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Introductory Econometrics: A Modern Approach
Jeffrey Wooldridge
0324289782
July 2005
Textbook Hardcover
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Book Description
The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the text, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.

Book Info
Text recognizing that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. Bridges the gap...


Economic Statistics and Econometrics
Thad W. Mirer
002381831X
Oct 1994
Paperback
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Book Description
Combines technique with application using real data sets. The core of the book (Chapters 1-13) covers the basic statistical concepts necessary for econometrics with an emphasis on regression analysis. Part V is a treatment of advanced econometrics theory.

The publisher, Prentice Hall Business Publishing
Designed for courses in economic statistics and introductory econometrics that aim to mix the development of technique with its application to real economic analysis. The text emphasizes formulating and interpreting regression models in economics, rather than on deriving and presenting technical material. It covers only those statistical topics that constitute a foundation for basic econometrics, and treats regression models in detail.


Introductory Econometrics with Applications
Ramanathan
0030343429
Mar 2002
Hardcover
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Book Description
Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The author?s ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place.


Guide to Econometrics
Peter Kennedy
026261183X
June 2003
Textbook Paperback
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Book Description
A Guide to Econometrics has established itself as a preferred text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that characterize most econometrics textbooks.

The fifth edition has two major additions, a chapter on panel data and an innovative chapter on applied econometrics. Existing chapters have been revised and updated extensively, particularly the specification chapter (to coordinate with the applied econometrics chapter), the qualitative dependent variables chapter (to better explain the difference between multinomial and conditional logit), the limited dependent variables chapter (to provide a better interpretation of Tobit estimation), and the time series...


Introduction to Econometrics

0201715953


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Book Description
Introduction to Econometrics JAMES H. STOCK (Harvard University) and MARK W. WATSON (Princeton University) #147Econometrics opens a window on our complicated world that lets us see the relationship on which people, businesses, and governments base their decisions. #148 #151From the Preface In this new textbook by distinguished econometricians James H. Stock and Mark W. Watson, real-world questions and data from actual empirical studies #147open a window #148 through which the vitality and relevance of econometrics come into clear focus. The breadth of topics - including an introduction to program evaluation, panel data methods, instrumental variables regression, and regression with time series data - reflects the best of contemporary applied econometrics. REVIEWER PRAISE FOR INTRODUCTION TO ECONOMETRICS:...


Analysis of Panel Data

0521522714


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Review
"Cheng Hsiao has made many significant and important contributions to panel data econometrics, both methodological and applied, beginning with his 1972 dissertation, in numerous articles, and in his masterful and magisterial 1986 monograph, long a standard reference and popular graduate text. (cont.)

Not only has Hsiao significantly revised the material covered in his original monograph, he has added major new chapters on nonlinear panel models of discrete choice and sample selection, and included new material on the Bayesian treatment of models with fixed and random coefficients, pseudopanels, simulation methods of estimation, and more extensive treatment of dynamic models. Throughout, Hsiao provides applied examples, which greatly enhance the reader's understanding and intuition. The clarity of his exposition and...



Understanding Econometrics with Economic Applications
Dennis Halcoussis
0030348064
July 2004
Hardcover
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Book Description
Covering all of the main topics, including panel data, that are expected in first econometrics course, Understanding Econometrics uses a new, understandable approach that explains theory intuitively in English, not through a series of mathematical derivations. Recognizing that most students will not be doing economics graduate work, but that they may well need to understand econometrics and how to apply it, this new text focuses on the connection between theory and practice. The text uses a simplified notation system and examples that are integrated with the explanations of the material, fostering comprehension so that the instructor can focus more readily on theory and applications.

About the Author
Dennis Halcoussis has been teaching for 12 years, at California State...


Schaum's Outline of Statistics and Econometrics
Dominick Salvatore
0071348522
October 2001
Paperback
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Book Description
- The updated and expanded second edition of the internationally bestselling guide to principles and practices for undergraduate business and economics students taking mandatory economics statistics courses.- Features four new sections-;on nonparametric tests, the Logit Model, the Probit Model, and causality tests-;complete with new models and tests used in financial econometrics, and a new chapter on time series econometrics- Over 100,000 students enrolled annually- Includes numerous examples, completely worked problems, supplementary problems, and two full-length self-examinations

Book Info
Updated and expanded second edition of the internationally bestselling guide to principles and practices for undergraduate business and economics students taking mandatory...


