Modern Linear and Nonlinear Econometrics

Plasmans, Joseph

ISBN 10: 0387257608 / ISBN 13: 9780387257600

Editore: Springer-Verlag New York Inc., 2006

Presents a unified approach of modern linear and nonlinear econometrics. This work covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and an analysis of linear and nonlinear panel data modeling. Series: Dynamic Modeling and Econometrics in Economics and Finance. Num Pages: 404 pages, biography. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 1650. . 2006. 1st ed. 2006. Corr. 2nd printing 2006. Hardback. . . . . Books ship from the US and Ireland. Codice articolo V9780387257600

Riassunto:

The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing, time series analysis, models with categorical and limited dependent variables, and, finally, a thorough analysis of linear and nonlinear panel data modeling. Distinctive features of this handbook are:

-A unified approach of both linear and nonlinear econometrics, with an integration of the theory and the practice in modern econometrics. Emphasis on sound theoretical and empirical relevance and intuition. Focus on econometric and statistical methods for the analysis of linear and nonlinear processes in economics and finance, including computational methods and numerical tools.

-Completely worked out empirical illustrations are provided throughout, the macroeconomic and microeconomic (household and firm level) data sets of which are available from the internet; these empirical illustrations are taken from finance (e.g. CAPM and derivatives), international economics (e.g. exchange rates), innovation economics (e.g. patenting), business cycle analysis, monetary economics, housing economics, labor and educational economics (e.g. demand for teachers according to gender) and many others.

-Exercises are added to the chapters, with a focus on the interpretation of results; several of these exercises involve the use of actual data that are typical for current empirical work and that are made available on the internet.

What is also distinguishable in Modern Linear and Nonlinear Econometrics is that every major topic has a number of examples, exercises or case studies. By this `learning by doing' method the intention is to prepare the reader to be able to design, develop and successfully finish his or her own research and/or solve realworld problems.

Informazioni sull?autore: PLASMANS, Joseph, Emanuel, Julien

Date of birth: January 12, 1944

Studies

'Licentiaat in de Handels- en Financiële Wetenschappen' (Bachelor Degree in Commercial and Financial Sciences; 1966 - UFSIA, University of Antwerp, "distinction")

'Drs. in de Algemene en de Bedrijfseconometrie' (Drs. in General and Business Econometrics; 1968 - Catholic University of Tilburg, "cum laude")

'Dr. in de Economische Wetenschappen' (Ph.D. in Economics, 1975 - Catholic University of Tilburg, "cum laude") with the Ph.D. Thesis: Production Investment Behaviour, with an Application to six EEC-Countries, Tilburg University Press, 333 pp. Promotors: Prof. Dr. J.J.J. Dalmulder (Catholic University of Tilburg) and Prof. Dr. R.L. Graves (University of Chicago).

Academic Functions

1968-1975: Assistant UFSIA for Statistics (2nd and 3rd university years of the 2nd Cycle in Applied Economics) and for Mathematical Statistics (3rd and 4th university years of the 2nd Cycle in Business Econometrics)

1969-1975: Assistant Professor in the Economic Faculty of the Catholic University of Tilburg (Department of Econometrics)

1975-1986: First Assistant Professor at the Catholic University of Tilburg in 'General Econometrics'; from 01/01/1985 ad O,2 f.t.e.

1975-1984: Associate Professor UFSIA (part-time)

1985-1986: Associate Professor UFSIA (full-time)

1986-1991: Professor UFSIA

1986- : Part-time 'universitair hoofddocent' (equivalent to extra-ordinary professor) at Tilburg University (Katholieke Universiteit Brabant - KUB)

1992- : Full (ordinary) Professor UFSIA in (Macro-) Econometrics (incl. Financial Econometrics

Dati bibliografici

Titolo: Modern Linear and Nonlinear Econometrics
Casa editrice: Springer-Verlag New York Inc.
Data di pubblicazione: 2006
Legatura: Rilegato
Condizione: New