- Modern Linear and Nonlinear Econometrics
- Springer US
- Published Date:
- Product Dim.:
- 9.25 H x 6.10 W (inches)
Modern Linear and Nonlinear Econometrics
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.
Special Offers and Promotions
Our print to order bookstore saves you money. There are currently no special offers for Modern Linear and Nonlinear Econometrics
Thank you for selecting our online bookstore. Currently, there are no editorial book reviews for Modern Linear and Nonlinear Econometrics
About Pubgraphics Direct
PGDirect is an online bookstore that has embraced the concept of direct to consumer selling for self-published books, softcover and hardcover books, specialty books, children's books, hard to find books, college textbooks, print on demand books and more.