"Econometrics" downloads

"Ceteris Paribus" is a natural response to conjunctural economic decisions. The unicist ontology of evolution provided the structural conceptual tools...

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

Essentials of Applied Econometrics prepares students for a world in which more data surround us every day and in which econometric...

David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his...

Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis....

This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics...

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

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course...

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

This book is intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models...

This book is part of the proceedings of The International Conference on Recent Developments in Statistics, Econometrics and Forecasting 2010,...

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

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

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

Terence Mills' best-selling graduate textbook provides detailed coverage of the latest research techniques and findings relating to the empirical analysis...

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...

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