Deflation
Chris Farrell
0060576456
May 2004
Hardcover
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From Booklist
The mere mention of the word deflation brings to mind the specter of the Great Depression: falling prices means consumers hold off making purchases, waiting for prices to go lower; demand for goods and services falters, profits disappear, and companies begin massive layoffs; the default rate on loans increases, causing bank failures, and so on, in a lethal economic downturn. The fear of deflation is so great that economists dare not even mention the word; but when Alan Greenspan recently used the phrase "an unwelcome substantial fall in inflation," everyone knew he meant the d word, and it sent shock waves through the economic community. Yet Farrell explains that much of the economy is already in a deflationary trend at places such as Wal-Mart and on the Internet and shows why falling prices have long been...


Why We Buy: The Science of Shopping
Paco Underhill
0684849143
June 2000
Paperback
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Book Review
In an effort to determine why people buy, Paco Underhill and his detailed-oriented band of retail researchers have camped out in stores over the course of 20 years, dedicating their lives to the "science of shopping." Armed with an array of video equipment, store maps, and customer-profile sheets, Underhill and his consulting firm, Envirosell, have observed over 900 aspects of interaction between shopper and store. They've discovered that men who take jeans into fitting rooms are more likely to buy than females (65 percent vs. 25 percent). They've learned how the "butt-brush factor" (bumped from behind, shoppers become irritated and move elsewhere) makes women avoid narrow aisles. They've quantified the importance of shopping baskets; contact between employees and shoppers; the "transition zone" (the area just inside the...


Deflation
Chris Farrell
0060576464
Sept 2005
Paperback
·
 
From Booklist
The mere mention of the word deflation brings to mind the specter of the Great Depression: falling prices means consumers hold off making purchases, waiting for prices to go lower; demand for goods and services falters, profits disappear, and companies begin massive layoffs; the default rate on loans increases, causing bank failures, and so on, in a lethal economic downturn. The fear of deflation is so great that economists dare not even mention the word; but when Alan Greenspan recently used the phrase "an unwelcome substantial fall in inflation," everyone knew he meant the d word, and it sent shock waves through the economic community. Yet Farrell explains that much of the economy is already in a deflationary trend at places such as Wal-Mart and on the Internet and shows why falling prices have long been...


Econometric Analysis
William H. Greene
0130661899
September 2002
Textbook Hardcover
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Book Description
Introduces students to applied econometrics- including basic techniques in regression analysis and some of the rich variety of models that are used.

Card catalog description
"Currently the standard source in Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics, to name just a few, the fourth edition of Econometric Analysis provides a comprehensive survey of econometrics, with significant pedagogical work that will continue to serve as a modern, up-to-date text and reference for future practitioners."--BOOK JACKET. --This text refers to an out of print or unavailable edition of this title.

See all Editorial Reviews


Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
Ruey S. Tsay
0471690740
August 30, 2005
Hardcover
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Review
"...an excellent account of financial time series...[for] students and especially to practitioners, who really need a book with enough...theoretical concepts...but also with plenty of intuitive insight of how exactly these models work…" (MAA Reviews, January 2, 2006)

Book Description
Gain the statistical tools and techniques you need to understand today's financial markets with the Second Edition of this critically acclaimed book.

Youll find a comprehensive and systematic introduction to financial econometric models and their applications in modeling and predicting financial time series data. This edition continues to emphasize empirical financial data and focuses on real-world examples. Youll master key aspects of financial time series, including volatility...



Econometrics
Fumio Hayashi
0691010188
December 2000
Textbook Hardcover
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Review
Dale Jorgensen, Harvard University : Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics.
Jerry A. Hausman, Massachusetts Institute of Technology : Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the...


Econometric Models and Economic Forecasts
Robert S. Pindyck
0070259402
Nov 1997
Paperback
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Econometric Analysis of Cross Section and Panel Data (Solutions Manual and Supplementary Materials)
Jeffrey M. Wooldridge
0262232332
September 2003
Paperback
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Book Description
This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001). Already established as a leading graduate econometrics text, the book offers an intuitive yet rigorous treatment of two methods used in econometric research, cross section and panel data techniques. The numerous end-of-chapter problems are an important component of the book, encouraging the student to use the analytical tools presented in the text. This manual contains answers to selected problems, new examples, and supplementary materials designed by the author. Users of the textbook will find the manual a necessary adjunct to the book.

About the Author
Jeffrey M. Wooldridge is University Distinguished Professor of...


Basic Econometrics
Damodar N. Gujarati
0071139648
Apr 2000
Paperback
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Return on Customer : Creating Maximum Value From Your Scarcest Resource
Don Peppers, Martha Rogers
0385510306
June 21, 2005
Hardcover
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Review

“Finally – a business metric that can drive better management and higher stock price. I predict soon you’ll be hard pressed to find a company that isn’t tracking ROC.”
—Larry Kudlow, co-host of CNBC’s “Kudlow & Cramer”

“Books like this come only once a decade – a conceptual breakthrough that makes instant sense, combined with the toolkit to apply it well. Stunning insight.”
—Scott Cook, founder of Intuit

Book Description
Internationally acclaimed business gurus and best-selling authors Don Peppers and Martha Rogers kicked off the CRM revolution and changed the landscape of business competition with their classic bestseller, The One to One Future. Now, in Return on...



