Modern Linear And Nonlinear Econometrics.

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Plasmans, Joseph E.

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ISBN:9780387257600
Editorial: Springer
Fecha de la edición:2006
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Dimensiones: 0 cm x 0 cm
Nº Pág.:382
Idiomas:Inglés,Ingles

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/ Economía Cuantitativa

The basic characteristic of "Modern Linear and Nonlinear Econometrics" is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. The distinctive features of this handbook are: a unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics, emphasis on sound theoretical and empirical relevance and intuition. and focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools; completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet, and these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovatio g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others. This book also features exercises that are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet. What is also distinguishable in "Modern Linear and Nonlinear Econometrics" is that every major topic has a number of examples, exercises or case studies. By this 'learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.