Advanced Econometrics Course
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Advanced Econometrics
Author: Takeshi Amemiya
language: en
Publisher: Harvard University Press
Release Date: 1985
The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
A Course in Econometrics
Author: Arthur Stanley Goldberger
language: en
Publisher: Harvard University Press
Release Date: 1991
This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology. A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions. A Course in Econometrics thoroughly covers the fundamentals--classical regression and simultaneous equations--and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter. Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real microdata analyses, and all are ideally suited to use as homework and test questions.
Advanced Econometrics
"Advanced Econometrics: Methods and Practical Uses" teaches you how econometrics is applied in real life. Far from being purely theoretical, this guide is invaluable for practicing econometrics. The book specializes in regression analysis, making it a go-to resource for those wanting to master this technique. Whether you're an economist, a Ph.D. student solving economic problems, or simply interested in understanding regression analyses, this book is a must-read. It's designed for individuals deeply involved with econometrics but is accessible to students and instructors alike. We cover topics such as quantile regression, regression-discontinuity designs, and standard errors, providing tools used by applied researchers. The book also includes numerous empirical examples that offer practical insights.