Книги
An information theoretic approach to econometrics
Judge, G.G. An information theoretic approach to econometrics / G. G. Judge, R. C. Mittelhammer. — New York : Cambridge University Press, 2012. — XVI, 232 p.: il.. — References at the end of each part. — ISBN 978-0-521-86959-1.
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УДК:330.4
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ISBN:978-0-521-86959-1
Рекомендовано к ознакомлению
- 1. Henderson, D.J. Applied Nonparametric Econometrics / D. J. Henderson, C. F. Parmeter. — Hamburg : Cambridge University Press, 2015. — 368 p.. — ISBN 978-0-521-27968-0.
- 2. Macroeconomic analysis and parametric control of a regional economic union / A. A. Ashimov, Y. V. Borovskiy, D. A. Novikov [et al.]. — Switzerland : Springer, 2020. — 361 p.. — ISBN 978-3-030-32204-5.
- 3. Gassmann, H.I. Stochastic Programming / H. I. Gassmann, W. T. Ziemba. — New Jersey : World Scientific, 2013. — 518 p.. — (World Scientific Series in Finance. vol. 4). — ISBN 978-9814407502.
- 4. Rotheli, T.F. Expectations, Rationality and Economic Perfomance: Models and Experiments / T.F. Rotheli. — UK : E. Elgar, 2007. — 202 p.
- 5. Rational expectations econometrics / L. P. Hansen, T. J. Sargent, J. Heaton [et al.]. — London : Routledge, 2019. — 294 с.. — (Underground classics in economics). — ISBN 978-0-367-28501-2.
- 6. Dynamic economic problems with regime switches / editors: J. L. Haunschmied [et al.]. — Cham : Springer, 2021. — 309 p.. — (Dynamic modeling and econometrics in economics and finance. Vol. 25). — ISBN 978-3-030-54575-8.
- 7. O'Donoghue, C. Practical microsimulation modelling / C. O'Donoghue. — Oxford : Oxford University Press, 2021. — 298 p.. — (Practical econometrics). — ISBN 978-0-19-885287-2.
- 8. Chihwa, K. High-dimensional econometrics and identification / K. Chihwa, L. Long. — New Jersey : World Scientific, 2019. — 164 p.. — ISBN 978-981-120-015-1.
- 9. Harvey, A.C. Dynamic models for volatility and heavy tails / A. C. Harvey. — Cambridge : Cambridge University Press, 2013. — 262 p.. — (Econometric society monographs). — ISBN 9781107034723.
- 10. Kulkarni, V.G. Introduction to Modeling and Analysis of Stochastic Systems / V. G. Kulkarni. — 2nd ed.. — New York : Springer, 2011. — XIII, 313 p.. — (Springer Text in Statistics). — ISBN 978-1-4419-1771-3.
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