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Topic: Econometrics


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  Econometric Links Econometrics Journal Home
Econometric methods are applied in economics, finance, marketing, criminology, operations research, climatology, geography, psychology, medicine.
This site is useful for econometric teaching purposes, see the links of the Economics Network of the Higher Education Academy (former LTSN), and biz/ed in the UK.
Conference of the Econometric Society and the New Zealand Association of Economists (NZAE).
www.econ.vu.nl /econometriclinks   (0 words)

  
  Econometrics
The first econometrics package that makes it practical for traders and analysts to directly apply econometric techniques to real-time market data.
Research is demonstrating that econometric tests and techniques can provide significant improvements in forecasting and estimation accuracy for financial markets.
The problem has been that most econometric software packages were designed for use by economists and academics working with low frequency economic data.
www.lmt-expo.com /lmt/products/econometrics.asp   (465 words)

  
  Econometrics - Wikipedia, the free encyclopedia
Econometric analysis may also be classified on the basis of the number of relationships modelled.
In many econometric contexts such single equation methods may not be able to recover estimates of causal relationships because either the dependent variable causes changes in one of the explanatory variables or because variables not included in the model cause both the dependent and at least one of the independent variables.
Econometric methods could be used to overcome these problems and estimate the underlying causal effect of education on wages.
en.wikipedia.org /wiki/Econometrics   (797 words)

  
 [No title]
Econometrics is a branch of economics that applies statistical methods to the empirical study of economic theories and relationships.
Econometrics differs from statistics done in other fields since controlled experiments are often impractical, so econometics has to frequently deal with data as is.
Arguably the most important tool of econometrics is regression analysis (for an overview of a linear implementation of this framework, see linear regression).
wikiwhat.com /encyclopedia/e/ec/econometrics.html   (454 words)

  
 econometrics - HighBeam Encyclopedia   (Site not responding. Last check: )
ECONOMETRICS [econometrics] technique of economic analysis that expresses economic theory in terms of mathematical relationships and then tests it empirically through statistical research.
The term econometrics is generally attributed to Norwegian economist Ragnar Frisch, who wrote important studies on the subject in the mid-20th cent.
In the late 1990s econometrics began to be used in advertising (where it is also called "market-mix modeling"), in which the models measure and predict sales performance.
www.encyclopedia.com /html/e/economet.asp   (413 words)

  
 econometrics. The Columbia Encyclopedia, Sixth Edition. 2001-05
The term econometrics is generally attributed to Norwegian economist Ragnar Frisch, who wrote important studies on the subject in the mid-20th cent.
The accuracy of econometric models was also questioned given their failure to predict, for example, the Asian financial failures in 1997–98.
In the late 1990s econometrics began to be used in advertising (where it is also called “market-mix modeling”), in which the models measure and predict sales performance.
www.bartleby.com /65/ec/economet.html   (295 words)

  
 Hayashi, F.: Econometrics.
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).
The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout.
press.princeton.edu /titles/6946.html   (540 words)

  
 Econometrics and the Scientific Status of Economics
Koutsoyiannis notes that "applied econometric research is concerned with the measurement of the parameters of economic relationships and with the prediction (by means of these parameters) of the values of economic variables" (Koutsoyiannis, 1978) and that there are five desirable properties of any econometric model:
As described earlier in the definition of econometrics, a process of verification is allowed for, for instance it is possible for one to construct a measure of closeness of ones estimate to the true parameter.
Econometrics models provide the ability to make predictions, the accuracy of which is constrained only by the practicing econometrician and the economic theory upon which the model is based.
www.maths.tcd.ie /pub/econrev/ser/html/allan.html   (1391 words)

  
 Field: econometrics
Econometrics is the application of statistical methodology to economics.
The Econometrics Workshop is run jointly by the University of North Carolina - Chapel Hill, Duke University, North Carolina State University, and the SAS Institute.
Guilkey is currently on the Carolina Population Center Advisory Council and is one of the CPC statistical advisors.
www.unc.edu /depts/econ/fields/econometrics.html   (1042 words)

  
 Hayashi, F.: Econometrics.
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).
The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout.
pup.princeton.edu /titles/6946.html   (540 words)

  
 SFB 504 glossary: Econometrics   (Site not responding. Last check: )
Econometrics is the field of economics that is concerned with the application of mathematical statistics and the tools of statistical inference to the empirical measurement of relationships postulated by economic theory.
The ultimate goal of an econometric exercise is to see whether an economic model is consistent with empirical (observed) behavior as reflected in the data.
Note that econometrics is mostly based on large samples, i.e., on observing economic relationships over a long period of time or for a large number of individuals at the same time (or both, as in the case of longitudinal or panel data).
www.sfb504.uni-mannheim.de /glossary/metrics.htm   (411 words)

  
 Alibris: Econometrics
Covering the essential elements of the subject of econometrics, the author also introduces and explains techniques that are now widely used in applied work, although rarely introduced in detail in non-specialist texts, such as integrated time series, cointegration, simulation analysis, Johansen's Approach to multivariate co-integration and ARCH....
Econometrics is the key research tool for the modern study of economic problems.
This major new econometrics text surveys recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity.
www.alibris.com /search/books/subject/Econometrics/page/3   (1084 words)

  
 Welcome to the Discipline of Econometrics and Business Statistics - The University of Sydney
Econometrics and Business Statistics is a dynamic, high-level grouping of specialists in econometrics and management decision sciences.
They are engaged in the development of statistical modelling procedures and their application to problems arising in economics and business.
There are significant collaborations in such areas as measuring risk in the financial markets, the modelling of consumer choice and corporate behaviour and the development of indices of political risk.
www.econ.usyd.edu.au /ecmet/welcome.htm   (330 words)

