Themes in Modern Econometrics Series

17 primary works • 17 total works
Themes in Modern Econometrics provides an organized sequence of textbooks in econometrics aimed directly at the student population, and is the first series in the discipline to have this as its express aim. Written at a level accessible to students with an introductory course in econometrics behind them, each book addresses topics or themes that st…
Statistics and Econometric Models: Volume One
This is the first volume in a major two-volume set…
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Statistics and Econometric Models: Volume Two
This two-volume work aims to present as completely…
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Time Series and Dynamic Models
Concisely written and up-to-date, this book provid…
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Unit Roots Cointegration Structural
4.20
· 5 Ratings · published 1999 · 8 editions
Time series analysis has undergone many changes du…
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Generalized Method of Moments Estimation
The generalized method of moments (GMM) estimation…
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Nonparametric Econometrics
4.20
· 5 Ratings · 1 Reviews · published 1999 · 4 editions
This book systematically and thoroughly covers a v…
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Econometrics of Qualitative Dependent Variables
This text introduces students progressively to var…
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The Econometric Analysis of Seasonal Time Series
Economic and financial time series feature importa…
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Semiparametric Regression for the Applied Econometrician
4.00
· 7 Ratings · 1 Reviews · published 2003 · 13 editions
Adonis Yatchew provides simple and flexible (nonpa…
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Applied Time Series Econometrics
4.33
· 18 Ratings · published 2004 · 11 editions
Time series econometrics is used for predicting fu…
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Introduction to the Mathematical and Statistical Foundations of Econometrics
The focus of this book is on clarifying the mathem…
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Econometric Modeling and Inference
5.00
· 1 Ratings · published 2007 · 8 editions
The aim of this book is to present the main statis…
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Econometric Modelling with Time Series: Specification, Estimation and Testing
This book provides a general framework for specify…
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Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the nee…
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Almost All about Unit Roots: Foundations, Developments, and Applications
Many economic theories depend on the presence or a…
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Structural Vector Autoregressive Analysis
Structural vector autoregressive (VAR) models are …
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Econometric Analysis of Stochastic Dominance: Concepts, Methods, Tools, and Applications
This book offers an up-to-date, comprehensive cove…
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