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Introductory Econometrics: A Modern Approach
Author: Jeffrey M. Wooldridge
Publisher: Cengage Learning
ISBN: 1305446380
Pages: 912
Year: 2015-09-30
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Discover how empirical researchers today actually think about and apply econometric methods with the practical, professional approach in Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Unlike traditional books, this unique presentation demonstrates how econometrics has moved beyond just a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting environments. INTRODUCTORY ECONOMETRICS is organized around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with timely, relevant applications, the book introduces the latest emerging developments in the field. Gain a full understanding of the impact of econometrics in real practice today with the insights and applications found only in INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
Introductory Econometrics
Author: Humberto Barreto, Frank Howland
Publisher: Cambridge University Press
ISBN: 0521843197
Pages: 774
Year: 2006
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This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at
Introductory Econometrics
Author: Arthur S. Goldberger
Publisher: Harvard University Press
ISBN: 0674037707
Pages: 256
Year: 2009-06-01
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This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger, an outstanding researcher and teacher of econometrics, views the subject as a tool of empirical inquiry rather than as a collection of arcane procedures. The central issue in such inquiry is how one variable is related to one or more others. Goldberger takes this to mean "How does the average value of one variable vary with one or more others?" and so takes the population conditional mean function as the target of empirical research. The structure of the book is similar to that of Goldberger's graduate-level textbook, "A Course in Econometrics," but the new book is richer in empirical material, makes no use of matrix algebra, and is primarily discursive in style. A great strength is that it is both intuitive and formal, with ideas and methods building on one another until the text presents fairly complicated ideas and proofs that are often avoided in undergraduate econometrics. To help students master the tools of econometrics, Goldberger provides many theoretical and empirical exercises and, on an accompanying diskette, real micro-and macroeconomic data sets. The data sets deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve. THE DATA SETS CAN BE FOUND HERE.
Econometric Analysis of Cross Section and Panel Data
Author: Jeffrey M Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Pages: 1064
Year: 2010-10
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Introduction -- Conditional expectations and related concepts in econometrics -- Basic asymptotic theory -- Single-equation linear model and ordinary least squares estimation -- Instrumental variables estimation of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and generalized least squares -- System estimation by instrumental variables -- Simultaneous equations models -- Basic linear unobserved effects panel data models -- More topics in linear unobserved effects models -- M-estimation, nonlinear regression, and quantile regression -- Maximum likelihood methods -- Generalized method of moments and minimum distance estimation -- Binary response models -- Multinomial and ordered response models -- Corner solution responses -- Count, fractional, and other nonnegative responses -- Censored data, sample selection, and attrition -- Stratified sampling and cluster sampling -- Estimating average treatment effects -- Duration analysis.
Introductory Econometrics
Author: Jeffrey Zax
Publisher: Stanford University Press
ISBN: 0804777209
Pages: 672
Year: 2011-03-31
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Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.
Introductory Econometrics for Finance
Author: Chris Brooks
Publisher: Cambridge University Press
ISBN: 1139916459
Year: 2014-05-02
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This bestselling and thoroughly classroom-tested textbook is a complete resource for finance students. A comprehensive and illustrated discussion of the most common empirical approaches in finance prepares students for using econometrics in practice, while detailed case studies help them understand how the techniques are used in relevant financial contexts. Worked examples from the latest version of the popular statistical software EViews guide students to implement their own models and interpret results. Learning outcomes, key concepts and end-of-chapter review questions (with full solutions online) highlight the main chapter takeaways and allow students to self-assess their understanding. Building on the successful data- and problem-driven approach of previous editions, this third edition has been updated with new data, extensive examples and additional introductory material on mathematics, making the book more accessible to students encountering econometrics for the first time. A companion website, with numerous student and instructor resources, completes the learning package.
