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Econometrics:     more books (100)

Micro-Econometrics: Methods of Moments and Limited Dependent Variables by Myoung-jae Lee, Myoung-j. Lee, 2009-10-14 Econometrics: A Modern Introduction by Michael P. Murray, 2005-08-14 Econometric Methods with Applications in Business and Economics by Christiaan Heij, Paul de Boer, et all 2004-06-03 Maximum Entropy Econometrics: Robust Estimation with Limited Data by Amos Golan, George G. Judge, et all 1996-04-19 Learning and Practicing Econometrics, Shazam Handbook by William E. Griffiths, R. Carter Hill, et all 1993-02 Bayesian Econometric Methods (Econometric Exercises) by Gary Koop, Dale J. Poirier, et all 2007-01-15 Estimation and Inference in Econometrics by Russell Davidson, James G. MacKinnon, 1993-01-14 Econometric analysis for public policy by Karl August Fox, 1958 Econometric Analysis of Count Data by Rainer Winkelmann, 2010-11-30 International Macroeconomics and Finance: Theoryand Econometric Methods by Nelson Mark, 2001-08-29 Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics) by Herman J. Bierens, 2004-12-20 Learning and Practicing Econometrics by William E. Griffiths, R. Carter Hill, et all 1993-01 Econometric Analysis of Financial and Economic Time Series Part A, Volume 20 (Advances in Econometrics) by Dek Terrell, Thomas Fomby, 2006-04-12 Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Joel Hasbrouck, 2007-01-04

lists with details

81. Program: 8th World Congress
    Seattle,Washington  
    http://www.econometricsociety.org/meetings/wc00/AUTORUN.HTM

82. Econometric Society Home Page
    Chicago, IL.  
    http://www.econometricsociety.org/meetings/es98/index.html
    
    Extractions: 1998 North American Winter Meeting of the Econometric Society The 1998 Joint Meeting with the American Economic Association was held in Chicago, Illinois on January 3-5, 1998, as a part of the Allied Social Science Association Meeting. The program consisted primarily of contributed papers. Program Committee Information about Chicago Program and Session Information

83. Econometric Society Home Page
    Montreal, Canada.  
    http://www.econometricsociety.org/meetings/nasm98/program.html
    
    Extractions: The first author (*) is the presenter of the paper. Any error in the program (presenter, co-authors, affiliation, title) should be reported to us at nasm98@cirano.umontreal.ca The following sponsors are providing financial help for the North American Summer Meeting of the Econometric Society: Thursday, June 25, 1998

84. Econometric Software
    An annotated collection of links to econometric software resources, by John Kane.  
    http://www.oswego.edu/~economic/econsoftware.htm
    
    Extractions: Amos This package is designed for estimating linear structural equation models. It is particularly well suited for models with latent variables or measurement error components. Bootstrap methods are provided for the computation of standard errors. While this is not a general purpose econometrics package, it is useful in specialized applications. A free student version is available for Windows and OS/2 platforms. AREMOS This package, provided by Global Insight , is primarily designed for the analysis and manipulation of time-series and panel data. AREMOS estimates OLS, 2SLS, 3SLS, ARIMA, VAR, cointegration, and some nonlinear models. It is available on Windows platforms. Autobox A package that automates the identification of ARIMA and transfer function models. This package is available on DOS, Windows, and RISC platforms. BMDP A classic package that estimates regression, logit, survival function, maximum likelihood (user-specified function), and ARIMA models. Available on Windows platforms. DataDesk A Mac/Windows program designed for exploratory data analysis. Peforms basic regression analysis.

85. Econometric Theory
    Supporting website by P.C.B. Phillips for Cambridge University Press Journal.  
    http://korora.econ.yale.edu/et/

86. Stata: Data Analysis And Statistical Software
    Statistics, graphics, and data management with many econometric procedures and a broad range of user-contributed modules.  
    http://www.stata.com/

87. Spatial Statistics Software For Matlab And Fortran
    Fortran 90 code by Kelley Pace.  
    http://www.spatial-statistics.com/software_index.htm
    
