- 5 Ergebnisse
Kleinster Preis: € 41,37, größter Preis: € 124,95, Mittelwert: € 65,78
1
Topics In Advanced Econometrics: Volume Ii Linear And Nonlinear Simultaneou... - Phoebus J. Dhrymes
Bestellen
bei ebay.com
$ 54,13
(ca. € 49,34)
Versand: € 0,001
Bestellengesponserter Link
Phoebus J. Dhrymes:

Topics In Advanced Econometrics: Volume Ii Linear And Nonlinear Simultaneou... - gebunden oder broschiert

ISBN: 9780387941561

Binding: Hardcover, Hardcover. Number of Pages: 402. Weight: 1.69 lbs. Publication Date: 1994-01-07. Publisher: SPRINGER NATURE. Please refer to the section BELOW (and NOT ABOVE) this lin… Mehr…

99.9, Zahlungsarten: Paypal, APPLE_PAY, Google Pay, Visa, Mastercard, American Express, DISCOVER. Versandkosten:Versandkostenfrei, Versand zum Fixpreis, [SHT: Economy Shipping], USA, [TO: United States] (EUR 0.00) prepbooks
2
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Dhrymes, Phoebus J.
Bestellen
bei AbeBooks.com
$ 45,38
(ca. € 41,37)
Versand: € 0,001
Bestellengesponserter Link

Dhrymes, Phoebus J.:

Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - gebunden oder broschiert

1994, ISBN: 0387941568

[EAN: 9780387941561], Used, very good, [PU: Springer 1994-01-07], Item is in very good condition. If supplemental codes/CDs for textbooks are required please contact us prior to purchasin… Mehr…

NOT NEW BOOK. Versandkosten:Free shipping. (EUR 0.00) LowKeyBooks, Sumas, WA, U.S.A. [65875000] [Rating: 5 (of 5)]
3
Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Phoebus J. Dhrymes
Bestellen
bei AbeBooks.com
$ 64,47
(ca. € 58,77)
Versand: € 16,621
Bestellengesponserter Link
Phoebus J. Dhrymes:
Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - gebunden oder broschiert

1994

ISBN: 0387941568

[EAN: 9780387941561], New book, [PU: Springer], PRINT ON DEMAND Book; New; Fast Shipping from the UK., Books

NEW BOOK. Versandkosten: EUR 16.62 Ria Christie Collections, Uxbridge, United Kingdom [59718070] [Rating: 5 (of 5)]
4
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Dhrymes, Phoebus J.
Bestellen
bei AbeBooks.com
$ 137,07
(ca. € 124,95)
Versand: € 21,751
Bestellengesponserter Link
Dhrymes, Phoebus J.:
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - gebunden oder broschiert

1994, ISBN: 0387941568

[EAN: 9780387941561], Used, as new, [PU: Springer], Like New, Books

NOT NEW BOOK. Versandkosten: EUR 21.75 Mispah books, Redhill, SURRE, United Kingdom [82663586] [Rating: 4 (of 5)]
5
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Dhrymes, Phoebus J.
Bestellen
bei AbeBooks.com
$ 59,75
(ca. € 54,47)
Versand: € 3,991
Bestellengesponserter Link
Dhrymes, Phoebus J.:
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - gebunden oder broschiert

1994, ISBN: 0387941568

[EAN: 9780387941561], New book, [PU: Springer], Books

NEW BOOK. Versandkosten: EUR 3.99 Lucky's Textbooks, Dallas, TX, U.S.A. [60577173] [Rating: 5 (of 5)]

1Da einige Plattformen keine Versandkonditionen übermitteln und diese vom Lieferland, dem Einkaufspreis, dem Gewicht und der Größe des Artikels, einer möglichen Mitgliedschaft der Plattform, einer direkten Lieferung durch die Plattform oder über einen Drittanbieter (Marketplace), etc. abhängig sein können, ist es möglich, dass die von eurobuch angegebenen Versandkosten nicht mit denen der anbietenden Plattform übereinstimmen.

