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Relevant bibliographies by topics / Econometrics

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Academic literature on the topic 'Econometrics'

Author: Grafiati

Published: 4 June 2021

Last updated: 13 June 2025

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Books on the topic "Econometrics"

1

Congress, Econometric Society World. Advances in econometrics. Cambridge University Press, 1987.

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2

Babeshko, Lyudmila, Mihail Bich, and Irina Orlova. Econometrics and econometric modeling. INFRA-M Academic Publishing LLC., 2021. http://dx.doi.org/10.12737/1141216.

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Abstract:

The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag structure of variables. Methods of linearization and estimation of nonlinear models are considered. An apparatus for evaluating systems of simultaneous and apparently unrelated equations is presented. Attention is paid to time series models. Detailed solutions of the examples in Excel and the R software environment are included. Meets the requirements of the federal state educational standards of higher education of the latest generation. For undergraduate and graduate students studying in the field of "Economics", the curriculum of which includes the disciplines "Econometrics"," Econometric Modeling","Econometric research".

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3

Congress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge University Press, 1994.

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4

Congress, Econometric Society World. Advances in econometrics: Fifth World Congress. Cambridge University Press, 1987.

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5

Hill, R. Carter. Undergraduate econometrics. 2nd ed. Wiley, 2001.

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6

E, Griffiths William, and Judge George G, eds. Undergraduate econometrics. 2nd ed. Wiley, 2001.

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7

E, Griffiths William, and Judge George G, eds. Undergraduate econometrics. Wiley, 1997.

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8

Goldberger, Arthur Stanley. Introductory econometrics. Harvard University Press, 1998.

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9

Kennedy, Peter. A guide to econometrics. 4th ed. Blackwell, 1998.

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10

Baltagi, Badi H. Econometrics. Springer, 1998.

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