Articles liés à Time Series Econometrics: Learning Through Replication
Synopsis
Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.
This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.
The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
"How to best start learning time series econometrics? Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience."
--Professor Sokbae "Simon" Lee, Columbia University, Co-Editor of Econometric Theory and Associate Editor of Econometrics Journal.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos de l?auteur
John Levendis is Professor of Business Analytics and Economics and holder of the William Barnett Professorship in Free Enterprise Studies at Loyola University New Orleans (US). Professor Levendis earned his Ph.D. in Economics from the University of Iowa. He has taught at Cornell College, the Economics University of Prague, the University of Iowa, and Southeastern Louisiana University.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
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Springer, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
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hardcover. Etat : Very Good. Cover and edges may have some wear. N° de réf. du vendeur mon0003685751
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Time Series Econometrics : Learning Through Replication
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Springer International Publishing AG, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
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Time Series Econometrics
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Springer International Publishing, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Revised and updated for the 2nd editionFacilitates a practical understanding of econometrics Provides several worked-out examples that enable a more hands-on approach to learning the subject matterJohn Levendis is Professor of Bu. N° de réf. du vendeur 884945595
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Time Series Econometrics : Learning Through Replication
Edité par
Springer International Publishing, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.'How to best start learning time series econometrics Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience.'--Professor Sokbae 'Simon' Lee, Columbia University, Co-Editor ofEconometric Theoryand Associate Editor ofEconometrics Journal. N° de réf. du vendeur 9783031373091
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Time Series Econometrics
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Springer International Publishing Okt 2023, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.'How to best start learning time series econometrics Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience.'--Professor Sokbae 'Simon' Lee, Columbia University, Co-Editor ofEconometric Theoryand Associate Editor ofEconometrics Journal. 504 pp. Englisch. N° de réf. du vendeur 9783031373091
Quantité disponible : 1 disponible(s)
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Time Series Econometrics : Learning Through Replication
Edité par
Springer, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
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Time Series Econometrics
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Springer International Publishing Dez 2023, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
Neuf
Buch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Neuware -Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.¿How to best start learning time series econometrics Learning by doing. This is the ethos of this book. What makes this book useful is that it provides numerous worked out examples along with basic concepts. It is a fresh, no-nonsense, practical approach that students will love when they start learning time series econometrics. I recommend this book strongly as a study guide for students who look for hands-on learning experience.'Professor Sokbae 'Simon' Lee, Columbia University, Co-Editor of Econometric Theory and Associate Editor of Econometrics Journal.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 504 pp. Englisch. N° de réf. du vendeur 9783031373091
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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
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Etat : New. N° de réf. du vendeur I-9783031373091
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Time Series Econometrics : Learning Through Replication
Edité par
Springer, 2023
ISBN 10 : 303137309X
ISBN 13 : 9783031373091
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 46502603
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