Bibliographische Daten des bestpassenden Buches

Details zum Buch
Topics In Advanced Econometrics Hardcover | Indigo Chapters

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained.

Detailangaben zum Buch - Topics In Advanced Econometrics Hardcover | Indigo Chapters


EAN (ISBN-13): 9780387941561
ISBN (ISBN-10): 0387941568
Gebundene Ausgabe
Erscheinungsjahr: 2007
Herausgeber: Springer New York
424 Seiten
Gewicht: 0,795 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 2007-11-06T17:37:19+01:00 (Berlin)
Detailseite zuletzt geändert am 2023-08-02T20:07:56+02:00 (Berlin)
ISBN/EAN: 9780387941561

ISBN - alternative Schreibweisen:
0-387-94156-8, 978-0-387-94156-1
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: dhrymes, phöbus
Titel des Buches: topics advanced econometrics, linear and nonlinear


Daten vom Verlag:

Autor/in: Phoebus J. Dhrymes
Titel: Topics In Advanced Econometrics - Volume II Linear and Nonlinear Simultaneous Equations
Verlag: Springer; Springer US
402 Seiten
Erscheinungsjahr: 1994-01-07
New York; NY; US
Gewicht: 1,700 kg
Sprache: Englisch
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
XVIII, 402 p.

BB; Economic Theory/Quantitative Economics/Mathematical Methods; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Wirtschaftstheorie und -philosophie; Verstehen; econometrics; forecasting; inequality; probability theory; value-at-risk; Quantitative Economics; BC; EA

