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WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

Econometrics

July 8th, 2004, 1:05 pm

Financial Econometrics by Christian Gourieroux and Joan Jasiak is currently in stock in the Bookshop:http://books.global-investor.com/books/ ... 202Suzanne
Last edited by WilmottBookshop on July 7th, 2004, 10:00 pm, edited 1 time in total.
 
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J
Posts: 1798
Joined: November 1st, 2001, 12:53 am

Econometrics

July 8th, 2004, 3:17 pm

any good books about how to implement econometrics models to solve practical problems?
 
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WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

Econometrics

July 9th, 2004, 9:27 am

There's a book called A Concise Introduction To Econometrics:http://books.global-investor.com/books/ ... 10202which has the following in the jacket text:"Central to the book are practical questions in various economic disciplines, which can be answered using econometric methods and models."I hope this is of some help.Kind regardsSuzanne
 
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adas
Posts: 226
Joined: May 31st, 2004, 10:59 am

Econometrics

July 9th, 2004, 9:57 am

Quoteany good books about how to implement econometrics models to solve practical problems? Could you be a bit more specific about the field J? Economics/Finance/?
 
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J
Posts: 1798
Joined: November 1st, 2001, 12:53 am

Econometrics

July 9th, 2004, 7:36 pm

QuoteOriginally posted by: adasQuoteany good books about how to implement econometrics models to solve practical problems? Could you be a bit more specific about the field J? Economics/Finance/?For example, how to effectively precisely estimate the # of jump and the average jump size without demanding too much computation?
Last edited by J on July 8th, 2004, 10:00 pm, edited 1 time in total.
 
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mit
Posts: 1169
Joined: February 5th, 2005, 4:52 pm

Econometrics

June 22nd, 2008, 4:55 am

any econometrics books that focus on building the theoritical background as well as emphasizing applications in data analysis?
 
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tbento
Posts: 4
Joined: July 14th, 2002, 3:00 am

Econometrics

July 3rd, 2008, 4:11 pm

QuoteOriginally posted by: MoneyfoolWhy does no one mention Davidson/MacKinnonOk the first few chapters are painful,but once you get over that hurdle you're ready for anything!!!They recently completed their primer for "estimation and inference"I totally support this opinion. It's very very good even for beginners. No doubt you'll benefit from the hard work you must put on getting through the first few chapters.
 
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Siberian
Posts: 298
Joined: June 25th, 2003, 8:56 pm

Econometrics

July 7th, 2008, 12:48 pm

i studied under Davidson, best book, best prof. ever... The book is great especially for an in-depth understanding of the math behind and get a great feel for the research both theoretical as well as practical.
 
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WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

Econometrics

July 7th, 2008, 12:52 pm

Econometric Theory and Methodsby Russell Davidson and James Mackinnon
 
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coalexander
Posts: 93
Joined: July 14th, 2002, 3:00 am

Econometrics

July 18th, 2008, 9:24 am

Adas and Mit - