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Modèles économétriques.

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This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students. Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the universities of Amsterdam, Leiden, and British Columbia, before moving to the London School of Economics in 1981. In 1996 he was appointed Research Professor in Econometrics at Tilburg University. In 2013, he moved to the VU University Amsterdam as Extraordinary Professor in Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.

Économétrie --- Analyse de régression. --- Modèles économétriques

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Provides an introduction to MATLAB: a computer language that gives researchers very flexible control over how they move between economic theory and empirical methods. Written for researchers who use survey data to understand economic behaviour.

Econometrics. --- Economics --- Numerical analysis --- MATLAB (logiciel) --- Microéconomie --- Économétrie --- Analyse numérique --- Mathematical models. --- Computer programs. --- Modèles économétriques --- MATLAB. --- Econometrics --- Mathematical models --- Computer programs --- Logiciels --- MATLAB --- Modèles économétriques. --- Logiciels. --- Microéconomie --- Économétrie --- Analyse numérique --- Modèles économétriques.

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Équilibre (économie politique) --- Modèles économétriques --- Développement économique --- Problèmes et exercices --- Problèmes et exercices --- Modèles mathématiques --- Équilibre (économie politique) --- Modèles économétriques --- Développement économique --- Problèmes et exercices --- Problèmes et exercices --- Modèles mathématiques --- Problèmes et exercices

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This 2005 volume contains the papers presented in honor of the lifelong achievements of Thomas J. Rothenberg on the occasion of his retirement. The authors of the chapters include many of the leading econometricians of our day, and the chapters address topics of current research significance in econometric theory. The chapters cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference. Several of the chapters provide overviews and treatments of basic conceptual issues, while others advance our understanding of the properties of existing econometric procedures and/or propose others. Specific topics include identification in nonlinear models, inference with weak instruments, tests for nonstationary in time series and panel data, generalized empirical likelihood estimation, and the bootstrap.

330.115 --- Econometrie --- 330.115 Econometrie --- Econometric models --- Econometrics --- Mathematical models --- Econometric models. --- Modèles économétriques --- Business, Economy and Management --- Economics