Tag: Econometrics

Free Download Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R by Bjørnar Karlsen Kivedal
English | April 22, 2024 | ISBN: 3031531418 | 264 pages | MOBI | 38 Mb
This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using statistical software and the tools for econometric analysis in one self-contained resource.

Free Download Principles of Econometrics: Theory and Applications (Classroom Companion: Economics) by Valérie Mignon
English | March 8, 2024 | ISBN: 3031525345 | 423 pages | MOBI | 40 Mb
This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are essential for any student to succeed in their studies, as well as for any practitioner interested in applying econometric techniques. Employing a pedagogical and easy-to-follow style, the book puts into practice the various concepts presented, such as statistics, tests, and methods, among others. Numerous examples and empirical applications using existing econometric and statistical software are given after each theoretical presentation.

Free Download Joshua D. Angrist, "Mostly Harmless Econometrics: An Empiricist’s Companion"
English | ISBN: 069112034X | 2009 | 392 pages | AZW3 | 9 MB
From Joshua Angrist, winner of the Nobel Prize in Economics, and Jörn-Steffen Pischke, an irreverent guide to the essentials of econometrics

Free Download R. Kelley Pace, "Spatial Econometrics: Qualitative and Limited Dependent Variables "
English | ISBN: 1785609866 | 2016 | 408 pages | EPUB | 10 MB
Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that contain enough details so that economists and econometricians who are not experts in the topics will find them accessible and useful in their research. Volume 37 exemplifies this focus by highlighting key research from new developments in econometrics.

Free Download Partial Identification in Econometrics and Related Topics by Nguyen Ngoc Thach, Nguyen Duc Trung, Doan Thanh Ha, Vladik Kreinovich
English | PDF EPUB (True) | 2024 | 724 Pages | ISBN : 3031591097 | 73.6 MB
This book covers data processing techniques, with economic and financial application being the unifying theme. To make proper investments in economy, the authors need to have a good understanding of the future trends: how will demand change, how will prices change, etc. In general, in science, the usual way to make predictions is:

Free Download Econometrics: Statistical Foundations and Applications by Phoebus J. Dhrymes
English | PDF | 1974 | 605 Pages | ISBN : 0387900950 | 101.4 MB
T his book was written, primarily, for the graduate student in econo- metrics. Its purpose is to provide a reasonably complete and rigorous exposition of the techniques frequently employed in econometric research, beyond what one is likely to encounter in an introductory mathematical statistics course. It does not aim at teaching how one can do successful original empirical research. Unfortunately, no one has yet discovered how to communicate this skill impersonally. Practicing econometricians may also find the integrated presentation of simultaneous equations estimation theory and spectral analysis a convenient reference.

Free Download Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R
English | 2024 | ISBN: 3031531418 | 256 Pages | PDF | 12 MB
Taking a concise, non-technical approach, the book covers topics including simple regression and hypothesis testing, multiple regression with control variables and isolating effects, instrumental variables, dummy variables, non-linear effects, probability models, heteroskedasticity, time series analysis, and other applied statistical tools such as t-tests and chi squared tests. The book uses small data sets to easily facilitate students’ transition from manual statistical calculations to using and understanding statistical software, including step-by-step examples of regression analysis, as well as additional chapters to aid with econometric notation and mathematical prerequisites, and accompanying online exercises and data sets. This book will be a valuable resource for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in business administration and other fields of study in social sciences utilising quantitative methods. Graduate students may also benefit from the book.

Free Download The Econometrics of Multi-dimensional Panels: Theory and Applications
English | 2024 | ISBN: 3031498488 | 561 Pages | PDF (True) | 12 MB
This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. In light of the big data revolution and the emergence of higher dimensional panel data sets, it provides new results to synthesize existing knowledge on the field. The first, theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.

Free Download Frank Westhoff, "An Introduction to Econometrics: A Self-Contained Approach"
English | ISBN: 0262019221 | 2013 | 874 pages | PDF | 12 MB
An introductory textbook (requiring no previous knowledge of probability and statistics) that offers students a solid foundation in regression analysis.

Free Download M. Kenan Terzioğlu, "Advances in Econometrics, Operational Research, Data Science and Actuarial Studies: Techniques and Theories "
English | ISBN: 3030852539 | 2022 | 625 pages | PDF | 12 MB
This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields.