Applied Econometrics with R

Applied Econometrics with R
Author: Christian Kleiber,Achim Zeileis
Publsiher: Springer Science & Business Media
Total Pages: 222
Release: 2008-12-10
ISBN: 0387773185
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometrics with R Book Excerpt:

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Applied Econometrics

Applied Econometrics
Author: Massimiliano Marcellino
Publsiher: EGEA spa
Total Pages: 399
Release: 2016-09-07T00:00:00+02:00
ISBN: 8823814472
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometrics Book Excerpt:

The goal of this book is to facilitate both teaching of applied econometrics, particularly in undergraduate and Master courses, and learning by students and, more generally, by those concerned with a formal measurement of economic events. The task requires combining statistics, economics and computer science in the right proportions. Statistics is needed for a correct formulation of the problem and interpretation of the results, so the statistical content of this book is rigorous but limited to what is strictly necessary. All theoretical concepts are then illustrated empirically, with examples that use either simulated data or actual data on economic variables. The examples in this text are based on EViews.

Applied Econometrics

Applied Econometrics
Author: Dimitrios Asteriou,Stephen G. Hall
Publsiher: Macmillan International Higher Education
Total Pages: 552
Release: 2015-10-12
ISBN: 1137415479
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometrics Book Excerpt:

The third edition of Applied Econometrics builds on the success of the popular previous editions. It takes an intuitive, hands-on approach to presenting fundamental concepts in modern econometrics and carefully guides the reader through them. Step-by-step instructions for all econometric tests and methods of estimation are provided, as well as ways in which to interpret the results. This makes it an ideal companion for students new to the subject, or for those requiring a 'refresher'. Applied Econometrics third edition includes: • Thorough updates of all material in the book • More finance applications • A brand new Chapter 20: Time Varying Coefficient Models: A new way of estimating bias free parameters This is an indispensable textbook for undergraduate and Master's economics or finance students taking a course in applied econometrics.

Applied Econometrics

Applied Econometrics
Author: Chia-Lin Chang
Publsiher: MDPI
Total Pages: 222
Release: 2019-05-13
ISBN: 3038979260
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometrics Book Excerpt:

Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics; economics; theoretical and applied financial econometrics; quantitative finance; risk; financial modeling; portfolio management; optimal hedging strategies; theoretical and applied statistics; applied time series analysis; forecasting; applied mathematics; energy economics; energy finance; tourism research; tourism finance; agricultural economics; informatics; data mining; bibliometrics; and international rankings of journals and academics.

Essentials of Applied Econometrics

Essentials of Applied Econometrics
Author: Aaron D. Smith,J. Edward Taylor
Publsiher: Univ of California Press
Total Pages: 240
Release: 2016-11-08
ISBN: 0520288335
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Essentials of Applied Econometrics Book Excerpt:

Introduction to econometrics -- Simple regression -- Multiple regression -- Generalizing from a sample -- Properties of our estimators -- Hypothesis testing and confidence intervals -- Predicting in a nonlinear world -- Best of blue I : cross section data and heteroskedasticity (assumption CR2) -- Best of blue II : correlated errors (assumption CR3) -- Sample selection bias (assumption CR1) -- Identifying causation -- Instrumental variables : a solution to the endogeneity problem -- Appendix : critical values for commonly used tests in econometrics

Applied Econometrics

Applied Econometrics
Author: Chung-ki Min
Publsiher: Routledge
Total Pages: 296
Release: 2019-03-08
ISBN: 042965894X
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometrics Book Excerpt:

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Handbook Of Applied Econometrics And Statistical Inference

Handbook Of Applied Econometrics And Statistical Inference
Author: Aman Ullah
Publsiher: CRC Press
Total Pages: 744
Release: 2002-01-29
ISBN: 082474411X
Category: Mathematics
Language: EN, FR, DE, ES & NL

Handbook Of Applied Econometrics And Statistical Inference Book Excerpt:

Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.

Mathematical Statistics for Applied Econometrics

Mathematical Statistics for Applied Econometrics
Author: Charles B Moss
Publsiher: CRC Press
Total Pages: 363
Release: 2014-10-16
ISBN: 1466594101
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Mathematical Statistics for Applied Econometrics Book Excerpt:

An Introductory Econometrics Text Mathematical Statistics for Applied Econometrics covers the basics of statistical inference in support of a subsequent course on classical econometrics. The book shows students how mathematical statistics concepts form the basis of econometric formulations. It also helps them think about statistics as more than a toolbox of techniques. Uses Computer Systems to Simplify Computation The text explores the unifying themes involved in quantifying sample information to make inferences. After developing the necessary probability theory, it presents the concepts of estimation, such as convergence, point estimators, confidence intervals, and hypothesis tests. The text then shifts from a general development of mathematical statistics to focus on applications particularly popular in economics. It delves into matrix analysis, linear models, and nonlinear econometric techniques. Students Understand the Reasons for the Results Avoiding a cookbook approach to econometrics, this textbook develops students’ theoretical understanding of statistical tools and econometric applications. It provides them with the foundation for further econometric studies.

Studies in Applied Econometrics

Studies in Applied Econometrics
Author: Hans Schneeweiß,Klaus F. Zimmermann
Publsiher: Springer Science & Business Media
Total Pages: 238
Release: 2012-12-06
ISBN: 3642515142
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Studies in Applied Econometrics Book Excerpt:

This book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.

