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Author : Herman J. Bierens
Release : 1996-02-23
Genre : Business & Economics
Kind : eBook
Book Rating : 110/5 ( reviews)
Book Synopsis Topics in Advanced Econometrics by : Herman J. Bierens
Download or read book Topics in Advanced Econometrics written by Herman J. Bierens. This book was released on 1996-02-23. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous treatment of a number of timely topics in advanced econometrics.
Author : Phoebus J. Dhrymes
Release : 2012-12-06
Genre : Business & Economics
Kind : eBook
Book Rating : 486/5 ( reviews)
Book Synopsis Topics in Advanced Econometrics by : Phoebus J. Dhrymes
Download or read book Topics in Advanced Econometrics written by Phoebus J. Dhrymes. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.
Author : Herman J. Bierens
Release : 1994
Genre : Business & Economics
Kind : eBook
Book Rating : 000/5 ( reviews)
Book Synopsis Topics in Advanced Econometrics by : Herman J. Bierens
Download or read book Topics in Advanced Econometrics written by Herman J. Bierens. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt: A rigorous treatment of a number of timely topics in advanced econometrics.
Author : Phoebus J. Dhrymes
Release : 2012-12-06
Genre : Business & Economics
Kind : eBook
Book Rating : 025/5 ( reviews)
Book Synopsis Topics In Advanced Econometrics by : Phoebus J. Dhrymes
Download or read book Topics In Advanced Econometrics written by Phoebus J. Dhrymes. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information.
Author : Phoebus James Dhrymes
Release :
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Kind : eBook
Book Rating : 788/5 ( reviews)
Book Synopsis Probability Foundations. - 1989. - XII, 379 S. by : Phoebus James Dhrymes
Download or read book Probability Foundations. - 1989. - XII, 379 S. written by Phoebus James Dhrymes. This book was released on . Available in PDF, EPUB and Kindle. Book excerpt:
