Econometrics with Mathematica
(Sprache: Englisch)
This book helps students, researchers, and instructors to reach a deeper understanding of the mathematical and statistical calculations. Mathematica software permits rapid numerical and graphic calculations that allow complex concepts to be displayed,...
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Produktinformationen zu „Econometrics with Mathematica “
Klappentext zu „Econometrics with Mathematica “
This book helps students, researchers, and instructors to reach a deeper understanding of the mathematical and statistical calculations. Mathematica software permits rapid numerical and graphic calculations that allow complex concepts to be displayed, animated, and discussed in the same document. With exercises included at the end of each chapter, this work is suitable as textbook and reference in econometrics courses.
Inhaltsverzeichnis zu „Econometrics with Mathematica “
1. Introduction
2. Basics in linear algebra
3. Basics in statistics
4. Assumptions in econometrics (in the n-dimensional case)
4.1 Functional specification of econometric models (A1 - A3)
4.2 Noise specification (B1 - B4)
4.3 Variables specification (C1, C2)
5. Tasks of econometrics
5.1 Specification
5.2 Point estimation
5.3 Quality of estimators
5.4 Interval estimation
5.5 Hypotheses tests
5.6 Forecast
6. Examples in one dimension
7. Examples in two dimensions
8. Violation of assumptions
8.1 A1-violation
8.1.1 Consequences
8.1.2 Theory
8.1.3 Examples
8.1.4 Diagnosis
8.1.5 Tests
8.2 A2-violation
8.2.1 Consequences
...
8.2.5 Tests
8.3 A3-violation
8.3.1 Consequences
...
8.3.5 Tests
8.4 B1-violation
8.4.1 Consequences
...
8.4.5 Tests
8.5 B2-violation
8.5.1 Consequences
...
8.5.5 Tests
8.6 B3-violation
Bibliographische Angaben
- Autor: Frank Brand
- 2025, 710 Seiten, 100 farbige Abbildungen, Kartoniert (TB), Englisch
- Verlag: De Gruyter
- ISBN-10: 3110258447
- ISBN-13: 9783110258448
Sprache:
Englisch
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