Econometrics

This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data...

This book was first published in 1995. The problem of disparities between different estimates of GDP is well known and widely discussed. Here, the authors describe a method for examining the discrepancies using a technique allocating them with reference...

The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two...

One of the problems in economics that economists have devoted a considerable amount of attention in prevalent years has been to ensure consistency in the models they employ. Assuming markets to be generally in some state of equilibrium, it is asked under...

This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education,...

This 1998 book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in...

The responses to questions such as 'What is the explanation for changes in the unemployment rate?' frequently involve the presentation of a mathematical relationship, a function that relates one set of variables to another set of variables. It should...

This textbook provides an introduction to econometrics through a grounding in probability theory and statistical inference. The emphasis is on the concepts and ideas underlying probability theory and statistical inference, and on motivating the learning...

The search for symmetry is part of the fundamental scientific paradigm in mathematics and physics. Can this be valid also for economics? This book represents an attempt to explore this possibility. The behavior of price-taking producers, monopolists,...

This book is a collection of essays written in honor of Professor Peter C. B. Phillips of Yale University by some of his former students. The essays analyze a number of important issues in econometrics, all of which Professor Phillips has directly...

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya,...

This book was first published in 1995. The problem of disparities between different estimates of GDP is well known and widely discussed. Here, the authors describe a method for examining the discrepancies using a technique allocating them with reference...

Commerce, Complexity, and Evolution is a significant contribution to the paradigm - straddling economics, finance, marketing, and management - which acknowledges that commercial systems are evolutionary, and must therefore be analysed using evolutionary...

Sorry no description is available for this book at this time.

Sorry no description is available for this book at this time.

This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric...

Sorry no description is available for this book at this time.

This introductory overview explores the methods, models and interdisciplinary links of artificial economics, a new way of doing economics in which the interactions of artificial economic agents are computationally simulated to study their individual and...

Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile...

Sorry no description is available for this book at this time.

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades...

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents...

Collecting, Managing, and Assessing Data Using Sample Surveys provides a thorough, step-by-step guide to the design and implementation of surveys. Beginning with a primer on basic statistics, the first half of the book takes readers on a comprehensive...

Modern textbook presentations of production economics typically treat producers as successful optimizers. Conventional econometric practice has generally followed this paradigm, and least squares based regression techniques have been used to estimate...

Macroeconomic modelling has been one of the most important and influential areas of economic research. This book presents contributions from the leading researchers working in this area as part of the ongoing research project sponsored by the Economic...

This book provides a formal analysis of the models, procedures, and measures of economic forecasting with a view to improving forecasting practice. David Hendry and Michael Clements base the analyses on assumptions pertinent to the economies to be...

The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this...

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and...

This book contributes substantively to state-of-the-art macroeconomic modeling by providing a method for modeling large collections of heterogeneous agents subject to non-pairwise externality called field effects, i.e. feedback of aggregate effects on...

Sorry no description is available for this book at this time.

This 1997 book is the second volume of three comprising papers which examine the latest developments in economic theory, applied economics and econometrics presented at the Seventh World Congress of the Econometric Society in Tokyo in August 1995. The...

This 1997 book is the third of three volumes containing papers presented at the Seventh World Congress of the Econometric Society. The papers summarize and interpret key recent developments and discuss current and future directions in a wide range of...

In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand...

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic...

A systematic and comprehensive introduction to the study of nonlinear dynamical systems, in both discrete and continuous time, for nonmathematical students and researchers working in applied fields. An understanding of linear systems and the classical...

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya,...

This book comprises the first volume of papers presented at the Sixth World congress of the Econometric Society in Barcelona in August 1990. With papers from the world's leading specialists, it gives the reader a unique survey of advances in economic...

In this short and very practical 2002 introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central to the book are practical questions in various economic disciplines, which can be answered...

This is the first of a two-volume set of articles reflecting the current state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution...

This two-volume work aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a description not only of the classical concepts and results of mathematical...