Applied Econometrics Using the SAS System

Applied Econometrics Using the SAS System
Author: Vivek Ajmani
Publsiher: John Wiley & Sons
Total Pages: 328
Release: 2011-09-20
ISBN: 1118210328
Category: Mathematics
Language: EN, FR, DE, ES & NL

Applied Econometrics Using the SAS System Book Excerpt:

The first cutting-edge guide to using the SAS® system for the analysis of econometric data Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system. In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers.

Applied Econometrics with SAS

Applied Econometrics with SAS
Author: Barry K. Goodwin,A. Ford Ramsey,Jan Chvosta
Publsiher: SAS Institute
Total Pages: 180
Release: 2018-04-04
ISBN: 1635260507
Category: Computers
Language: EN, FR, DE, ES & NL

Applied Econometrics with SAS Book Excerpt:

Using Applied Econometrics with SAS: Modeling Demand, Supply, and Risk, you will quickly master SAS applications for implementing and estimating standard models in the field of econometrics. This guide introduces you to the major theories underpinning applied demand and production economics. For each of its three main topics—demand, supply, and risk—a concise theoretical orientation leads directly into consideration of specific economic models and econometric techniques, collectively covering the following: Double-log demand systems Linear expenditure systems Almost ideal demand systems Rotterdam models Random parameters logit demand models Frequency-severity models Compound distribution models Cobb-Douglas production functions Translogarithmic cost functions Generalized Leontief cost functions Density estimation techniques Copula models SAS procedures that facilitate estimation of demand, supply, and risk models include the following, among others: PROC MODEL PROC COPULA PROC SEVERITY PROC KDE PROC LOGISTIC PROC HPCDM PROC IML PROC REG PROC COUNTREG PROC QLIM An empirical example, SAS programming code, and a complete data set accompany each econometric model, empowering you to practice these techniques while reading. Examples are drawn from both major scholarly studies and business applications so that professors, graduate students, government economic researchers, agricultural analysts, actuaries, and underwriters, among others, will immediately benefit. This book is part of the SAS Press program.

A Case Study in Applied Econometrics

A Case Study in Applied Econometrics
Author: Gail Ann Miller Simpson
Publsiher: Unknown
Total Pages: 135
Release: 1988
ISBN: 1928374650XXX
Category: Electronic Book
Language: EN, FR, DE, ES & NL

A Case Study in Applied Econometrics Book Excerpt:

Applied Econometrics for Health Economists

Applied Econometrics for Health Economists
Author: Andrew M. Jones
Publsiher: Radcliffe Publishing
Total Pages: 120
Release: 2007
ISBN: 9781846191718
Category: Medical
Language: EN, FR, DE, ES & NL

Applied Econometrics for Health Economists Book Excerpt:

Introduces readers to the econometric techniques for use with different forms of survey data, known collectively as microeconometrics. This book provides an illustration of the steps involved in doing microeconometric research. It emphasises applied work, illustrating the use of relevant computer software applied to large-scale survey datasets.

An Introduction to Applied Econometric Analysis

An Introduction to Applied Econometric Analysis
Author: Anonim
Publsiher: Macmillan International Higher Education
Total Pages: 245
Release: 1974-12-01
ISBN: 1349155489
Category: Electronic Book
Language: EN, FR, DE, ES & NL

An Introduction to Applied Econometric Analysis Book Excerpt:

Applied Econometric Analysis Emerging Research and Opportunities

Applied Econometric Analysis  Emerging Research and Opportunities
Author: Sloboda, Brian W.,Sissoko, Yaya
Publsiher: IGI Global
Total Pages: 264
Release: 2020-06-01
ISBN: 179981095X
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Econometric Analysis Emerging Research and Opportunities Book Excerpt:

Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.

Palgrave Handbook of Econometrics

Palgrave Handbook of Econometrics
Author: T. Mills,K. Patterson
Publsiher: Springer
Total Pages: 1385
Release: 2009-06-25
ISBN: 0230244408
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Palgrave Handbook of Econometrics Book Excerpt:

Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.

A Guide to Econometrics

A Guide to Econometrics
Author: Peter Kennedy
Publsiher: MIT Press
Total Pages: 623
Release: 2003
ISBN: 9780262611831
Category: Business & Economics
Language: EN, FR, DE, ES & NL

A Guide to Econometrics Book Excerpt:

A popular, intuitively based overview of econometrics.

Applied Time Series Econometrics

Applied Time Series Econometrics
Author: Helmut Lütkepohl,Markus Krätzig
Publsiher: Cambridge University Press
Total Pages: 352
Release: 2004-08-02
ISBN: 1139454730
Category: Business & Economics
Language: EN, FR, DE, ES & NL

Applied Time Series Econometrics Book Excerpt:

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

An Introduction to Modern Econometrics Using Stata

An Introduction to Modern Econometrics Using Stata
Author: Christopher F. Baum
Publsiher: Stata Press
Total Pages: 341
Release: 2006-08-17
ISBN: 1597180130
Category: Business & Economics
Language: EN, FR, DE, ES & NL

An Introduction to Modern Econometrics Using Stata Book Excerpt:

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.

Applied Econometrics

Applied Econometrics
Author: Potluri Rao,Roger LeRoy Miller
Publsiher: Unknown
Total Pages: 235
Release: 1971
ISBN: 1928374650XXX
Category: Econometrics
Language: EN, FR, DE, ES & NL

Applied Econometrics Book Excerpt: