Statistical foundations econometrics (34 Ergebnisse)

Hardcover. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Broschiert. Zustand: Gut. XII; 592 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); leichte altersbedingte Anbräunung des Papiers; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 900.…

Soft cover. Zustand: Very Good. 592p paperback spine creased - otherwise VG.

Broschiert. Zustand: Gut. 592 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 885. …

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1050grams, ISBN.…

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Leinen. Zustand: Gut. 24 cm XII, 592 S. Gewebe (Blau). Sprache: Englisch, Zustand: Gut min. gebräunt (Innen); Seitlicher S. 471 hat einen Riß ca. 4 cm; Einband (Außen) hat leichte Gebrauchsspuren; Außenecken u. Kapital sind gering bis leicht bestoßen; Schutzumschlag fehlt, oder es gibt keinen; * Die Photos sind original von uns erstellt worden, u.a. erkennbar an einem kleinen weißen Stück Papier im oberen Schnitt. Ab und an verwenden Suchmaschinen Verlagsphotos, bei den Portalen selbst, werden aber nur unsere Originalphotos gezeigt.…

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9783540323044.…

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1100grams, ISBN.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1100grams, ISBN.

Zustand: New. In English.

Zustand: New. In English.

Paperback. Zustand: Brand New. 592 pages. 9.25x1.38x6.10 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1. Elementary Aspects of Multivariate Analysis.- 1.1 Preliminaries.- 1.2 Joint, Marginal, and Conditional Distributions.- 1.3 A Mathematical Digression.- 1.4 The Multivariate Normal Distribution.- 1.5 Correlation Coefficients and Related Topics.- 1.6 Estimators of the Mean Vector and Covariance Matrix and their Distribution.- 1.7 Tests of Significance.- 2. Applications of Multivariate Analysis.- 2.1 Canonical Correlations and Canonical Variables.- 2.2 Principal Components.- 2.3 Discriminant Analysis.- 2.4 Factor Analysis.- 3. Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators.- 3.1 Introduction.- 3.2 Estimators and Probability Limits.- 3.3 Convergence to a Random Variable: Convergence in Distribution and Convergence of Moments.- 3.4 Central Limit Theorems and Related Topics.- 3.5 Miscellaneous Useful Convergence Results.- 3.6 Properties of Maximum Likelihood (ML) Estimators.- 3.7 Estimation for Distribution Admitting of Sufficient Statistics.- 3.8 Minimum Variance Estimation and Sufficient Statistics.- 4. Estimation of Simultaneous Equations Systems.- 4.1 Review of Classical Methods.- 4.2 Asymptotic Distribution of Aitken Estimators.- 4.3 Two-Stage Least Squares (2SLS).- 4.4 2SLS as Aitken and as OLS Estimator.- 4.5 Asymptotic Properties of 2SLS Estimators.- 4.6 The General k-Class Estimator.- 4.7 Three-Stage Least Squares (3SLS).- 5. Applications of Classical and Simultaneous Equations Techniques and Related Problems.- 5.1 Estimation of Production and Cost Functions and Specification Error Analysis.- 5.2 An Example of Efficient Estimation of a Set of General Linear (Regression) Models.- 5.3 An Example of 2SLS and 3SLS Estimation.- 5.4 Measures of Goodness of Fit in Multiple Equations Systems: Coeficient of (Vector) Alienationand Correlation.- 5.5 Canonical Correlations and Goodness of Fit in Econometric Systems.- 5.6 Applications of Principal Component Theory in Econometric Systems.- 5.7 Alternative Asymptotic Tests of Significance for 2SLS Estimated Parameters.- 6. Alternative Estimation Methods; Recursive Systems.- 6.1 Introduction.- 6.2 Indirect Least Squares (ILS).- 6.3 The Identification Problem.- 6.4 Instrumental Variables Estimation.- 6.5 Recursive Systems.- 7. Maximum Likelihood Methods.- 7.1 Formulation of the Problem and Assumptions.- 7.2 Reduced Form (RF) and Full Information Maximum Likelihood (FIML) Estimation.- 7.3 Limited Information (LIML) Estimation.- 8. Relations Among Estimators; Monte Carlo Methods.- 8.1 Introduction.- 8.2 Relations Among Double k-Class Estimators.- 8.3 I.V., ILS, and Double Ar-Class Estimators.- 8.4 Limited Information Estimators and Just Identification.- 8.5 Relationships Among Full Information Estimators.- 8.6 Monte Carlo Methods.- 9. Spectral Analysis.- 9.1 Stochastic Processes.- 9.2 Spectral Representation of Covariance Stationary Series.- 9.3 Estimation of the Spectrum.- 10. Cross-Spectral Analysis.- 10.1 Introduction.- 10.2 Cross Spectrum: Cospectrum, Quadrature Spectrum, and Coherency.- 10.3 Estimation of the Cross Spectrum.- 10.4 An Empirical Application of Cross-Spectral Analysis.- 11. Approximate Sampling Distributions and Other Statistical Aspects of Spectral Analysis.- 11.1 Aliasing.- 11.2 'Prewhitening,' 'Recoloring,' and Related Issues.- 11.3 Approximate Asymptotic Distributions; Considerations of Design and Analysis.- 12 Applications of Spectral Analysis to Simultaneous Equations Systems.- 12.1 Generalities.- 12.2 Lag Operators.- 12.3 An Operator Representation of the Final Form.- 12.4 Dynamic Multipliers and the Final Form.-12.5 Spectral Properties of the Final Form.- 12.6 An Empirical Application.- Mathematical Appendix.- A.1 Complex Numbers and Complex-Valued Functions.- A.2 The Riemann-Stieltjes Integral.- A.3 Monotonie Functions and Functions of Bounded Variation.- A.4 Fourier Series.- A.5 Systems of Difference Equations with Constant Coefficients.- A.6 Matrix Algebra.…

