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Semiparametric and Nonparametric Methods in Econometrics
Springer 2009; US$ 89.95Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and... more...
Econometrics
Princeton University Press 2011; US$ 115.00Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration.... more...
Econometric Applications of Maximum Likelihood Methods
Cambridge University Press 1986; US$ 27.00The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before. more...
Finite Sample Econometrics
OUP Oxford 2004; US$ 64.99This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course... more...
The Econometrics of Individual Risk
Princeton University Press 2011; US$ 110.00The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction,... more...
Evaluating Econometric Forecasts of Economic and Financial Variables
Palgrave Macmillan 2005; US$ 45.00Financial econometrics is one of the greatest on-going success stories of recent decades, as it has become one of the most active areas of research in econometrics. In this book, Michael Clements presents a clear and logical explanation of the key concepts and ideas of forecasts of economic and financial variables. He shows that forecasts of the single... more...
An Information Theoretic Approach to Econometrics
Cambridge University Press 2011; US$ 30.00Intended to provide the reader with a firm conceptual and empirical understanding of basic information-theoretic econometric models and methods. more...
Econometric Modeling
Princeton University Press 2012; US$ 72.50Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical... more...
Econometric Modelling with Time Series
Cambridge University Press 2012; US$ 72.00This book provides a general framework for specifying, estimating and testing time series econometric models. more...
Microfoundations and Macroeconomics
Routledge 2000; US$ 44.95This book constructs a systematic presentation of what Austrian macroeconomics would look like. The book is original and highly accessible and will appeal to professional economists and students. more...









