INTRODUCCIÓN A LA ECONOMETRÍA – UN ENFOQUE MODERNO

Lo que me motivo a escribir la primera edición de Introducción a la econometría: un enfoque moderno fue la brecha tan amplia que existe entre la enseñanza de la materia en los cursos universitarios y la manera en la que los investigadores empíricos entienden y aplican los métodos econométricos. Quede convencido de que una introducción a la econometría desde la perspectiva de los usuarios profesionales simplificaría la exposición y haría el tema mucho más interesante.

Páginas : 890
Peso : 4mb.
Formato : PDF.
Edición : Cuarta
Año de Publicación :2009
ISBN : 978-607-481-312-8
Editorial : CENGAGE- Learning
Autor: Jeffrey M. Wooldridge

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ECONOMETRÍA CON APLICACIONES - EDUARDO GILBERTO LORÍA

En el análisis económico de los años recientes se ha perfilado cada vez con mayor claridad dos grupos de economistas, definidos y diferenciados en cuanto a su concepción, uso y confiabilidad de los métodos cuantitativos en general, y de la econometría y los modelos macroeconométricos en particular.

Páginas : 352
Peso : 28mb.
Formato : PDF.
Edición : Primera
Año de Publicación :2007
ISBN : 978-970-26-1026-6
Editorial :Pearson
Autor:Eduardo Gilberto Loría

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ECONOMETRÍA

La primera edición de Econometría se publicó hace treinta años. Con el transcurso del tiempo se registraron avances importantes en la teoría y la práctica de la econometría. En cada una de las ediciones subsiguientes traté de incorporar los principales adelantos en el campo. La quinta edición continúa con esta tradición.

Sin embargo, lo que no ha cambiado a lo largo de todos estos años es mi firme convicción de que la econometría puede enseñarse al principiante de manera intuitiva e informativa sin recurrir al álgebra matricial, el cálculo o la estadística, más allá de un nivel elemental. Parte del material es inherentemente técnico. En ese caso, lo coloqué en el apéndice correspondiente o remito al lector a las fuentes apropiadas. Incluso entonces, traté de simplificar el material técnico para que el lector pueda comprenderlo de manera intuitiva.

Páginas : 946
Peso : 5mb.
Formato : PDF.
Edición : Quinta
Año de Publicación :2010
ISBN : 978-607-15-0294-0
Editorial : McGraw-Hill
Autor: Damodar N. Gujarati, Dawn C. Porter

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HIDDEN MARKOV MODELS: APPLICATIONS TO FINANCIAL ECONOMICS

Markov chains have increasingly become useful way of capturing stochastic nature of many economic and financial variables. Although the hidden Markov processes have been widely employed for some time in many engineering applications e.g. speech recognition, its effectiveness has now been recognized in areas of social science research as well. The main aim of Hidden Markov Models: Applications to Financial Economics is to make such techniques available to more researchers in financial economics. As such we only cover the necessary theoretical aspects in each chapter while focusing on real life applications using contemporary data mainly from OECD group of countries. The underlying assumption here is that the researchers in financial economics would be familiar with such application although empirical techniques would be more traditional econometrics. Keeping the application level in a more familiar level, we focus on the methodology based on hidden Markov processes. This will, we believe, help the reader to develop more in-depth understanding of the modeling issues thereby benefiting their future research.

Páginas : 180
Peso : 1mb.
Formato : PDF.
Edición : Primera
Año de Publicación :2004
ISBN : 978-1402078996
Editorial : Springer
Autor: Ramaprasad Bhar

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A COMPANION TO THEORETICAL ECONOMETRICS

A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts.

Páginas : 736
Peso : 9mb.
Formato : PDF.
Edición : Primera
Año de Publicación :2003
ISBN : 978-1405106764
Editorial : Wiley-Blackwel
Autor Badi H. Baltagi
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STUDENT SOLUTIONS MANUAL – BASIC ECONOMETRICS

Páginas : 192
Peso : 2 mb.
Formato : DJVU.
Edición : Cuarta
Año de Publicación : 2002
ISBN : 978-0072427929
Editorial : McGraw-Hill/Irwin
Autor : Damonar Gujarati

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ECONOMETRIC APPLICATIONS OF MAXIMUM LIKELIHOOD METHODS

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.