Zustand: New. This book is intended for use in a rigorous introductory PhD level course in econometrics. Series Editor(s): Phillips, Peter C. B.; Ghysels, Eric; Smith, Richard J. Series: Themes in Modern Econometrics. Num Pages: 344 pages, 19 b/w illus. 12 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 151 x 19. Weight in Grams: 524. . 2004. Paperback. . . . . Books ship from the US and Ireland. …

Zustand: New. In English.

Zustand: New. In English.

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 344 | Sprache: Englisch | Produktart: Bücher | This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.…

Zustand: New. This book is intended for use in a rigorous introductory PhD level course in econometrics. Series: Themes in Modern Econometrics. Num Pages: 344 pages, 19 b/w illus. 12 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 24. Weight in Grams: 600. . 2005. Illustrated. hardcover. . . . . Books ship from the US and Ireland. …

Taschenbuch. Zustand: Neu. Spatial Econometrics | Statistical Foundations and Applications to Regional Convergence | Giuseppe Arbia | Taschenbuch | xviii | Englisch | 2010 | Springer | EAN 9783642068843 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years the so-called new economic geography and the issue of regional economic convergence have increasingly drawn the interest of economists to the empirical analysis of regional and spatial data. However, even if the methodology for econometric treatment of spatial data is well developed, there does not exist a textbook theoretically grounded, well motivated and easily accessible to eco- mists who are not specialists. Spatial econometric techniques receive little or no attention in the major econometric textbooks. Very occasionally the standard econometric textbooks devote a few paragraphs to the subject, but most of them simply ignore the subject. On the other hand spatial econometric books (such as Anselin, 1988 or Anselin, Florax and Rey, 2004) provide comprehensive and - haustive treatments of the topic, but are not always easily accessible for people whose main degree is not in quantitative economics or statistics. This book aims at bridging the gap between economic theory and spatial stat- tical methods. It starts by strongly motivating the reader towards the problem with examples based on real data, then provides a rigorous treatment, founded on s- chastic fields theory, of the basic spatial linear model, and finally discusses the simpler cases of violation of the classical regression assumptions that occur when dealing with spatial data.…

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years the so-called new economic geography and the issue of regional economic convergence have increasingly drawn the interest of economists to the empirical analysis of regional and spatial data. However, even if the methodology for econometric treatment of spatial data is well developed, there does not exist a textbook theoretically grounded, well motivated and easily accessible to eco- mists who are not specialists. Spatial econometric techniques receive little or no attention in the major econometric textbooks. Very occasionally the standard econometric textbooks devote a few paragraphs to the subject, but most of them simply ignore the subject. On the other hand spatial econometric books (such as Anselin, 1988 or Anselin, Florax and Rey, 2004) provide comprehensive and - haustive treatments of the topic, but are not always easily accessible for people whose main degree is not in quantitative economics or statistics. This book aims at bridging the gap between economic theory and spatial stat- tical methods. It starts by strongly motivating the reader towards the problem with examples based on real data, then provides a rigorous treatment, founded on s- chastic fields theory, of the basic spatial linear model, and finally discusses the simpler cases of violation of the classical regression assumptions that occur when dealing with spatial data.…

Paperback. Zustand: Brand New. 226 pages. 8.82x5.98x0.71 inches. In Stock.

Softcover. Zustand: gut. 2011. Introduction to the Mathematical and Statistical Foundations of Econometrics In englischer Sprache. pages.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their own appendices containing the more advanced topics and/or difficult proofs. Moreover, there are three appendices with material that is supposed to be known. Appendix I contains a comprehensive review of linear algebra, including all the proofs. Appendix II reviews a variety of mathematical topics and concepts that are used throughout the main text, and Appendix III reviews complex analysis. Therefore, this book is uniquely self-contained.…

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New.

Zustand: New. In English.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.