Econometrics with Mathematica
De Gruyter (Verlag)
978-3-11-025844-8 (ISBN)
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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.
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
| Erscheint lt. Verlag | 1.1.2025 |
|---|---|
| Reihe/Serie | De Gruyter Textbook |
| Zusatzinfo | 100 col. ill. |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Econometrics • Interdependent Systems of Equations • Mathematica • Statistics • Statistics, Dynamical Models |
| ISBN-10 | 3-11-025844-7 / 3110258447 |
| ISBN-13 | 978-3-11-025844-8 / 9783110258448 |
| Zustand | Neuware |
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