Páginas : 224
Peso : 6 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1989
ISBN : 978-0521378574
Editorial : Cambridge University
Autor : Jan Salomon Cramer

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USING COINTEGRATION ANALYSIS IN ECONOMETRIC MODELLING

The book is pretty average. The author explains relatively well unit roots and tests on whether they are present in time series or not. When it comes to cointegration the author explains well the Engle-Granger methodology and its caveats. He also explains a dynamic approach whic is superior in terms of less bias in equation estimation and inference. However when it comes to the systems approach developed by Johansen ( a VAR approach) the explanations get confusing when it comes to testing hyptoheses. By trying to simplify too much, there is a great risk the non-knowledgeable reader can get easily lost and discouraged.

Páginas : 192
Peso : 8 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1995
ISBN : 9780133558920
Editorial : Prentice Hall

Autor : R. I. D Harris

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THE HISTORY OF ECONOMETRIC IDEAS

The History of Econometric Ideas covers the period from the late nineteenth century to the middle of the twentieth century, illustrating how economists first learned to harness statistical methods to measure and test the "laws" of economics. Though scholarly, Dr. Morgan's book is very accessible; it does not require a high level of prior statistical knowledge, and will be of interest to practicing statisticians and economists.

Páginas : 316
Peso : 12 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1991
ISBN : 978-0521424653
Editorial : Cambridge University
Autor : Mary S. Morgan

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ECONOMETRICS VOLUME 2: ECONOMETRICS AND THE COST OF CAPITAL

The essays in this volume provide a comprehensive view of applications of the cost of capital. The cost of capital is the key concept in the analysis of taxation of business income. It is also critical to the formulation of a new system of national accounts, where it plays the role of the price of capital services. Empirical measurements of productivity and economic welfare generated by these accounts underlie recent innovations in the econometric modeling of consumer and producer behavior.

Páginas : 450
Peso : 16 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 2000
ISBN : 978-0262100830
Editorial : The MIT
Autor : Lawrence J. Lau

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A PRACTICAL INTRODUCTION TO ECONOMETRIC METHODS

This book grew out of 20 years of teaching courses in econometrics at the University of the West Indies and the application of econometric methods to Caribbean economic problems. It is aimed principally at final year undergraduate students of economics or those at the graduate level doing econometrics for the first time. Practising economists, especially those who are unfamiliar with the modern techniques, will also find this text very useful due to its great emphasis on practical applications to the underlying theoretical concepts. A prerequisite to an understanding of the content is a course in the elements of statistical theory and method, such as exists for most undergraduate economics degree programmes. Some basic knowledge of matrix algebra will also be assumed, and some of it is covered in the body of the text. All the main theoretical concepts are illustrated with the use of the Eviews econometric software.

Páginas : 320
Peso :3 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 2002
ISBN : 978-9766401221
Editorial : University of the West Indies
Autor : Patrick Kent Watson, Sonja Sabita Teelucksingh

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ACCOUNTING AND CAUSAL EFFECTS: ECONOMETRIC CHALLENGES

While there is a substantial literature in labor economics and microeconometrics directed toward endogenous causal effects, causal effects have received relatively limited attention in accounting. This volume builds on econometric foundations, including linear, discrete choice, and nonparametric regression models, to address challenging accounting issues characterized by microeconomic fundamentals and equilibrium reporting choices. Both classical and Bayesian strategies for identifying and estimating accounting treatment effects are discussed extensively. This distinctive resource for researchers and students explores interactions among theory, data, and model specification considerations, and complements contemporary econometrics and statistics, as well as accounting.

Páginas : 459
Peso : 3 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 2010
ISBN : 978-1441972248
Editorial : Springer
Autor : Douglas A Schroeder

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THE STRUCTURAL ECONOMETRIC TIME SERIES ANALYSIS APPROACH

This book assembles key texts in the theory and applications of the Structural Econometric Time Series Analysis (SEMTSA) approach. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision.

