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  • Seemingly Unrelated Regression Equations Models

    Estimation and Inference

    Series series Statistics: A Series of Textbooks and Monographs
    This book brings together the scattered literature associated with the seemingly unrelated regression equations (SURE) model used by econometricians and others. It focuses on the theoretical statistical results associated with the SURE model. ... Read more

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  • Computer-Aided Econometrics

    Edited by David E. A. Giles ...
    Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses. ... Read more

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  • Handbook of Empirical Economics and Finance

    Edited by Aman Ullah, David E. A. Giles ...
    Series series Statistics: A Series of Textbooks and Monographs
    Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields.Focusing on micro models, the first group of chapters de ... Read more

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  • Specification Analysis in the Linear Model

    Series series Routledge Library Editions: Econometrics
    Originally published in 1987. This collection of original papers deals with various issues of specification in the context of the linear statistical model. The volume honours the early econometric work of Donald Cochrane, late Dean of Economics and Politics at Monash University in Australia. The chapters focus on problems associated with autocorrelation of the error term in the linear regression ... Read more

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  • Forecasting, Structural Time Series Models and the Kalman Filter

    In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to ... Read more

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  • Microeconometrics

    Methods and Applications

    This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics ... Read more

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  • In All Likelihood

    Statistical Modelling and Inference Using Likelihood

    by Yudi Pawitan ...
    Based on a course in the theory of statistics this text concentrates on what can be achieved using the likelihood/Fisherian method of taking account of uncertainty when studying a statistical problem. It takes the concept ot the likelihood as providing the best methods for unifying the demands of statistical modelling and the theory of inference. Every likelihood concept is illustrated by ... Read more

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  • An Introduction to State Space Time Series Analysis

    Series series Practical Econometrics
    Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented ... Read more

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    Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and ... Read more

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  • Econometrics of Panel Data

    Methods and Applications

    by Erik Biørn ...
    Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by cross-section data or time-series data. Panel data analysis is a core ... Read more

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  • Introduction to Robust Estimation and Hypothesis Testing

    This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing ... Read more

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