Эконометрика
Финансово-экономические дисциплины
  • формат pdf
  • размер 10.45 МБ
  • добавлен 12 сентября 2011 г.
Hill R.C., Griffiths W.E., Lim G.C. Principles of Econometrics
Publisher: Wiley | ISBN: 0470626739 | 2011 | 4th Edition | 758 pages |
Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets. New discussions are presented on Kennel Density Fitting and the analysis of treatment effects. A new summary of probability and statistics has been added. In addition, numerous new end-of-chapter questions and problems have been integrated throughout the chapters. This will help finance professionals apply basic econometric tools to modeling, estimation, inference, and forecasting through real world problems.
http://principlesofeconometrics.com/poe4/poe4.htm
Похожие разделы
Смотрите также

Adkins L.C. Using gretl for Principles of Econometrics

  • формат pdf
  • размер 6.24 МБ
  • добавлен 11 сентября 2011 г.
The previous edition of this manual was about using the software package called gretl to do various econometric tasks required in a typical two course undergraduate or masters level econo- metrics sequence. This version tries to do the same, but several enhancements have been made that will interest those teaching more advanced courses. I have come to appreciate the power and usefulness of gretl’s powerful scripting language, now called hansl. Ha...

Angrist J.D., Pischke J.S. Mostly Harmless Econometrics: An Empiricists Companion

  • формат pdf
  • размер 2.14 МБ
  • добавлен 17 декабря 2011 г.
Princeton University Press, 2008. - 255 р. The universe of econometrics is constantly expanding. Econometric methods and practice have advanced greatly as a result, but the modern menu of econometric methods can seem confusing, even to an experienced number-cruncher. Luckily, not everything on the menu is equally valuable or important. Some of the more exotic items are needlessly complex and may even be harmful. On the plus side, the core method...

Ben Vogelvang. Econometrics. Theory and Applications with EViews

  • формат pdf
  • размер 50.99 МБ
  • добавлен 08 февраля 2011 г.
Economists are regularly confronted with results of quantitative economics research. Econometrics: Theory and Applications with EViews provides a broad introduction to quantitative economic methods: how models arise, their underlying assumptions and how estimates of parameters or other economic quantities are computed. The author combines econometrics theory with practice be demonstrating its use with the software package EViews. The emphasis is...

Dramodar Gujarati. Basic Econometrics

  • формат pdf
  • размер 5.6 МБ
  • добавлен 02 ноября 2011 г.
Bible of modern econometrics, used almost in 100% of econometrics courses aroudn the world. Based on explaining OLS and its assumptions, relaxing those assumptions. Teaches how to conduct hypothesis testing and testing the results of findings. Primary objective of the fourth edition of Basic Econometrics is to provide an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond t...

Franses P.H. A Concise Introduction to Econometrics: An Intuitive Guide

  • формат pdf
  • размер 14.41 МБ
  • добавлен 25 декабря 2010 г.
Cambridge University Press, 2003. - 140 pages. This book is an ideal introduction for beginning students of econometrics that assumes only basic familiarity with matrix algebra and calculus. It features practical questions which can be answered using econometric methods and models. Focusing on a limited number of the most basic and widely used methods, the book reviews the basics of econometrics before concluding with a number of recent empirica...

Greene William. Econometric analisys

  • формат pdf
  • размер 4.69 МБ
  • добавлен 21 сентября 2010 г.
This book has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common b...

Hill R.C., Griffiths W.E., Lim G.C. Principles of Econometrics, 3Ed

  • формат djvu
  • размер 5.01 МБ
  • добавлен 25 декабря 2010 г.
Publisher: Wiley 2008, 595 Pages, ISBN: 0471723606, на английском языке. Книга ясно показывает почему необходима эконометрика и дает вам возможность изучить и использовать основные эконометрические инструменты. Вы узнаете, как применять эти инструменты для оценки, выводов и прогнозов в контексте реальных экономических проблем. На сайте можно найти используемые в книге наборы данных. Principles of Econometrics clearly shows why econometrics is...

Racine J.S. Nonparametric Econometrics: A Primer

  • формат pdf
  • размер 9.17 МБ
  • добавлен 10 января 2012 г.
Publisher: Now Publishers Inc, 2008. - 104 pages ISBN: 1601981104 Nonparametric Econometrics is a primer for those who wish to familiarize themselves with nonparametric econometrics. While the underlying theory for many of these methods can be daunting for practitioners, this monograph presents a range of nonparametric methods that can be deployed in a fairly straightforward manner. Nonparametric methods are statistical techniques that do not re...

Salvatore D., Reagle D. Statistics and Econometrics

  • формат pdf
  • размер 26.42 МБ
  • добавлен 25 сентября 2011 г.
N.-Y., McGrow-Hill, 2007. - 335p. Учебник по курсу эконометрики и статистики начального уровня. Включая начала анализа временных рядов и одновременные уравнения. Для студентов и преподавателей соответствующих дисциплин.

Verbeek M. A Guide to Modern Econometrics, 2nd ed

  • формат pdf
  • размер 3.73 МБ
  • добавлен 08 марта 2011 г.
Wiley | 2004 | ISBN: 0470857730 | 446 pages | This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instrumen...