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Introductory Econometrics: A Modern Approach
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Jeffrey M Wooldridge
This text bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today.
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Econometric analysis
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by
William H Greene
For graduate-level courses in Introduction to Econometrics.A standard text/reference in courses that include basic techniques in regression analysis and extensions used when linear models prove inadequate or inappropriate. Areas of application include Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental ...
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Using Econometrics: A Practical Guide
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by
A H Studenmund
Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and calculus evidence this essential text's accessibility. As the subtitle, A Practical Guide, ...
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Mostly Harmless Econometrics: An Empiricist's Companion
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by
Joshua David Angrist, Jorn-Steffen Pischke
The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller ...
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Introduction to Econometrics
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by
James H Stock, Mark W Watson
Econometrics comes alive with Introduction to Econometrics! This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis, integrating large data sets and modern, real-world questions into the theoretical development of the text. The intuitive approach of ...
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Econometric Analysis of Cross Section and Panel Data
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by
Jeffrey M Wooldridge
This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical ...
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Basic Econometrics
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by
Damodar N Gujarati
An introduction to econometrics which discusses techniques and topics suitable for a first-year undergraduate course. The text assumes a statistics course as a prerequisite and contains an appendix on fundamental statistics.
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Principles of Econometrics
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R Carter Hill, William E Griffiths, Guay C Lim
"Principles of Econometrics" clearly shows why econometrics is necessary and provides you with the ability to utilize basic econometric tools. You'll learn how to apply these tools to estimation, inference, and forecasting in the context of real world economic problems. In order to make concepts more accessible, the authors offer lucid ...
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Econometrics
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by
Fumio Hayashi
Hayashi's "Econometrics" promises to be the next great synthesis of modern econometrics. It introduces first year PhD 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 ...
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Essentials of econometrics
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by
Damodar N Gujarati
The primary objective of the fourth edition of "Essentials of Econometrics" is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive ...
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Microeconometrics: Methods and Applications
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by
Adrian Colin Cameron, Pravin K Trivedi
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is ...
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Applied Econometric Time Series
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by
Walter Enders
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time--series econometrics, such as out--of--sample forecasting techniques, non--linear time--series models, Monte Carlo ...
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Essentials of Econometrics + Data CD
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by
Damodar N Gujarati, Gujarati Damodar
This text provides a simple and straightforward introduction to econometrics for the beginner. The author's intent is to provide the student with a "user friendly," non-intimidating introduction to econometric theory and techniques. The book motivates students to understand econometric techniques through extensive examples, careful explanations, ...
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Cost-Benefit Analysis: Concepts and Practice
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by
Anthony Boardman, Aidan Vining, David L Weimer
For undergraduate economics majors and graduate professional programs in public policy, business, public administration, etc., or as a supplement to courses in public finance, public-sector economics, policy analysis and public-sector decision making.This text uses numerous up-to-date illustrations and examples to show students how theories and ...
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Theory of games and economic behavior
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by
John Von Neumann, Oskar Morgenstern
This is the classic work upon which modern-day game theory is based. What began more than sixty years ago as a modest proposal that a mathematician and an economist write a short paper together blossomed, in 1944, when Princeton University Press published "Theory of Games and Economic Behavior". In it, John von Neumann and Oskar Morgenstern ...
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Guide to Econometrics
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by
Peter Kennedy
A Guide to Econometrics has established itself as the preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that characterize most econometrics textbooks.The fifth edition has two major additions, a ...
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A Guide to Econometrics, 5th Edition
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by
Peter Kennedy
A Guide to Econometrics has established itself as a preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that characterize most econometrics textbooks. The fifth edition has two major additions, a chapter ...
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Introductory Econometrics for Finance
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by
Chris Brooks
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: * Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models * Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition ...
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Econometric Models and Economic Forecasts
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by
Robert S Pindyck
This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new ...
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Learning and Practicing Econometrics
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by
William Griffiths, R Carter Hill, George G Judge
Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects----with a question and an economic model----then proceeds to develop a statistical model, select ...
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Analysis of Economic Data
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by
Gary Koop
Analysis of Economic Data teaches methods of data analysis to students whose primary interest is not in econometrics, statistics or mathematics. It shows students how to apply econometric techniques in the context of real-world empirical problems. It adopts a largely non-mathematical approach relying on verbal and graphical intuition and covers ...
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Market microstructure theory
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by
Maureen O'Hara
Written by one of the leading authorities in market microstructure research, this book provides a comprehensive guide to the theoretical work in this important area of finance.After an introduction to the general issues and problems in market microstructure, the book examines the main theoretical models developed to address inventory-based issues. ...
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Econometric Modelling of Financial Time Series
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by
Terence C Mills
This volume provides a detailed coverage of the variety of models that are currently in use for empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques in the field.
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A Guide to Modern Econometrics
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by
Marno Verbeek
Marno Verbeek's intermediate level textbook explores a wide range of topics in modern econometrics and focuses on what is important for doing and understanding empirical work. A wide range of new topics are covered including time series analysis, limited dependent variables, cointegration and panel data analysis. FEATURES Concentrates on the ...
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Mathematics for Economics, 2nd Edition
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by
Michael Hoy, John Livernois, Chris McKenna
This text offers a comprehensive presentation of the mathematics required to tackle problems in economic analysis. To give a better understanding of the mathematical concepts, the text follows the logic of the development of mathematics rather than that of an economics course. After a review of the fundamentals of sets, numbers, and functions, the ...
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