical Inference in Dynamic Economic Models

by 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.

(6615 views)

Dynamic Economics: Theoretical and Statistical Studies of Demand, Production and Prices

by 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.

(7247 views)

Advances in Econometrics: Theory and Applications

by 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.

(11701 views)

Urban Travel Demand: A Behavioral Analysis

by 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.

(10326 views)

Demand Model Estimation and Validation

by 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.

(7876 views)

Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand

by 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.

(8022 views)

Production Economics: A Dual Approach to Theory and Applications

by 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.

(8290 views)

Optimal Regulation: The Economic Theory of Natural Monopoly

by 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.

(7750 views)

Analog Estimation Methods in Econometrics

by 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.

(7260 views)

Financial Econometrics

by 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.

(12081 views)

Econometrics

by 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.

(11632 views)

Econometrics

by Bruce E. Hansen - University of Wisconsin , 2009

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.

(11830 views)

Statistical Tools for Economists

by 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.

(17262 views)

Discrete Choice Methods with Simulation

by 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.

(10757 views)

Applied Nonparametric Regression

by 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.

(22397 views)

Structural Analysis of Discrete Data with Econometric Applications

by 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.

(12391 views)