Tag: Econometrics

Applied Statistics and Econometrics


Free Download Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R
English | 2024 | ISBN: 3031531418 | 256 Pages | PDF | 12 MB
Taking a concise, non-technical approach, the book covers topics including simple regression and hypothesis testing, multiple regression with control variables and isolating effects, instrumental variables, dummy variables, non-linear effects, probability models, heteroskedasticity, time series analysis, and other applied statistical tools such as t-tests and chi squared tests. The book uses small data sets to easily facilitate students’ transition from manual statistical calculations to using and understanding statistical software, including step-by-step examples of regression analysis, as well as additional chapters to aid with econometric notation and mathematical prerequisites, and accompanying online exercises and data sets. This book will be a valuable resource for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in business administration and other fields of study in social sciences utilising quantitative methods. Graduate students may also benefit from the book.

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The Econometrics of Multi-dimensional Panels (2nd Edition)


Free Download The Econometrics of Multi-dimensional Panels: Theory and Applications
English | 2024 | ISBN: 3031498488 | 561 Pages | PDF (True) | 12 MB
This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. In light of the big data revolution and the emergence of higher dimensional panel data sets, it provides new results to synthesize existing knowledge on the field. The first, theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.

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Advances in Econometrics, Operational Research, Data Science and Actuarial Studies Techniques and Theories


Free Download M. Kenan Terzioğlu, "Advances in Econometrics, Operational Research, Data Science and Actuarial Studies: Techniques and Theories "
English | ISBN: 3030852539 | 2022 | 625 pages | PDF | 12 MB
This volume presents techniques and theories drawn from mathematics, statistics, computer science, and information science to analyze problems in business, economics, finance, insurance, and related fields.

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Econometrics Statistical Foundations and Applications


Free Download Econometrics: Statistical Foundations and Applications by Phoebus J. Dhrymes
English | PDF | 1974 | 605 Pages | ISBN : 0387900950 | 101.4 MB
T his book was written, primarily, for the graduate student in econo- metrics. Its purpose is to provide a reasonably complete and rigorous exposition of the techniques frequently employed in econometric research, beyond what one is likely to encounter in an introductory mathematical statistics course. It does not aim at teaching how one can do successful original empirical research. Unfortunately, no one has yet discovered how to communicate this skill impersonally. Practicing econometricians may also find the integrated presentation of simultaneous equations estimation theory and spectral analysis a convenient reference.

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The Hitchhiker’s Guide to Econometrics


Free Download The Hitchhiker’s Guide to Econometrics: Based on the famous R programming language
English | 2023 | ISBN: n/a | 187 Pages | PDF (True) | 2.2 MB
For every exercise I did my best to connect the specific statistical concepts with R code, and every time I use linear algebra I connect it with a concrete R example. In this book you will not find something such as "this is left as an exercise to the reader".

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