Econometría de las series temporales

En este libro se tratan los temas esenciales para el trabajo con series temporales. Se incluye en cada tema una exposición sencilla de los conceptos teóricos y posteriormente se enfoca la parte práctica ilustrando cada concepto teórico con ejemplos desarrollados de forma muy detallada y ...

Ejercicios resueltos de econometría

el modelo de regresión multiple

Econophysics of stock and other markets

proceedings of the econophys-kolkata II

This book reviews the latest econophysics researches on the fluctuations in stock, forex and other markets. The statistical modeling of markets, using various agent-based game theoretical approaches, and their scaling analysis have been discussed. The leading researchers in these fields have reported on their recent ...

Econometría

Este libro presenta la econometría no como una serie de técnicas estadísticas, sino como la manera de aplicar la economía. Se presentan las técnicas estadísticas en que se funda el análisis econométrico, pero se hace dentro del contexto de importantes problemas económicos, abordándolos con análisis ...

Aplicaciones de Economía Cuantitativa

Introducción a la Econometría

Using econometrics

a practical guide

Combining single-equation linear regression analysis with intuitive real-world examples and exercises is key to the success of Using Econometrics. Clear writing and a practical approach to econometrics that eschews the use of complex matrix algebra and calculus evidence this essential text's accessibility ÍNDICE I ...

Análisis econométrico

una aproximación práctica con SHAZAM

Este libro está concebido como un manual de introducción al análisis econométrico que sirva, además de cómo texto básico en clases prácticas, de referencia a los estudiantes e investigadores que utilizan métodos econométricos. Este manual es el resultado de una larga experiencia docente y está ...

Introducción a la econometría utilizando Shazam

Introduction to the mathematical and statistical foundations of econometrics

Econometrics methods with applications in business and economics

This rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. It covers basic econometric methods and addresses the creative process of model building. Using real-world examples and exercises, it focuses on regression and covers choice data and time series data ...

Econometrics theory and methods

This text provides a starting point for graduate-level econometrics. The comprehensive, yet accessible introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, with the authors selecting an appropriate level of computation in nonlinear models, of ...

New pespectives in economics theory

the selected works of Halbert White : volume two

New perspectives in econometric theory comprises specielly selected papers by Halbert White which reflect his research in a variety of related areas in econometrics: heteroskedasticity of unknown form nonlinear an nonparametric regression; instrumental variables and generalized method of moments stimation; and measurability and limit theory ...

Introducción a la econometría

Esta obra ha sido pensada y elaborada como texto de un curso introductorio de Econometría. Su peculiaridad respecto a otras obras publicadas sobre esta disciplina en castellano reside en el tratamiento detallado y riguroso del modelo de regresión lineal, el cual constituye un elemento imprescindible ...

A companion to economic forecasting

ÍNDICE: List of Contributors. Preface. Acknowledgements. 1. An Overview of Economic Forecasting: Michael P. Clements (University of Warwick) and David F. Hendry (Nuffield College, Oxford University). 2. Predictable Uncertainty in Economic Forecasting: Neil Ericsson (Federal Reserve Board). 3. Density Forecasting: A Survey: Anthony S. Tay ...

Financial econometrics

methods and models

This text, an overview of contemporary topics related to the modelling of financial time series, is set against a backdrop of rapid expansions of interest in both the models themselves and the financial problems to which they are applied. Table of Contents Stochastic models and ...

Analysis of panel data

Solutions manual and supplementary materials for econometric analysis of cross section and panel data

Econometrics and the philosophy of economics

theory-data confrontations in economics

As most econometricians will readily agree, the data used in applied econometrics seldom provide accurate measurements for the pertinent theory's variables. Here, Bernt Stigum offers the first systematic and theoretically sound way of accounting for such inaccuracies. He and a distinguished group of contributors ...

Contributions to modern econometrics

from data analysis to economic policy

The field of econometrics has gone through remarkable changes during the last decades of the 20th century - the earlier focus on testing macroeconomic theories has been widened considerably. It has turned into a discipline concerned with the development and application of statistical methods for any ...

Introducción a la econometría

ÍNDICE: Tema 1. Introducción a la econometría Tema 2. Ajuste de un modelo de regresión simple y múltiple Tema 3. Una introducción al enfoque de componentes inobservados Tema 4. La medición de teorías económicas basadas en la descomposión periódica de los ciclos empíricos Tema 5 ...