Advanced Econometrics

Advanced Econometrics
Author :
Publisher : Harvard University Press
Total Pages : 540
Release :
ISBN-10 : 0674005600
ISBN-13 : 9780674005600
Rating : 4/5 (600 Downloads)

Book Synopsis Advanced Econometrics by : Takeshi Amemiya

Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1985 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.


Advanced Econometrics Related Books

Advanced Econometrics
Language: en
Pages: 540
Authors: Takeshi Amemiya
Categories: Business & Economics
Type: BOOK - Published: 1985 - Publisher: Harvard University Press

DOWNLOAD EBOOK

The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression model
Advanced Econometric Methods
Language: en
Pages: 637
Authors: Thomas B. Fomby
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the au
Advanced Econometric Theory
Language: en
Pages: 383
Authors: John Chipman
Categories: Business & Economics
Type: BOOK - Published: 2013-03-01 - Publisher: Routledge

DOWNLOAD EBOOK

When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econome
Financial Econometrics
Language: en
Pages: 560
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2007-03-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A comprehensive guide to financial econometrics Financial econometrics is a quest for models that describe financial time series such as prices, returns, intere
Topics in Advanced Econometrics
Language: en
Pages: 390
Authors: Phoebus J. Dhrymes
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evi