Econometrics

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Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.



Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.

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Econometrics

Rating: 5 / 5 | Prijs: € 102.99

Hayashi s econometrics promises to be the next great synthesis of modern econometrics it introduces first year ph d students to standard graduate econometrics material from a modern perspective it covers all the standard material necessary for understanding the principal techniques of econometric Direct beschikbaar .. MEER INFO

International Series on Actuarial Science- Actuarial Mathematics for Life Contingent Risks

Rating: 0 / 5 | Prijs: € 110

The substantially updated third edition of the popular actuarial mathematics for life contingent risks is suitable for advanced undergraduate and graduate students of actuarial science for trainee actuaries preparing for professional actuarial examinations and for life insurance practitioners who Uiterlijk 12 oktober in huis .. MEER INFO

Modern Actuarial Risk Theory

Rating: 3.5 / 5 | Prijs: € 99.99

Modern actuarial risk theory 2e editie is een boek van rob kaas uitgegeven bij springer isbn 9783642034077 modern actuarial risk theory contains what every actuary needs to know about non life insurance mathematics it starts with the standard material like utility theory individual and collective Uiterlijk 16 oktober in huis .. MEER INFO

Taal: en

Bindwijze: Hardcover

Oorspronkelijke releasedatum: 19 november 2000

Aantal pagina's: 712

Illustraties: Nee

Hoofdauteur: Fumio Hayashi

Hoofduitgeverij: Princeton University Press

Editie: New title

Extra groot lettertype: Nee

Product breedte: 185 mm

Product hoogte: 46 mm

Product lengte: 261 mm

Studieboek: Ja

Verpakking breedte: 189 mm

Verpakking hoogte: 52 mm

Verpakking lengte: 265 mm

Verpakkingsgewicht: 1442 g

EAN: 9780691010182

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