{"product_id":"econometrics-isbn-9780471987642","title":"Econometrics","description":"In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduates and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.\u003cbr\u003e Key features include:\u003cbr\u003e * A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle\u003cbr\u003e * An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator\u003cbr\u003e * Detailed discussion of nonparametric methods for estimating density and regression of functions\u003cbr\u003e * Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis\u003cbr\u003e * An introduction to linear exponential family and generalized linear models\u003cbr\u003e * A thorough discussion of robustness in statistical senseDie Ökonometrie oder Wirtschaftsstatistik beschäftigt sich mit der Datensammlung, Variablenmessung, der Analyse von Zusammenhängen und der Prüfung von Hypothesen. Schwerpunkte dieses Buches liegen unter anderem auf der Auswahl von geeignetem Datenmaterial und nichtparametrischen Methoden. Ergänzt wird der für fortgeschrittene Studenten gedachte Text durch zahlreiche Abbildungen, Beispiele, Übungsaufgaben und bibliographische Angaben. Preface.\u003cbr\u003e Notation.\u003cbr\u003e Regression Models.\u003cbr\u003e Sampling.\u003cbr\u003e Time Series.\u003cbr\u003e Point Estimation.\u003cbr\u003e Statistical Accuracy and Hypothesis Testing.\u003cbr\u003e The Classical Linear Model: Estimation.\u003cbr\u003e Violations of the Ideal Conditions for OLS.\u003cbr\u003e Diagnostics Based on the OLS Estimates.\u003cbr\u003e The Classical Linear Model: Hypothesis Testing.\u003cbr\u003e Asymptotic Properties of Least Squares Methods.\u003cbr\u003e The Instrumental Variables Method.\u003cbr\u003e Linear Models for Panel Data.\u003cbr\u003e Linear Simultaneous Equation Models.\u003cbr\u003e Nonparametric Methods.\u003cbr\u003e M-Estimators.\u003cbr\u003e Adaptive and Robust Regression Estimators.\u003cbr\u003e Models for Discrete Responses.\u003cbr\u003e Models for Truncated and Censored Data.\u003cbr\u003e References.\u003cbr\u003e Appendix A: Review of Linear Algebra.\u003cbr\u003e Appendix B: Methods of Numerical Maximization.\u003cbr\u003e Appendix C: Review of Probability.\u003cbr\u003e Appendix D: Elements of Asymptotic Theory.\u003cbr\u003e Index. Franco Peracchi is a Professor of Econometrics at Tor Vergata University in Rome. he received an MSc in Econometrics from the London School of Economics in 1983 and a PhD in Economics from Princeton University in 1987. His research interests include econometric theory and methods, nonparametric and robust statistical methods, and labour economics. His work has been published in leading econometric and statistical journals. In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduate and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.\u003cbr\u003e \u003cbr\u003e Key features include:\u003cbr\u003e * A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle\u003cbr\u003e * An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator\u003cbr\u003e * Detailed discussion of nonparametric methods for estimating density and regression functions\u003cbr\u003e * Emphasis on diagnostic procedures and on prediction criteria for evaluating the results of statistical analysis\u003cbr\u003e * An introduction to linear exponential family and generalized linear models\u003cbr\u003e * A thorough discussion of robustness in statistical sense.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47989100871909,"sku":"NP9780471987642","price":170.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9780471987642.jpg?v=1761782799","url":"https:\/\/k12savings.com\/es\/products\/econometrics-isbn-9780471987642","provider":"K12savings","version":"1.0","type":"link"}