krainaksiazek time series and panel data econometrics 20128279

- znaleziono 43 produkty w 5 sklepach

Time Series And Panel Data Econometrics For Macroeconomics And Finance - 2840154885

739,99 zł

Time Series And Panel Data Econometrics For Macroeconomics And Finance

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics

The Book Describes And Illustrates Many Advances That Have Taken Place In A Number Of Areas In Theoretical And Applied Econometrics Over The Past Four Decades.

Sklep: Gigant.pl

Time Series and Panel Data Econometrics - 2843287486

286,48 zł

Time Series and Panel Data Econometrics Oxford University Press

Książki / Literatura obcojęzyczna

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Sklep: Libristo.pl

Time Series And Panel Data Econometrics - 2842835576

339,99 zł

Time Series And Panel Data Econometrics

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...

The Book Describes And Illustrates Many Advances That Have Taken Place In A Number Of Areas In Theoretical And Applied Econometrics Over The Past Four Decades.

Sklep: Gigant.pl

The Econometrics of Panel Data - 2826935950

2417,06 zł

The Econometrics of Panel Data Springer, Berlin

Książki / Literatura obcojęzyczna

This completely restructured, updated third edition of the volume first published in 1992 provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. §Much work has been done over the last four decades: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models, the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data are also explored, such as attrition, heterogeneity, selectivity bias, pseudo-panels etc. Recently, much work has been done about unit roots and co integration using panel data. Some other fields have also experienced a strong development such as the econometrics of policy evaluation and the analysis of qualitative and truncated dependent variable models, among others, which all are also discussed. §The third, enhanced edition provides a complete and up to date presentation of these theoretical developments as well as surveys about how these econometric tools are used to study firms and household s behaviors and/or more macroeconomic phenomena such as economic growth. It contains sixteen entirely new chapters while the others have been largely revised to account for recent developments in the field.§Part I is concerned with the fundamentals of panel data econometrics, both linear and non linear; Part II deals with more advanced topics such as dynamic models, simultaneity and measurement errors, unit roots and co integration, incomplete panels and selectivity, duration and count models, etc. This volume also provides insights into the use of panel data in empirical studies. Part III deals with surveys in several major fields of applied economics, such as investment demand, foreign direct investment and international trade, production efficiency, labour supply, transitions on the labour market, etc. Six new chapters about R&D and innovation, wages, health economics, policy evaluation, growth empirics and the impact of monetary policy have been included.

Sklep: Libristo.pl

Time Series Econometrics - 2840155336

479,99 zł

Time Series Econometrics

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics

This Book Provides An Introductory Treatment Of Time Series Econometrics, A Subject That Is Of Key Importance To Both Students And Practitioners Of Economics. It Contains Material That Any Serious Student Of Economics And Finance Should Be Acquainted With If They Are Seeking To Gain An Understanding Of A Real Functioning Economy.

Sklep: Gigant.pl

Guide to Modern Econometrics - 2826938791

286,48 zł

Guide to Modern Econometrics Wiley

Książki / Literatura obcojęzyczna

This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches.§The 4th Edition features:§Coverage of a wide range of topics, including time series analysis, cointegration, limited§dependent variables, panel data analysis and the generalized method of moments.§Intuitive presentation and discussion, with a focus on implementation and practical relevance.§A large number of empirical illustrations taken from a wide variety of fields, including§international economics, finance, labour economics and macroeconomics.§Increased focus on robust inference and small sample properties.§End-of-chapter exercises, both theoretical and empirical, reviewing key concepts.§Updated and expanded coverage, on various topics such as missing data, outliers, forecast§evaluation, the estimation of treatment effects and panel unit root tests.§Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical§illustrations and exercises, and solutions to selected exercises in each chapter, available at§www.wileyeurope.com/college/verbeek

