Business & Economics : Econometrics

Confusing Textbooks? Missed Lectures? Not Enough Time?Fortunately for you, there's Schaum's Outlines. More than 40 million students have trusted Schaum's to ......

This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data. The papers in th......

Students in both the natural and social sciences often seek regression models to explain the frequency of events, such as visits to a doctor, auto accidents ......

In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignett......

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 ......

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His ......

The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes it is possible to find hidden regularitie......

The idea that simplicity matters in science is as old as science itself, with the much cited example of Ockham's Razor, 'entia non sunt multiplicanda praeter......

This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimatio......

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these ......

In this short and very practical introduction to econometrics Philip Hans Franses guides the reader through the essential concepts of econometrics. Central t......

Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior ......

Based on two lectures presented as part of The Stone Lectures in Economics series, Arnold Zellner describes the structural econometric time series analysis (......

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-......

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no ......

This volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the......

Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the ......

Economists, psychologists, and marketers are interested in determining the monetary value people place on non-market goods for a variety of reasons: to carry......

A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to maste......

Introduces the increasingly popular Bayesian approach to statistics to graduates and advanced undergraduates. In contrast to the long-standing frequentist ap......