Tong H., Kumar T.K., Huang Y. Developing Econometrics

Wiley, 2011. – 486 p. – ISBN: 0470681772, 9780470681770Statistical Theories and Methods with Applications to Economics and Business highlights recent advances in statistical theory and methods that benefit econometric practice. It deals with exploratory data analysis, a prerequisite to statistical modelling and part of data mining. It provides recently developed computational tools useful for data mining, analysing the reasons to do data mining and the best techniques to use in a given situation.Provides a detailed description of computer algorithms.
Provides recently developed computational tools useful for data mining
Highlights recent advances in statistical theory and methods that benefit econometric practice.
Features examples with real life data.
Accompanying software featuring DASC (Data Analysis and Statistical Computing).Essential reading for practitioners in any area of econometrics; business analysts involved in economics and management; and Graduate students and researchers in economics and statistics.ForewordAcknowledgementsIndependent Variables in Linear Regression Models
Alternative Structures of Residual Error in Linear Regression Models
Discrete Variables and Nonlinear Regression Model
Nonparametric and Semiparametric Regression Models
Simultaneous Equations Models and Distributed Lag Models
Stationary Time Series Models
Multivariate and Nonstationary Time Series Models
Multivariate Statistical Analysis and Data Analysis
Summary and Further Discussion