Time Series Analysis
James Douglas Hamilton
0691042896
January 11, 1994
Hardcover
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Review
John H. Cochrane, University of Chicago : I am extremely enthusiastic about this book. I think it will quickly become a classic. Like Sargent's and Varian's texts, it will be a centerpiece of the core cirriculum for graduate students.

Review
A carefully prepared and well written book. . . . Without doubt, it can be recommended as a very valuable encyclopedia and textbook for a reader who is looking for a mainly theoretical textbook which combines traditional time series analysis with a review of recent research areas.

See all Editorial Reviews


Econometric Analysis of Cross Section and Panel Data
Jeffrey M. Wooldridge
0262232197
October 2001
Textbook Hardcover
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Book Description
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.

The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some...


An Introduction to the Structural Econometrics of Auction Data
Harry J. Paarsch
0262162350
January 2006
Hardcover
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Book Description
This text, intended for both graduate students and professional researchers, is an effective, concise introduction to the structural econometrics of auctions. Tools from recent developments in theoretical econometrics are combined with established numerical methods to provide a practical guide to most of the main concepts in the empirical analysis of field data from auctions. Among other things, the text is remarkable for a large number of mathematical problems and computer exercises for which sample solutions are provided at the end of the book. In the case of the computer exercises, sample code written in Matlab provides a ready-made toolbox that allows readers to implement many existing empirical specifications efficiently.

In the first two chapters, the authors introduce several important issues in the...


An Introduction to High-Frequency Finance
Ramazan Gen¿ay, et al
0122796713
May 2001
Hardcover
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Review
"The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work."
Paul Embrechts, Professor of Mathematics, ETH Zurich

Review
"The authors have shaped the field of high-frequency data in finance; the text provides an excellent summary of their pioneering work."
—Paul Embrechts, Professor of Mathematics, ETH Zurich

See all Editorial Reviews


Basic Econometrics
Damodar N. Gujarati
0072427922
June 2002
Paperback
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Microeconometrics: Methods and Applications
A. Colin Colin Cameron
0521848059
May 2005
Textbook Hardcover
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Review
'This book presents an elegant and accessible treatment of the broad range of rapidly expanding topics currently being studied by microeconometricians. Thoughtful, intuitive, and careful in laying out central concepts of sophisticated econometric methodologies, it is not only an excellent textbook for students, but also an invaluable reference text for practitioners and researchers.' Cheng Hsiao, University of Southern California
'I wish Microeconometrics was available when I was a student! Here, in one place - and in clear and readable prose - you can find all of the tools that are necessary to do cutting-edge applied economic analysis, and with many helpful examples.' Alan Krueger, Princeton University
'Cameron and Trivedi have written a remarkably thorough and up-to-date treatment of microeconometric methods. This is...


Introduction to the Mathematics of Financial Derivatives
Salih N. Neftci
0125153929
April 2000
Hardcover
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John Hull, University of Toronto
"An excellent treatment of the mathematics underlying the pricing of derivatives." --This text refers to an out of print or unavailable edition of this title.

Review
Praise for the First Edition:
"An excellent treatment of the mathematics underlying the pricing of derivatives."
- John Hull, University of Toronto, Canada

"This book will be a major convenience to derivatives traders, risk managers, and other users and developers of derivatives models. It greatly reduces the cost of entry into the mathematical world of valuation, hedging, and risk measurement for derivatives positions."
- J. Darrell Duffie, Stanford University

"As an introduction to the mathematics underlying the pricing of derivatives, the book succeeds admirably."
-...


Basic Econometrics
Damodar N. Gujarati
0072478527
Mar 2002
Hardcover
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Book Description
Gujarati’s Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text.


Convex Optimization
Stephen Boyd, Lieven Vandenberghe
0521833787
March 8, 2004
Hardcover
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Review
'Boyd and Vandenberghe have written a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics: Convex Optimization is a very readable introduction to this modern field of research.' Mathematics of Operations Research
'... a beautiful book that I strongly recommend to everyone interested in optimization and computational mathematics ... a very readable and inspiring introduction to this modern field of research. I recommend it as one of the best optimization textbooks that have appeared in the last years.' Mathematical Methods of Operations Research
'I highly recommend it either if you teach nonlinear optimization at the graduate level for a supplementary reading list and for your library, or if you solve optimization problems and wish to know more about solution...

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