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Více informací o knize Notes on basic concepts for initiation in ECONOMETRICS

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• Anotace
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Anotace knihy

This book offers a set of notes about basic concepts to introduce Econometrics. It is not a textbook on Econometrics. The objective is to offer a shorter and easier way to learn the basic concepts by using mainly matrix methods that provide the student with a global vision of what this discipline is about and its usefulness in economic research. To achive this objective the emphasis is placed on understanding the concepts.

These notes can be useful to both undergraduate students and graduate students, who are going to study subjects related to this discipline for the first time. However, it is necessary to emphasize that students must have basic knowledge of differential calculus, in particular optimization, along with matrix algebra, and statistics. These concepts are not discussed in this book.

The notes are presented in four chapters. The first one offers an introduction with basic definitions and a general presentation of different types of models. In the second chapter, the classical linear regression model is introduced by applying a matrix approach. Assumptions are discussed in detail and the least-squares estimation method is also developed. The third chapter provides a brief introduction to dynamic models and time series. The last chapter deals with the evaluation of the econometric model which is explained in two parts. The first one addresses the problems of model specification, while the second one deals with the violation of the assumptions about disturbances.

Parametry knihy

• Plný název: Notes on basic concepts for initiation in ECONOMETRICS
• Autor: GALLO CESAR GALLO
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 144
• EAN: 9798522404543
• ISBN: 852240454Y
• ID: 37085033
• Nakladatelství: Independently Published
• Hmotnost: 200 g
• Rozměry: 229 × 152 × 8 mm
• Datum vydání: 17. June 2021

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