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Books on the topic 'Econometric models'

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Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2024

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1

Intriligator, Michael D. Econometric models, techniques, andapplications. 2nd ed. Upper Saddle River, N.J: Prentice-Hall International, 1996.

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2

Nevezhin, Yuriy. Research of econometric models: collection of laboratory works. ru: INFRA-M Academic Publishing LLC., 2023. http://dx.doi.org/10.12737/1882574.

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The textbook is a collection of laboratory works on the sections "Study of linear econometric models", "Study of nonlinear econometric models", "Time series". Each work includes theoretical and practical parts (tasks with a possible solution). There are also tasks for independent work on each topic being studied. Meets the requirements of the federal state educational standards of higher education of the latest generation. For students studying in the field of Economics, for the purpose of practical study of the sections of the discipline "Econometrics" (bachelors) or "Econometric research" (undergraduates), graduate students of economic specialties and university teachers. It will also be useful for those who independently study issues related to econometrics or research in this field.

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3

Statistics and Econometric Models. Cambridge: Cambridge University Press, 1995.

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4

Gruber, Josef, ed. Econometric Decision Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-51675-7.

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5

1948-, Fischer Joachim, ed. Macro-econometric models. 2nd ed. Aldershot, Hants, England: Avebury, 1992.

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6

K, Puttaswamaiah, ed. Econometric models: Techniques and applications. New Delhi: Indus, 1994.

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7

Congress, Econometric Society World. Advances in econometrics. Cambridge [Cambridgeshire]: Cambridge University Press, 1987.

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8

Congress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1994.

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9

Congress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge: Cambridge University Press, 1987.

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10

Statistics and econometric models. Cambridge: Cambridge University Press, 1995.

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11

Statistics and econometric models. Cambridge [England]: Cambridge University Press, 1995.

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12

K, Andrews Donald W., Stock James H, and Rothenberg Thomas J, eds. Identification and inference for econometric models. New York, NY: Cambridge University Press, 2005.

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13

1936-, Bodkin Ronald G., and Hsiao Cheng 1943-, eds. Econometric models, techniques, and applications. 2nd ed. Upper Saddle River, NJ: Prentice Hall, 1996.

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14

Pötscher, Benedikt M., and Ingmar R. Prucha. Dynamic Nonlinear Econometric Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 1997. http://dx.doi.org/10.1007/978-3-662-03486-6.

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15

1963-, Franses Philip Hans, and Montgomery A, eds. Econometric models in marketing. Amsterdam: JAI, 2002.

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16

Econometric and forecasting models. Lewiston, N.Y: Edwin Mellen, 2013.

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17

Hendry, David F. Econometrics: Alchemy or science? : essays in econometric methodology. Oxford, UK: B. Blackwell, 1993.

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18

Hendry, David F. Econometrics: Alchemy or science? : essays in econometric methodology. Oxford, UK: Oxford University Press, 2000.

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19

Babeshko, Lyudmila, Mihail Bich, and Irina Orlova. Econometrics and econometric modeling. ru: INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1141216.

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The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag structure of variables. Methods of linearization and estimation of nonlinear models are considered. An apparatus for evaluating systems of simultaneous and apparently unrelated equations is presented. Attention is paid to time series models. Detailed solutions of the examples in Excel and the R software environment are included. Meets the requirements of the federal state educational standards of higher education of the latest generation. For undergraduate and graduate students studying in the field of "Economics", the curriculum of which includes the disciplines "Econometrics"," Econometric Modeling","Econometric research".

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20

Econometric model selection: A new approach. Dordrecht: Kluwer Academic, 1989.

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21

Terry, Barker, and Pesaran M. Hashem 1946-, eds. Disaggregation in econometric modelling. London: Routledge, 1990.

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22

1942-, Gilli Manfred, and IFAC-Meeting on 'Computational Methods in Economics and Finance' (1994 : Amsterdam, Netherlands), eds. Computational economic systems: Models, methods & econometrics. Boston, MA: Kluwer Academic Publishers, 1996.