Introductory Econometrics
Author: Richard Leighton Thomas
Publisher: Addison-Wesley Longman Limited
ISBN: 0582073782
Pages: 436
Year: 1993-01-01
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There was a revolution in econometrics during the 1980s, with particularly interesting developments in Britain and Europe. Introductory Econometrics, second edition, has been revised to incorporate all the latest developments and covers standard econometric theories, many of which are confusing to undergraduate students. This book aims to explain all the standard theories in a simple, concise manner. production functions and demand for money and also provides a combination of theory and applications. Each chapter contains exercises for subject revision and new chapters include: maximum likelihood estimation; extensions of classical linear model; breakdowns in classical assumptions; lagged variables. BA economics, MSc economics and non-specialist econometricians courses.
Introductory Econometrics
Author: Phoebus Dhrymes
Publisher: Springer
ISBN: 3319659162
Pages: 626
Year: 2017-11-21
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This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
Introduction to Econometrics
Author: Christopher Dougherty
Publisher: Oxford University Press
ISBN: 0199567085
Pages: 573
Year: 2011-03-03
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Taking a modern approach to the subject, this text provides students with a solid grounding in econometrics, using non-technical language wherever possible.
Introductory Econometrics
Author: Hamid Seddighi
Publisher: Routledge
ISBN: 1136586105
Pages: 384
Year: 2013-03-01
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This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.
Introductory Econometrics with Applications
Author: Ramu Ramanathan
Publisher: South-Western Pub
ISBN: 0030343429
Pages: 688
Year: 2002
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Introductory Econometrics with Applications offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The authorAEs ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk students through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, students have all the information they need in one place."
Introductory econometrics
Author: James L. Murphy
Publisher: McGraw-Hill/Irwin
Pages: 524
Year: 1973
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Introductory Econometrics
Author: Jeffrey M. Wooldridge, Mokhtarul Wadud, Jenny Lye
Publisher: Cengage AU
ISBN: 0170350835
Pages: 455
Year: 2016-10-24
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Econometrics is the combined study of economics and statistics and is very much an 'applied' unit. It is increasingly becoming a core element in finance degrees at upper levels. This first local adaptation of Wooldridge's text will offer a version of Introductory Econometrics with a structural redesign that will better suit our market along with Asia-Pacific examples and data. Two new chapters at the start of the book will be developed from material currently in Wooldridge's appendix section to serve as a clear introduction to the subject and as a revision tool that bridges students' transition from basic statistics into econometrics. This adaptation will include data sets from Australian and New Zealand, as well as from the Asia-Pacific region to suit the significant portion of finance students who are from Asia and the likelihood that many graduates will find employment overseas.
Introductory Econometrics for Undergraduates
Author: Elia Kacapyr
Publisher: M.E. Sharpe
ISBN: 0765627949
Year: 2011-03-14
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Thoroughly classroom tested, this introductory text covers all the statistical topics that constitute a foundation for basic econometrics, with concise explanations of technical material. Important proofs are shown in detail; however, the focus is on developing regression models and understanding the residual statistics that surround these models. The text explains complex material in a simple and intuitive manner, and students will be impressed with their understanding of this challenging material. Designed as a stand-alone applied undergraduate econometrics text, it can also serve as a complement to other more advanced texts. Data sets for the end-of-chapter applications are in Excel files and available online to both students and instructors.
Using R for Introductory Econometrics
Author: Florian Heiss
Publisher: Createspace Independent Publishing Platform
ISBN: 1523285133
Pages: 354
Year: 2016-02-05
View: 330
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Introduces the popular, powerful and free programming language and software package R Focus: implementation of standard tools and methods used in econometrics Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation Companion website with full text, all code for download and other goodies Praise: "A very nice resource for those wanting to use R in their introductory econometrics courses." (Jeffrey M. Wooldridge) Using R for Introductory Econometrics is a fabulous modern resource. I know I'm going to be using it with my students, and I recommend it to anyone who wants to learn about econometrics and R at the same time." (David E. Giles in his blog "Econometrics Beat") Topics: A gentle introduction to R Simple and multiple regression in matrix form and using black box routines Inference in small samples and asymptotics Monte Carlo simulations Heteroscedasticity Time series regression Pooled cross-sections and panel data Instrumental variables and two-stage least squares Simultaneous equation models Limited dependent variables: binary, count data, censoring, truncation, and sample selection Formatted reports and research papers combining R with R Markdown or LaTeX

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