The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are:
-A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools.
-Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others.
-Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet.
What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve real world problems.
- ISBN:
- 9781441938312
- 9781441938312
-
Category:
- Econometrics
- Format:
- Paperback
- Publication Date:
-
12-12-2011
- Language:
- English
- Publisher:
- Springer-Verlag New York Inc.
- Country of origin:
- United States
- Pages:
- 382
- Dimensions (mm):
- 235x155x21mm
- Weight:
- 0.62kg
This title is in stock with our Australian supplier and should arrive at our Sydney warehouse within 2 - 3 weeks of you placing an order.
Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.
Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:
ACT Metro 2 working days
NSW Metro 2 working days
NSW Rural 2 - 3 working days
NSW Remote 2 - 5 working days
NT Metro 3 - 6 working days
NT Remote 4 - 10 working days
QLD Metro 2 - 4 working days
QLD Rural 2 - 5 working days
QLD Remote 2 - 7 working days
SA Metro 2 - 5 working days
SA Rural 3 - 6 working days
SA Remote 3 - 7 working days
TAS Metro 3 - 6 working days
TAS Rural 3 - 6 working days
VIC Metro 2 - 3 working days
VIC Rural 2 - 4 working days
VIC Remote 2 - 5 working days
WA Metro 3 - 6 working days
WA Rural 4 - 8 working days
WA Remote 4 - 12 working days
Share This Book: