Home > Library > Econometric theory and evidence in practice
Author Andy Yeh Alpha
This book provides many useful mathematical exercises in graduate econometric theory and practice. Many quantitative exercises, examples, codes, and solutions draw from the collective wisdom of major econometric books by Greene, Hamilton, Hayashi, White, and Wooldridge etc. The reader can benefit from these solutions with many mathematical equations and notations to become familiar with the core curriculum for econometric theory and practice. The main topics cover (non)linear least squares theory, quasi-maximum likelihood estimation, minimax estimation, financial time-series econometric theory (ARMA-GARCH, ARMA-EGARCH, and ARMA-GJR-GARCH), generalized method of moments (GMM) with exogenous instrumental variables, panel data estimation with endogeneity and unobservable heterogeneity, binary response model estimation (i.e. probit and logit), multinomial response model estimation (conditional logit and Berry-Levinsohn-Pakes random-coefficients mixed logit), Tobit model estimation with corner solutions, Heckman sample selection model estimation, and so forth.
econometric theory jeffrey wooldridge lars hansen john cochrane james hamilton william greene least squares regression maximum likelihood estimation financial time-series arma garch gmm vector autogression endogeneity dynamic panel data estimation probit logit tobit multinomial response model estimation heckman sample selection model
Description:
This book provides many useful mathematical exercises in graduate econometric theory and practice. Many quantitative exercises, examples, codes, and solutions draw from the collective wisdom of major econometric books by Greene, Hamilton, Hayashi, White, and Wooldridge etc. The reader can benefit from these solutions with many mathematical equations and notations to become familiar with the core curriculum for econometric theory and practice. The main topics cover (non)linear least squares theory, quasi-maximum likelihood estimation, minimax estimation, financial time-series econometric theory (ARMA-GARCH, ARMA-EGARCH, and ARMA-GJR-GARCH), generalized method of moments (GMM) with exogenous instrumental variables, panel data estimation with endogeneity and unobservable heterogeneity, binary response model estimation (i.e. probit and logit), multinomial response model estimation (conditional logit and Berry-Levinsohn-Pakes random-coefficients mixed logit), Tobit model estimation with corner solutions, Heckman sample selection model estimation, and so forth.
This analytic ebook cannot constitute any form of financial advice, analyst opinion, recommendation, or endorsement. We refrain from engaging in financial advisory services, and we seek to offer our analytic insights into the latest economic trends, stock market topics, investment memes, and other financial issues. Our proprietary alpha investment algorithmic system helps enrich our AYA fintech network platform as a new social community for stock market investors: https://ayafintech.network.
We share and circulate these informative posts and essays with hyperlinks through our blogs, podcasts, emails, social media channels, and patent specifications. Our goal is to help promote better financial literacy, inclusion, and freedom of the global general public. While we make a conscious effort to optimize our global reach, this optimization retains our current focus on the American stock market.
This ebook shares new economic insights, investment memes, and stock portfolio strategies through both blog posts and patent specifications on our AYA fintech network platform. AYA fintech network platform is every investor's social toolkit for profitable investment management. We can help empower stock market investors through technology, education, and social integration.
2018-04-20 10:38:00 Friday ET
Allianz chairman Mohamed El-Erian bolsters a new American economic paradigm in lieu of the Washington consensus. The latter dominates the old school of thou
2019-12-16 11:37:00 Monday ET
America and China cannot decouple decades of long-term collaboration in trade, finance, and technology. In recent times, some economists claim that China ma
2018-12-01 11:37:00 Saturday ET
As the solo author of the books Millionaire Next Door and Richer Than Millionaire, William Danko shares 3 top secrets for *better wealth creation*. True pro
2019-03-19 12:35:00 Tuesday ET
U.S. tech titans increasingly hire PhD economists to help solve business problems. These key tech titans include Facebook, Amazon, Microsoft, Google, Apple,
2025-10-31 12:26:00 Friday ET
With respect to wider weight loss treatment and obesity treatment, the global market for GLP-1 medications now grows substantially to benefit more than 1 bi
2020-01-08 08:25:00 Wednesday ET
Conservative Party wins the British parliamentary majority in the general election with hefty British pound appreciation. In response to this general electi