1 Extension of Classical Methods I.- 1.1 Introduction.- 1.2 A Brief Historical Review.- 1.3 The Nature of the GLSEM.- 1.4 The GLSEM: Assumptions and Notation.- 1.4.1 Assumptions and Conventions.- 1.4.2 Notation.- 1.5 Inconsistency of OLS Estimators.- 1.6 Two Stage Least Squares (2SLS).- 1.6.1 The Original Derivation.- 1.6.2 An Alternative Formulation.- 1.7 Three Stage Least Squares (3SLS).- 1.8 Restricted 2SLS and 3SLS Estimators.- 1.9 Tests of Prior Restrictions.- 1.9.1 Generalities.- 1.9.2 A Restricted Least Squares Interpretation of 2SLS and 3SLS.- Questions and Problems.- Appendix to Chapter 1.- Preliminaries to Hausman’s Test.- Examples.- 2 Extension of Classical Methods II.- 2.1 Limiting Distributions.- 2.1.1 Preliminaries.- 2.1.2 Limiting Distributions for Static GLSEM.- 2.1.3 Limiting Distributions for Dynamic GLSEM.- 2.2 Forecasting from the GLSEM.- 2.2.1 Generalities.- 2.2.2 Forecasting from the URF.- 2.2.3 Forecasting from the RRF.- 2.3 The Vector Autoregressive Model (VAR).- 2.4 Instrumental Variables (IV).- 2.4.1 2SLS and 3SLS as IV Estimators.- 2.4.2 2SLS and 3SLS as Optimal IV Estimators.- 2.5 IV and Insufficient Sample Size.- 2.5.1 The Nature of the Problem.- 2.5.2 Iterated Instrumental Variables (IIV).- 2.6 k-class and Double k-class Estimators.- 2.7 Distribution of LM Derived Estimators.- 2.8 Properties of Specification Tests.- 2.8.1 Single Equation 2SLS.- 2.8.2 Systemwide 2SLS and 3SLS.- 2.8.3 Relation to Hausman’s Test.- Questions and Problems.- Appendix to Chapter 2.- Convergence of Second Moment Matrices.- Convergence for Dependent Sequences.- Preliminaries and Miscellaneous.- Convergence of Second Moments of Final Form Errors.- 3 Maximum Likelihood Methods I.- 3.1 Introduction.- 3.2 The Identification Problem.- 3.2.1 Generalities.- 3.2.2 The Simple Supply-Demand Model.- 3.2.3 Identification by Exclusion Restrictions.- 3.2.4 Identification by Linear Restrictions.- 3.2.5 Identification and the Reduced Form.- 3.2.6 Covariance and Cross Equation Restrictions.- 3.2.7 A More General Framework.- 3.2.8 Parametric Nonlinearities and Identification.- 3.3 ML Estimation of the RF.- 3.3.1 General Discussion and ILS.- 3.3.2 Estimation of the Reduced Form.- 3.4 FIML Estimation.- 3.5 Simplified FIML Estimators.- 3.6 Properties of Simplified Estimators.- 3.6.1 Consistency.- 3.7 Limiting Distribution of FIML.- Questions and Problems.- 4 LIML Estimation Methods.- 4.1 The “Concentrated” Likelihood Function.- 4.1.1 A Subset of m* Structural Equations.- 4.2 The Single Equation LIML Estimator.- 4.3 Consistency of the LIML Estimator.- 4.4 An Interesting Interpretation of LIML.- 4.5 Indirect Least Squares (ILS).- 4.6 Relation of LIML to Other Estimators.- 4.7 Limiting Distribution of LIML Estimators.- 4.8 Classic Identifiability Tests.- Questions and Problems.- Appendix to Chapter 4.- Limiting Distribution of (T? — 1).- 5 Nonlinear ML Methods.- 5.1 Motivation.- 5.2 A Mathematical Digression.- 5.3 Aspects of Likelihood Functions.- 5.3.1 An Interesting Inequality.- 5.4 Fisher Information.- 5.4.1 Alternative Representation of the Information Matrix.- 5.5 The Cramer-Rao Bounds.- 5.6 Martingale Properties of Likelihood Functions.- 5.7 Kullback Information.- 5.8 Convergence A.C. of ML Estimators.- 5.8.1 Independent Observations.- 5.8.2 Generalizations.- 5.9 The General Nonlinear Model (GNLM).- 5.9.1 Consistency.- 5.9.2 Identification.- 5.9.3 Asymptotic Normality.- 5.10 The GNLM with Restrictions.- 5.11 Tests of Restrictions.- 5.11.1 Generalities.- 5.11.2 The Conformity Test.- 5.11.3 The Likelihood Ratio Test.- 5.11.4 The Lagrange Multiplier Test.- 5.11.5 Equivalence of the Three Tests.- Questions and Problems.- 6 Topics in NLSE Theory.- 6.1 Nonlinear ML.- 6.1.1 Identification.- 6.1.2 Consistency of the ML Estimator.- 6.1.3 Limiting Distribution of ML Estimators.- 6.1.4 Relation of Structural and Covariance Parameter (ML) Estimators.- 6.1.5 Estimators in Structurally Misspecified Models.- 6.2 Nonlinear 2SLS.- 6.2.1 Identification and Consistency of NL2SLS.- 6.2.2 Asymptotic Normality of NL2SLS.- 6.2.3 Choice of an Optimal NL2SLS Estimator.- 6.3 Nonlinear 3SLS.- 6.3.1 Identification and Consistency of NL3SLS.- 6.3.2 Asymptotic Normality of NL3SLS.- 6.3.3 Optimum NL3SLS and Computational Aspects.- 6.4 GMM.- 6.4.1 Reformulation of GMM as NL2SLS and NL3SLS.- 6.4.2 Identification and Consistency.- 6.4.3 Asymptotic Normality.- 6.4.4 Tests of Restrictions.- 6.5 Causality and Related Issues.- 6.5.1 Introduction.- 6.5.2 Basic Concepts.- Questions and Problems.

Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:

Neuestes ähnliches Buch:
9780521565110 Topics in Advanced Econometrics (Herman J. Bierens)


< zum Archiv...