    Extractions: Spatial Statistics Software and Spatial Data The public domain Spatial Statistics Toolbox for Matlab 1.1, 2.0, and Spacestatpack for Fortran 90 excel at estimating large-scale lattice models. The Matlab Spatial Statistics Toolbox includes code for simultaneous spatial autoregressions (SAR), conditional spatial autoregressions (CAR), and mixed regressive spatially autoregressive (MRSA) models. In addition, it contains code for creating sparse spatial weight matrices and finding the log-determinants (needed for maximum likelihood). Hence, the Matlab Spatial Statistics Toolbox includes the most common estimators employed in spatial econometrics. These products use sparse matrices and other computational techniques to greatly accelerate computations and to expand the size of potential data sets analyzed. Spatial Statistics Toolbox for Matlab 2.0 (zip) The package also contains some spatiotemporal data from Baton Rouge. It currently occupies over 8 MB, so you may wish to time your download strategically. Also, you can download this package, other packages, and the articles via anonymous FTP (ftp.spatial-statistics.com/Spatial_Statistics_Toolbox or ftp.spatiotemporal.com). Some FTP clients perform downloading much better than browsers. For example, WS_FTP, CuteFTP, and FTP Explorer allow resumption of interrupted transfers and contain other features that make them ideal for downloading large files over the net. If you wish to examine the package without downloading the entire file, you can download the documentation separately (pdf format) :

88. Random Number Generator
    KISS RNG by George Marsaglia  
    http://www.fortran.com/kiss.f90

89. Clustering
    Fortran 90 codes.  
    http://www.sissa.it/dataclustering/bretton_woods.html

90. Rice Grad Student - Otto Schwalb
    By Otto Schwalb.  
    http://www.stat.rice.edu/~schwalb/
    
    Extractions: For the case of 1-way MANOVA and 3 groups, we have developed equations which provide quantiles of the multivariate studentized range procedure which are off by no more than 0.0151 in the worst case, but generally are a great deal more accurate than that. The strength of these equations is that they are applicable to the case of unequal groups as well as the case of equal groups. Currently the equations can be used for the following situations: quantiles:

91. EnKF Home Page
    Fortran 90 code by Geir Evensen.  
    http://enkf.nersc.no/
    
    Extractions: 02.02.2007: Updated routine with mean preserving rotations in the EnKF SQRT schemes for analysis computation (Sakov 2006) is now available. See upgrades for details. A new development has now lead to significant improvement in the EnKF algorithm and an enhanced understanding of the methodology, see Evensen (2004) with Correction The EnKF is a sophisticated sequental data assimilation method. It applies an ensemble of model states to represent the error statistics of the model estimate, it applies ensemble integrations to predict the error statistics forward in time, and it uses an analysis scheme which operates directly on the ensemble of model states when observations are assimilated. The EnKF has proven to efficiently handle strongly nonlinear dynamics and large state spaces and is now used in realistic applications with primitive equation models for the ocean and atmosphere. A recent article in the Siam News Oct. 2003 by Dana McKenzie suggests that the killer heat wave that hit Central Europe in the summer 2003 could have been more efficiently forecast if the EnKF had been used by Meteorological Centers. See the article "Ensemble Kalman Filters Bring Weather Models Up to Date" on

92. Progress
    Robust regression.  
    http://wis.kuleuven.be/stat/Programs/progress.f

93. Summer Meeting
    Held at the University of Maryland, College Park.  
    http://www.cramton.umd.edu/Summer2001/announce.html

94. ESEM / EEA European Meetings
    Held in Santiago de Compostela.  
    http://web.usc.es/~eea99/

95. Annual Meeting
    Held at Iowa State University.  
    http://www.nd.edu/~meg/1999.html
    
    Extractions: Chair: Joel Horowitz (University of Iowa) Helle Bunzel (Iowa State University), "Robust Inference in Models of Cointegration" Zhijie Xiao (University of Illinois-Champaign) and Peter C. B. Phillips (Yale University , "Higher Order Approximations for Wald Statistics in Time Series Regressions with Integrated Processes" Junsoo Lee (University of Central Florida) and Mark Strazicich (University of Central Florida), "Minimum LM Unit Root Tests with Two Structural Breaks" Chair: David Mandy (University of Missouri-Columbia) Joel Horowitz (University of Iowa) and Vladimir G. Spokoiny (Weierstrass Institute for Applied Stochastics), "An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative" Gautam Tripathi (University of Wisconsin) and Yuichi Kitamura (University of Wisconsin), "Testing Conditional Moment Restriction: The Canonical Case"

96. MEG Program 1997 MSU
    Held at Michigan State University.  
    http://www.nd.edu/~meg/1997.html

97. Redirection
    Publishes articles dealing with a broad range of applied problems in business and economic statistics.  
    http://www.amstat.org/publications/jbes

98. JSM 2002
    Held in new York, NY.  
    http://www.amstat.org/meetings/jsm/2002/

99. William Greene - Stern School Of Business, NYU
    Professor of Economics, New York University Business School. Includes publications and CV.  
    http://www.stern.nyu.edu/~wgreene/

100. Keisuke Hirano
     Professor of Economics at the University of Arizona. Provides research papers and course notes.  
     http://www.u.arizona.edu/~hirano/

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