This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Econometrics, Vol. 1: Econometric Modeling of Producer BehaviorThe objectives of econometric modeling of producer behavior are to determine the nature of substitution among inputs and outputs and of differences in technology, as well as the role of economies of scale in production. Recent advances in methodology, based on the dual formulation of the theory of production in terms of prices, have enabled econometricians to achieve these objectives more effectively.
Econometric Models in Marketing, Volume 16 (Advances in Econometrics)
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing.
Econometrics: Alchemy or Science? Essays in Econometric Methodology
A text on econometric modeling in economics, analyzing the various conflicting methods in use today, reviewing the benefits and drawbacks of each. Uses empirical applications, Monte Carlo simulations, and theoretical and econometric analyses to determine best practice as regards the competing approaches. Softcover.
A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics.
