Developing Econometrics

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John Wiley & Sons, Dec 12, 2011 - Business & Economics - 467 pages
Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation.
  • Provides a detailed description of computer algorithms.
  • Provides recently developed computational tools useful for data mining
  • Highlights recent advances in statistical theory and methods that benefit econometric practice.
  • Features examples with real life data.
  • Accompanying software featuring DASC (Data Analysis and Statistical Computing).

Essential reading for practitioners in any area of econometrics; business analysts involved in economics and management; and Graduate students and researchers in economics and statistics.

 

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Contents

BSE Index Data
22
Independent Variables in Linear Regression Models
29
Alternative Structures of Residual Error in Linear Regression Models
83
Discrete Variables and Nonlinear Regression Model
129
Regression Model
164
Nonparametric and Semiparametric Regression Models
193
Simultaneous Equations Models and Distributed Lag Models
215
Stationary Time Series Models
253
Multivariate and Nonstationary Time Series Models
297
Multivariate Statistical Analysis and Data Analysis
357
Summary and Further Discussion
415
Index
461
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About the author (2011)

Hengqing Tong, Department of Mathematics, Wuhan University of Technology, P.R.China

T. Krishna Kumar, Indian Institute of Management, Samkhya Analytica India Private Limited, Bangalore, India

Yangxin Huang, Department of Epidemiology and Biostatistics, University of South Florida, USA

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