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 everymajor 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.
General
| Imprint: |
Springer-Verlag New York
|
| Country of origin: |
United States |
| Series: |
Dynamic Modeling and Econometrics in Economics and Finance, 9 |
| Release date: |
August 2006 |
| First published: |
2006 |
| Authors: |
Joseph Plasmans
|
| Dimensions: |
235 x 155 x 23mm (L x W x T) |
| Format: |
Hardcover
|
| Pages: |
382 |
| Edition: |
1st ed. 2006. Corr. 2nd printing 2006 |
| ISBN-13: |
978-0-387-25760-0 |
| Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
Promotions
|
| LSN: |
0-387-25760-8 |
| Barcode: |
9780387257600 |
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