This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.

Finite Sample Econometrics (Advanced Texts in Econometrics)

Business & Money

Ullah, Aman

Economics

Oxford University Press

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.

Handbook Of Applied Econometrics And Statistical Inference

CRC-Press

Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.

Econometrics (Routledge Revivals): A Varying Coefficients Approach

Raj, Baldev

Routledge

Econometrics (Routledge Revivals): A Varying Coefficents Approach

Nonparametric Econometrics (Themes in Modern Econometrics)

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Pagan, Adrian

Cambridge University Press

This book systematically and thoroughly covers a vast literature on the nonparametric and semiparametric statistics and econometrics that has evolved over the past five decades. Within this framework, this is the first book to discuss the principles of the nonparametric approach to the topics covered in a first year graduate course in econometrics, e.g., regression function, heteroskedasticity, simultaneous equations models, logit-probit and censored models. Professors Pagan and Ullah provide intuitive explanations of difficult concepts, heuristic developments of theory, and empirical examples emphasizing the usefulness of modern nonparametric approach. The book should provide a new perspective on teaching and research in applied subjects in general and econometrics and statistics in particular.

Handbook Of Applied Econometrics And Statistical Inference (STATISTICS, A SERIES OF TEXTBOOKS AND MONOGRAPHS)

See the best price to sell, buy, or rent books by Ullah, Aman. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Ullah, Aman

See the best price to sell, buy, or rent books by Ullah, Aman. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Finite Sample Econometrics (Advanced Texts in Econometrics)

Finite Sample Econometrics (Advanced Texts in Econometrics)

Handbook Of Applied Econometrics And Statistical Inference

Econometrics (Routledge Revivals): A Varying Coefficients Approach

Econometrics (Routledge Revivals): A Varying Coefficents Approach

Nonparametric Econometrics (Themes in Modern Econometrics)

Nonparametric Econometrics (Themes in Modern Econometrics)

Nonparametric Econometrics (Themes in Modern Econometrics)

Handbook Of Applied Econometrics And Statistical Inference (STATISTICS, A SERIES OF TEXTBOOKS AND MONOGRAPHS)

Econometrics (Routledge Revivals): A Varying Coefficents Approach