Sklep: Libristo.pl

Introduction to Econometrics - 2835874672

275,04 zł

Introduction to Econometrics Wiley

Książki / Literatura obcojęzyczna

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 highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has enough discussion of the underlying econometric theory to give the student a knowledge of the statistical tools used in advanced econometrics courses. Key Features: * A non-technical summary of the basic tools of econometrics is given in chapters 1 and 2, which allows the reader to quickly start empirical work. * The foundation offered in the first two chapters makes the theoretical econometric material, which begins in chapter 3, more accessible. * Provides a good balance between econometric theory and empirical applications. * Discusses a wide range of models used by applied economists including many variants of the regression model (with extensions for panel data), time series models (including a discussion of unit roots and cointegration) and qualitative choice models (probit and logit). An extensive collection of web-based supplementary materials is provided for this title, including: data sets, problem sheets with worked through answers, empirical projects, sample exercises with answers, and slides for lecturers. URL: www.wileyeurope.com/college/koop

Sklep: Libristo.pl

Bayesian Econometrics - 2826769785

286,48 zł

Bayesian Econometrics Wiley

Książki / Literatura obcojęzyczna

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self--contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Sklep: Libristo.pl

Modern Linear and Nonlinear Econometrics - 2826758926

1206,08 zł

Modern Linear and Nonlinear Econometrics Springer, Berlin

Książki / Literatura obcojęzyczna

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are:§-A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools.§-Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others.§-Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet.§What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems. §

Sklep: Libristo.pl

Unit Root Tests in Time Series - 2826958066

920,25 zł

Unit Root Tests in Time Series PALGRAVE MACMILLAN

Książki / Literatura obcojęzyczna

Testing for a unit root is now an essential part of time series analysis. Indeed no time series study in economics, and other disciplines that use time series observations, can ignore the crucial issue of nonstationarity caused by a unit root. However, the literature on the topic is large and often technical, making it difficult to understand the key practical issues. This volume provides an accessible introduction and a critical overview of tests for a unit root in time series, with extensive practical examples and illustrations using simulation analysis. It presents the concepts that enable the reader to understand the theoretical background, and importance of ranA--dom walks and Brownian motion, to the development of unit root tests. The book also examines the latest developments and practical concerns in unit root testing. This book is indispensable reading for all interested in econometrics, time series econometrics, applied econometrics and applied statistics. It will also be of interest to other disciplines, such as geography, climate change and meteorology, which use time series of data.

Sklep: Libristo.pl

Time Series Models, Causality And Exogeneity - 2840061451

639,99 zł

Time Series Models, Causality And Exogeneity

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>EconometricsKsiążki Obcojęzyczne>Angielskie>Econ...

This Is The Eighth Volume In A Ten-volume Set. It Reprints A Selection Of The Most Important And Influential Articles On Probability, Econometrics And Economic Games Which Cumulatively Have Had An Impact On The Development Of Modern Economics. The 242 Articles Date From 1936 To 1996.

Sklep: Gigant.pl

Introduction to Modern Time Series Analysis - 2834144071

499,59 zł

Introduction to Modern Time Series Analysis Springer, Berlin

Książki / Literatura obcojęzyczna

This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data.

Sklep: Libristo.pl

Introduction to Modern Time Series Analysis - 2834143451

400,72 zł

Introduction to Modern Time Series Analysis Springer

Książki / Literatura obcojęzyczna

This book presents modern methods of time series econometrics and their applications to macroeconomics and finance. It includes numerous examples and analyses based on real economic data.

Sklep: Libristo.pl

Time Series Models For Business And Economic Forecasting - 2839873065

239,99 zł

Time Series Models For Business And Economic Forecasting

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Economic forecastingKsiążki Obcojęzyczne>Angielskie...

Taking A Practical Approach, This Updated And Classroom-tested Textbook Prepares Students To Create Effective Forecasting Models For Business And Economics.

Sklep: Gigant.pl

Periodic Time Series Models - 2839862513

699,99 zł

Periodic Time Series Models

Książki Obcojęzyczne>Angielskie>Economics, finance, business & management>Economics>Econometrics

In This Modern Study Of The Use Of Periodic Models In The Description And Forecasting Of Economic Data The Authors Investigate Such Areas As Seasonal Time Series, Periodic Time Series Models, Periodic Integration And Periodic Cointegration.

Sklep: Gigant.pl

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