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23

Pindyck, Robert S. Econometric models and economic forecasts. 3rd ed. New York: McGraw-Hill, 1991.

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24

L, Rubinfeld Daniel, ed. Econometric models and economic forecasts. 4th ed. Boston, Mass: Irwin/McGraw-Hill, 1998.

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25

Ichimura, Shinichi, and Mitsuo Ezaki, eds. Econometric Models of Asian Link. Tokyo: Springer Japan, 1985. http://dx.doi.org/10.1007/978-4-431-68028-4.

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26

Geweke, John. Complete and incomplete econometric models. Princeton: Princeton University Press, 2010.

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27

Complete and incomplete econometric models. Princeton: Princeton University Press, 2010.

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28

Taylor, J. Edward. Immigration in California econometric models. Sacramento, Calif.]: Employment Development Dept., 1990.

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29

1952-, Neese John W., and Hollinger Peter 1952-, eds. Structural sensitivity in econometric models. New York: Wiley, 1985.

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30

Pindyck, Robert S. Econometric models and economic forecasts. 4th ed. Boston, MA: McGraw, 1998.

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31

L, Rubinfeld Daniel, ed. Econometric models and economic forecasts. 3rd ed. New York: McGraw-Hill, 1991.

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32

Franses, Philip Hans. Periodic time series models. Oxford: Oxford University Press, 2004.

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33

Specifying and diagnostically testing econometric models. 2nd ed. Westport, Conn: Quorum Books, 1997.

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34

Specifying and diagnostically testing econometric models. New York: Quorum Books, 1991.

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35

B, Fomby Thomas, and Hill R. Carter, eds. Maximum likelihood estimation of misspecified models: Twenty years later. Amsterdam: Elsevier/JAI, 2003.

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36

Introductory econometrics: A modern approach. 4th ed. Mason, OH: South Western, Cengage Learning, 2009.

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37

Goldberger, Arthur S. Econometric theory. Ann Arbor, MI: UMI Books on Demand, 1998.

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38

International Symposium in Economic Theory and Econometrics (3rd 1986 Austin, Tex.). Dynamic econometric modeling. Cambridge [Cambridgeshire]: Cambridge University Press, 1988.

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39

Continuous time econometric modelling. Oxford [England]: Oxford University Press, 1990.

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40

H, Stock James, Andrews Donald W. K, and Rothenberg Thomas J, eds. Identification and inference for econometric models: Essays in honor of Thomas Rothenberg. Cambridge, UK: Cambridge University Press, 2005.

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41

Anindya, Banerjee, ed. Co-integration, error correction, and the econometric analysis of non-stationary data. New York: Oxford University Press, 1993.

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42

L, Carter R. A., Dutta Jayasri, and Ullah Aman, eds. Contributions to econometric theory and application: Essays in honour of A.L. Nagar. New York: Springer-Verlag, 1990.

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43

Risto, Heijmans, Neudecker Heinz, and Cramer J. S. 1928-, eds. The Practice of econometrics: Studies on demand, forecasting, money, and income. Dordrecht: Kluwer Academic, 1987.

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44

White, Halbert. Estimation, inference, and specification analysis. Cambridge: Cambridge University Press, 1994.

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45

Mendez, Santiago A. Econometrics: New research. Hauppauge, N.Y: Nova Science Publishers, 2011.

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46

Puttaswamaiah, K. Econometric Models. Indus Publishing Company,India, 2002.

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47

Roman, Antonio Pulido San, and Julian Perez Garcia. Modelos Econometricos / Econometric Models (Economia Y Empresa / Economy and Business). Piramide, 2001.

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48

Choo, Eugene, and Matthew Shum, eds. Structural Econometric Models. Emerald Group Publishing Limited, 2013. http://dx.doi.org/10.1108/s0731-9053(2013)31.

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49

Pindyck. Dd+ Econometric Models. McGraw-Hill Education - Europe, 1994.

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50

Hill, Carter, Thomas Fomby, Eugene Choo, and Matthew Shum. Structural Econometric Models. Emerald Publishing Limited, 2014.

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