Econometrics Foundations

Ron C. Mittelhammer, George G. Judge, Douglas J. Miller

756 pages, parution le 27/04/2004

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Résumé

This integrated textbook and CD-ROM develop step by step a modern approach to econometric problems. Aimed at upper-level undergraduates, graduate students, and professionals, they describe the principles and procedures for processing and recovering information from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. The text provides a complete working knowledge of a rich set of estimation and inference tools for mastery of such data, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The CD-ROM contains reviews of probability theory and principles of classical estimation and inference in text-searchable electronic documents, a review ofhandling ill-posed inverse problems, an interactive Matrix Review Manual with Gauss software, an electronic Examples Manual, and solutions to the questions and problems in the text. An electronic tutorial is available separately.

L'auteur - Ron C. Mittelhammer

Ron C. Mittelhammer is a professor at Washington State University and author of Mathematical Statistics for Economics and Business {Springer-Verlag, 1996) as well as book chapters and numerous articles in refereed economics, statistics, and econometrics journals. His skill as a teacher of statistics and econometrics has evolved over more than two decades of graduate-level teaching and is documented by teaching evaluations and awards.

L'auteur - George G. Judge

George G. Judge is a professor at the University of California, Berkeley. He is the coauthor or editor of 14 books in econometrics and related fields, and author or coauthor of over 150 articles in refereed journals. A Fellow of the Econometric Society. Professor Judge's research explores specification and evaluation of statistical decision rules, improved inference methods, and parametric and semiparamctric estimation.

L'auteur - Douglas J. Miller

Douglas J. Miller is an Assistant Professor at Purdue University. Over the past five years, his primary teaching assignment has been graduate-level econometrics. He is coauthor of Maximum Entropy Econometrics: Robust Estimation with Limited Data.

Sommaire

Information Processing and Recovery
Regression Model - Estimation and inherence
Extremum Estimators and Nonlinear and Nonnormal Regression Models
Avoiding the Parametric Likelihood
Generalized Regression Models
Simultaneous Equation probability Models and general Moment-based Estimation and Inference
Model Discovery
Special Econometric Topics
Bayesian Estimation and Inference
Epilogue
CD Rom

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Ron C. Mittelhammer, George G. Judge, Douglas J. Miller
Parution	27/04/2004
Nb. de pages	756
Format	18 x 26
Couverture	Relié
Poids	1540g
Intérieur	Noir et Blanc
EAN13	9780521623940
ISBN13	978-0-521-62394-0