  
 UNM Economics Department: Econometrics
In the upper division econometric courses such as 408, and 409, students are involved in a hands-on computer modeling exercises, and write term papers using econometric methodology.
Our graduate level econometrics sequence is well-structured, and incoming Ph.D. level students go through a sequence of courses such as 508 (Mathematical Statistics and Econometrics), 509 (Econometrics I) and 510 (Econometrics II).
A well-rounded econometrics program offered in the department that includes many facets of modeling aspects provides a strong support for other areas of our expertise: Natural Resources and Environmental, Labor and Human Resources/Development, and Public Finance.
www.unm.edu /~econ/research/econometrics.html   (705 words)

  
 [No title]   (Site not responding. Last check: )
If econometrics researchers are serious about their newly proposed estimation methods, they should take the time to craft a generally useful MATLAB function that others could use in applied research.
The MATLAB function from the spatial econometrics library as well as other functions for working with spatial contiguity matrices will be presented along with examples of their use in spatial econometric modeling.
The spatial econometrics library functions rely on some of the utility functions and are implemented using a general design that provides a common user-interface for the entire toolbox of econometric estimation functions.
www.rri.wvu.edu /WebBook/LeSage/spatial/spatial.html   (12086 words)

  
 EDIRC: Econometrics, Mathematical Economics
Rheinische Friedrich-Wilhelms-Universität, Bonn, Institut für Ökonometrie und OR (Institure of Econometrics and OR)
Uniwersytet Gdanski (University of Gdansk), Gdansk, Department of Econometrics
Universitat de Barcelona, Barcelona, Departament d'Econometria, Estadística i Economia Espanyola (Department of Econometrics, Statistics and Economics of Spain)
edirc.repec.org /ectrix.html   (3243 words)

  
 [No title]
The book deals with the advances that were achieved as well as the problems that arose in the course of the practice of econometrics as a discipline.
Duo Qin examines the history of econometrics in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing, and model construction and specification.
Duo Qin argues that, while the probability revolution in econometrics in the early 1940s laid the basis for the systematization of econometric theory, it was actually an incomplete revolution, and its incompleteness underlay various problems and failures that occurred in applying the newly established theory to modelling practice.
www.lycos.com /info/econometrics--book.html   (274 words)

  
 [No title]
There may be circumstances in which the econometric methods chosen in a piece of applied work actively restrict the form of the underlying economic model.
For this reason the course places some emphasis on the link between economic theory and econometric estimation, and deals explicitly with interpretation and critical appraisal of econometric estimates.
The microeconomic focus means that the data being used for the model are usually cross-section or longditudinal rather than time series, and that decisions are typically modelled at the level of the individual or firm.
www.lycos.com /info/econometrics--applied-econometrics.html   (600 words)

  
 MIT Economics: Statistics and Econmetrics   (Site not responding. Last check: )
Theory and application of time series methods in econometrics, including representation theorems, decomposition theorems, prediction, spectral analysis, estimation with stationary and nonstationary processes, VARs, unit webusers, and cointegration.
Micro-econometric models, including large sample theory for estimation and hypothesis testing, generalized method of moments, estimation of censored and truncated specifications and duration models, nonparametric and semiparametric estimation, panel data, bootstrapping, and simulation methods.
Covers topics in econometrics and empirical modeling that are likely to be useful to applied researchers working on cross-section and panel data applications.
econ-www.mit.edu /graduate/stats.htm   (266 words)

  
 Fields of Study - Department of Economics - W. P. Carey School of Business
The intent of this field to provide the student with tools needed to apply, assess, and critique sophisticated research in econometrics.
The intent of this field is to provide the student with tools needed to conduct independent research in modern applied macro/monetary economics.
Public economics is the positive and normative study of government's effect on the economy.
wpcarey.asu.edu /ecn/fields.cfm   (535 words)

  
 Amazon.fr : Introductory Econometrics: A Modern Approach/With Infotrac: Livres: Jeffrey M. Wooldridge   (Site not responding. Last check: )
It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today.
Text recognizing that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques.
Bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach.
www.amazon.fr /exec/obidos/ASIN/0324113641   (272 words)

  
 Econometrics (MSc) - Econometrics (Msc) - Universiteit van Amsterdam (UvA)
The MSc Econometrics is completely taught in English, and is very intensive, ensuring a high standard of education.
The Master of Science (MSc) programme in Econometrics is a multi-disciplinary one-year master's programme providing a balanced and rigorous training in quantitative analysis of problems in economics and finance.
Econometrics deals with statistical modelling, estimation and testing whether economic models match observed patterns in real economic and financial time series.
www.studeren.uva.nl /ma-econometrics   (521 words)

  
 Econ 582: Econometrics II
Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004.
Introduction to Econometrics, by Ronald Gallant, Princeton, 1997.
Estimation and Inference in Econometrics, by Russel Davidson and James MacKinnon, Oxford, 1993.
faculty.washington.edu /ezivot/econ582/econ582.htm   (504 words)

  
 Amazon.ca: Econometrics: Books: Fumio Hayashi   (Site not responding. Last check: )
Dale Jorgensen, Harvard University : Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level.
I highly recommend this book for an up-to-date coverage and thoughtful discussion of topics in the methodology and application of econometrics.
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.
www.amazon.ca /Econometrics-Fumio-Hayashi/dp/0691010188   (995 words)

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