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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics) Ed 2 free ebook download

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Economy

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Author(s):	John D. Levendis

Date:	2024	Format:	pdf	Language:	English	ISBN/ASIN:	303137309X
Pages:	503	OCR:		Quality:		ISBN13:
Uploader:	alex21s	Upload Date:	1/7/2024 5:43:07 PM

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303137309X pdf
303137309X pdf
Revised and updated for the second edition, this textbook allows students to work through classic texts in economics and finance, using the original data and replicating their results. In this book, the author rejects the theorem-proof approach as much as possible, and emphasizes the practical application of econometrics. They show with examples how to calculate and interpret the numerical results.
This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger & Newbold, and Nelson & Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot & Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. Finally, students estimate static and dynamic panel data models, replicating papers by Thompson, and Arellano & Bond.

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3220774	Book	https://nitroflare.com/view/1B681B10FE91...		0.00	alex21s

Tags: Business Econometrics Economics Learning Replication Springer Texts Through Time

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Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics) Ed 2 free ebook download

Category: Economy

Description: Click to see full description

Category:
Economy