Modern Linear and Nonlinear Econometrics: Dynamic Modeling and Econometrics in Economics and Finance, cartea 9
Autor Joseph Plasmansen Limba Engleză Paperback – 12 dec 2011
-A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools.
-Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others.
-Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet.
What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve realworld problems.
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 942.90 lei 6-8 săpt. | |
Springer Us – 12 dec 2011 | 942.90 lei 6-8 săpt. | |
Hardback (1) | 949.62 lei 6-8 săpt. | |
Springer Us – 15 iun 2006 | 949.62 lei 6-8 săpt. |
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Specificații
ISBN-13: 9781441938312
ISBN-10: 1441938311
Pagini: 404
Ilustrații: XXII, 382 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.57 kg
Ediția:2006
Editura: Springer Us
Colecția Springer
Seria Dynamic Modeling and Econometrics in Economics and Finance
Locul publicării:New York, NY, United States
ISBN-10: 1441938311
Pagini: 404
Ilustrații: XXII, 382 p.
Dimensiuni: 155 x 235 x 21 mm
Greutate: 0.57 kg
Ediția:2006
Editura: Springer Us
Colecția Springer
Seria Dynamic Modeling and Econometrics in Economics and Finance
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
Acknowledgements.- Part I. Linear and Nonlinear Econometric Inference: Estimation and Testing. Estimation in Linear and Nonlinear Models. Generalized Methods of Moments. Testing in Linear and Nonlinear Models.- Part II. Time Series Analysis. A Typology of Dynamic Models. Univariate ARIMA Models. Cointegration and Transfer Functions. Multivariate Time Series. Varying Parameters Models.- Part III. Categorical and Limited Dependent Variables. Discrete Choice Models. Limited responses, duration and count data.- Part IV. Panel Data Analysis. Linear Panel Data Models. Nonlinear Panel Data Models.- A. Nonlinear Optimization and Estimation.- B. Mathematical Formulation of GMM.- C. Stability Criteria for AR(p) Models.- D. MLE of the RSM with Endogenous Prices.- E. Volatility Modeling.
Recenzii
From the reviews:
"This textbook presents a unified approach of linear and nonlinear econometrics to the application of recent research topics in applied economics. … The book is written for final year bachelor and master students, but it may also be useful for practitioners in business and public institutions … . Given that most econometric textbooks deal either with linear or with nonlinear econometrics, this book bridges the gap by treating each topic with equal importance and by using a unified notation, to present the different approaches." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1098 (24), 2006)
"This textbook presents a unified approach of linear and nonlinear econometrics to the application of recent research topics in applied economics. … The book is written for final year bachelor and master students, but it may also be useful for practitioners in business and public institutions … . Given that most econometric textbooks deal either with linear or with nonlinear econometrics, this book bridges the gap by treating each topic with equal importance and by using a unified notation, to present the different approaches." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1098 (24), 2006)
Notă biografică
PLASMANS, Joseph, Emanuel, Julien
Date of birth: January 12, 1944
Studies
'Licentiaat in de Handels- en Financiële Wetenschappen' (Bachelor Degree in Commercial and Financial Sciences; 1966 - UFSIA, University of Antwerp, "distinction")
'Drs. in de Algemene en de Bedrijfseconometrie' (Drs. in General and Business Econometrics; 1968 - Catholic University of Tilburg, "cum laude")
'Dr. in de Economische Wetenschappen' (Ph.D. in Economics, 1975 - Catholic University of Tilburg, "cum laude") with the Ph.D. Thesis: Production Investment Behaviour, with an Application to six EEC-Countries, Tilburg University Press, 333 pp. Promotors: Prof. Dr. J.J.J. Dalmulder (Catholic University of Tilburg) and Prof. Dr. R.L. Graves (University of Chicago).
Academic Functions
1968-1975: Assistant UFSIA for Statistics (2nd and 3rd university years of the 2nd Cycle in Applied Economics) and for Mathematical Statistics (3rd and 4th university years of the 2nd Cycle in Business Econometrics)
1969-1975: Assistant Professor in the Economic Faculty of the Catholic University of Tilburg (Department of Econometrics)
1975-1986: First Assistant Professor at the Catholic University of Tilburg in 'General Econometrics'; from 01/01/1985 ad O,2 f.t.e.
1975-1984: Associate Professor UFSIA (part-time)
1985-1986: Associate Professor UFSIA (full-time)
1986-1991: Professor UFSIA
1986- : Part-time 'universitair hoofddocent' (equivalent to extra-ordinary professor) at Tilburg University (Katholieke Universiteit Brabant - KUB)
1992- : Full (ordinary) Professor UFSIA in (Macro-) Econometrics (incl. Financial Econometrics
Studies
'Licentiaat in de Handels- en Financiële Wetenschappen' (Bachelor Degree in Commercial and Financial Sciences; 1966 - UFSIA, University of Antwerp, "distinction")
'Drs. in de Algemene en de Bedrijfseconometrie' (Drs. in General and Business Econometrics; 1968 - Catholic University of Tilburg, "cum laude")
'Dr. in de Economische Wetenschappen' (Ph.D. in Economics, 1975 - Catholic University of Tilburg, "cum laude") with the Ph.D. Thesis: Production Investment Behaviour, with an Application to six EEC-Countries, Tilburg University Press, 333 pp. Promotors: Prof. Dr. J.J.J. Dalmulder (Catholic University of Tilburg) and Prof. Dr. R.L. Graves (University of Chicago).
Academic Functions
1968-1975: Assistant UFSIA for Statistics (2nd and 3rd university years of the 2nd Cycle in Applied Economics) and for Mathematical Statistics (3rd and 4th university years of the 2nd Cycle in Business Econometrics)
1969-1975: Assistant Professor in the Economic Faculty of the Catholic University of Tilburg (Department of Econometrics)
1975-1986: First Assistant Professor at the Catholic University of Tilburg in 'General Econometrics'; from 01/01/1985 ad O,2 f.t.e.
1975-1984: Associate Professor UFSIA (part-time)
1985-1986: Associate Professor UFSIA (full-time)
1986-1991: Professor UFSIA
1986- : Part-time 'universitair hoofddocent' (equivalent to extra-ordinary professor) at Tilburg University (Katholieke Universiteit Brabant - KUB)
1992- : Full (ordinary) Professor UFSIA in (Macro-) Econometrics (incl. Financial Econometrics
Caracteristici
Presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way Every major topic has a number of examples, exercises or case studies The learning by doing method is intended to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems