Browsing by Subject Econometrics

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  • TVS.005497_TT_(The R Series) Christopher P. Adams - Learning Microeconometrics with R-CRC Press (2020).pdf.jpg
  • Sách/Book


  • Authors: Adams, Christopher P (2020)

  • This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the general reader with the equivalent of a bachelor's degree in economics, statistics or some more technical field. It covers the standard tools of microeconometrics, OLS, instrumental variables, Heckman selection and difference in difference. In addition, it introduces bounds, factor models, mixture models and empirical Bayesian analysis"

  • TVS.005486_TT_R. Carter Hill, William E. Griffiths, Guay C. Lim - Principles of Econometrics, 4th Edition  -Wiley (2011).pdf.jpg
  • Sách/Book


  • Authors: Hill, R. Carter (2011)

  • Designed to arm finance professionals with an understanding of why econometrics is necessary, this book also provides them with a working knowledge of basic econometric tools. The fourth edition has been thoroughly updated to reflect the current state of economic and financial markets. New discussions are presented on Kennel Density Fitting and the analysis of treatment effects. A new summary of probability and statistics has been added. In addition, numerous new end-of-chapter questions and problems have been integrated throughout the chapters. This will help finance professionals apply basic econometric tools to modeling, estimation, inference, and forecasting through real world pro...