Econometrics by Hayashi, Fumio. Stock Image. Item Description: Princeton University Press, United States, 2. Hayashi s Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph. D. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time- series and cross- section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first- year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands- on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Econometrics by Fumio Hayashi, 9781400823833, available at Book Depository with free delivery worldwide. Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. It covers all the standard. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no- compromise treatment of the basic techniques is a good preparation for more advanced theory courses. Hayashi s Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph. D. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time- series and cross- section analysis fully, giving the reader a unified framework for understanding and integrating results. Fumio Hayashi - Econometrics - Buchhandel.de - B My homepage has moved to: here. My fax number is 1-801-469-0086 (US number). Read Econometrics by Fumio Hayashi with Kobo. Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first- year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands- on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no- compromise treatment of the basic techniques is a good preparation for more advanced theory courses. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. This Book is in Good Condition. Clean Copy With Light Amount of Wear. Summary: Econometricsstrikes a good balance between technical rigor and clear exposition. The use of empirical examples is well done throughout. I very much like the use of old 'classic' examples. It gives students a sense of history- -and shows that great empirical econometrics is a matter of having important ideas and good data, not just fancy new methods. The style is just great, informal and engaging. Brand New, Unread Copy in Perfect Condition. Summary: Econometricsstrikes a good balance between technical rigor and clear exposition. The use of empirical examples is well done throughout. I very much like the use of old 'classic' examples. It gives students a sense of history- -and shows that great empirical econometrics is a matter of having important ideas and good data, not just fancy new methods. The style is just great, informal and engaging. BRAND NEW, Econometrics, Fumio Hayashi, Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph. D. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time- series and cross- section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first- year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands- on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no- compromise treatment of the basic techniques is a good preparation for more advanced theory courses. US Edition Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY- NO ACCESS CODE, NO CD, Ships with Emailed Tracking from USA.
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