Books in Econometric and statistical methods general

Handbook of the Economics of Education

1st Edition
Volume 6
January 18, 2023
Eric A. Hanushek + 2 more
English
Hardback
9 7 8 0 3 2 3 9 9 2 4 0 4
eBook
9 7 8 0 3 2 3 9 9 2 4 1 1

The Handbook of the Economics of Education describes the research frontier in key topical areas and sets the agenda for further work. Modern analysis in the economics of education has made tremendous strides in understanding fundamental issues related to the production of human capital and the impact of varying institutional features of education systems. By bringing together some of the world’s leading scholars, this volume provides a unique view of scholarship in the area. The international perspectives of the editors – Hanushek at Stanford, Machin at LSE, and Woessmann at Munich – leads to a volume with something for all researchers. Topics range from the economics of early childhood education to inequality in society to cash transfers in developing countries.

Handbook of Econometrics

1st Edition
Volume 7A
November 25, 2020
Steven Durlauf + 3 more
English
Hardback
9 7 8 0 4 4 4 6 3 6 4 9 2
eBook
9 7 8 0 4 4 4 6 3 6 5 4 6

Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries.

Panel Data Econometrics

1st Edition
June 18, 2019
Mike Tsionas
English
Paperback
9 7 8 0 1 2 8 1 4 3 6 7 4
eBook
9 7 8 0 1 2 8 1 4 4 3 1 2

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

Panel Data Econometrics

1st Edition
June 18, 2019
Mike Tsionas
English
Paperback
9 7 8 0 1 2 8 1 5 8 5 9 3
eBook
9 7 8 0 1 2 8 1 5 8 6 0 9

Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

Applied Time Series Analysis

1st Edition
January 22, 2019
Terence C. Mills
English
Paperback
9 7 8 0 1 2 8 1 3 1 1 7 6
eBook
9 7 8 0 1 2 8 1 3 1 1 8 3

Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Computational Economics: Heterogeneous Agent Modeling

1st Edition
June 19, 2018
Cars Hommes + 1 more
English
Hardback
9 7 8 0 4 4 4 6 4 1 3 1 1
eBook
9 7 8 0 4 4 4 6 4 1 3 2 8

Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity.

The Economics and Econometrics of the Energy-Growth Nexus

1st Edition
March 22, 2018
Angeliki Menegaki
English
Paperback
9 7 8 0 1 2 8 1 2 7 4 6 9
eBook
9 7 8 0 1 2 8 1 2 7 4 7 6

The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures.

Spatial Econometrics

1st Edition
July 20, 2017
Harry Kelejian + 1 more
English
Paperback
9 7 8 0 1 2 8 1 3 3 8 7 3
eBook
9 7 8 0 1 2 8 1 3 3 9 2 7

Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and ‘need’ for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered.

Readings in Econometric Theory and Practice

1st Edition
Volume 209
June 28, 2014
W.E. Griffiths + 2 more
English
eBook
9 7 8 1 4 8 3 2 9 7 0 8 8

This volume honors George Judge and his many, varied and outstanding contributions to econometrics, statistics, mathematical programming and spatial equilibrium modeling. The papers are grouped into four parts, each part representing an area in which Professor Judge has made a significant contribution. The authors have all benefited in some way, directly or indirectly, through an association with George Judge and his work.The three papers in Part I are concerned with various aspects of pre-test and Stein-rule estimation. Part II contains applications of Bayesian methodology, new developments in Bayesian methodology, and an overview of Bayesian econometrics. The papers in Part III comprise new developments in time-series analysis, improved estimation and Markov chain analysis. The final part on spatial equilibrium modeling contains papers that had their origins from Professor Judge's pioneering work in the 60's.

Handbook of Financial Econometrics

1st Edition
Volume 2
September 8, 2009
Yacine Ait-Sahalia + 1 more
English
Hardback
9 7 8 0 4 4 4 5 3 5 4 8 1
eBook
9 7 8 0 4 4 4 5 3 5 4 9 8

Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years.

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Books in Econometric and statistical methods general

Handbook of the Economics of Education

Handbook of Econometrics

Panel Data Econometrics

Panel Data Econometrics

Applied Time Series Analysis

Computational Economics: Heterogeneous Agent Modeling

The Economics and Econometrics of the Energy-Growth Nexus

Spatial Econometrics

Readings in Econometric Theory and Practice

Handbook of Financial Econometrics