Páginas : 734
Peso : 3 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 2004
ISBN : 978-0521814072
Editorial : Cambridge University
Autor : Arnold Zellner, Franz C. Palm

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SIMULATION-BASED ECONOMETRIC METHODS

This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach.

Páginas : 192
Peso : 6 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1997
ISBN : 978-0198774754
Editorial : Oxford University
Autor : Christian Gouriéroux, Alain Monfort

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STRUCTURAL ANALYSIS OF DISCRETE DATA WITH ECONOMETRIC APPLICATIONS

This book provides a methodological foundation for the analysis of economic problems involving discrete data, and charts the current frontiers of this subject. The text should be useful not only for econometricians but also for the wider community of researchers involved in the structural analysis of discrete data.

Páginas : 504
Peso : 17 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1981
ISBN : 9780262131599
Editorial : The MIT Press
Autor : Charles F. Manski, Daniel L. McFadden

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RATIONAL EXPECTATIONS AND ECONOMETRIC PRACTICE

Assumptions about how people form expectations for the future shape the properties of any dynamic economic model. To make economic decisions in an uncertain environment people must forecast such variables as future rates of inflation, tax rates, government subsidy schemes and regulations. The doctrine of rational expectations uses standard economic methods to explain how those expectations are formed. It assumes that people form expectations in an optimal way, given their limited information and all of the uncertainties of the environment. This work collects the papers that have made significant contributions to formulating the idea of rational expectations. Selections range from John F. Muth's classic essays of the early sixties to unpublished research of Muth, Gregory Chow, Robert E. Lucas, and Lars P. Hansen and Thomas J. Sargent. Most of the papers deal with the connections between observed economic behavior and the evaluation of alternative economic policies. The editors have focused on work that will be valuable for applied economists who are interested in constructing and estimating econometric models.

Páginas : 340
Peso : 17 mb.
Formato : PDF.
Edición : Primera
Año de Publicación : 1981
ISBN : 9780816610716
Editorial : University of Minnesota Pre
Autor : Robert E. Lucas Jr., Thomas J. Sargent

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MANUAL DE EVIEWS ECONOMETRIC VIEWS - VERSIONES 1.0B-2.0-3.1-4.0

El presente manual como objeto el aprendizaje del paquete econométrico EVIEWS en toda su magnitud pero antes de empezar deberemos conocer la terminología manejada en Econometría en vista a ser una ciencia exacta, para lo cual se dara algunas pautas sobre los términos claves que a continuación se desarrolla; para luego poder ingresar paso a paso al manejo del indicado software.

Páginas : 38
Peso : 2 mb.
Formato : PDF.
Edición : Primera
Año de Publicación :2003.
Autor : Jorge Edwing. Del Carpio Gonzales

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MICROECONOMETRICS - METHODS AND APPLICATIONS

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

Páginas : 1056
Peso : 6 mb.
Formato : PDF.
Edición : Primera.
Año de Publicación : 2005 .
ISBN : 978-0521848053
Editorial : Cambridge University Press
Autor : A. Colin Cameron, Pravin K. Trivedi

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AN INTRODUCTION TO MATHEMATICAL ANALYSIS IN ECONOMICS

Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory.

Páginas :668
Peso : 1.71 mb.
Formato : PDF.
Edición : Primera. Segunda.
Año de Publicación : 2009 .
ISBN :978-0691118673
Editorial :Princeton University Press
Autor : Maxwell B. Stinchcombe, Juraj Zeman

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HANDBOOK OF FINANCIAL ECONOMETRICS VOL. 2

Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propelfinancial econometric research for years. • Presents a broad survey of current research
• Contributors are leading econometricians
• Offers a clarity of method and explanation unavailable in other financial econometrics collections


Páginas : 385
Peso : 3 mb.
Formato : PDF.
Edición : Volumen 2.
Año de Publicación : 2009.
ISBN : 9780444535481
Editorial : North Holland
Autor : Yacine Aït-Sahalia, Lars Peter Hansen

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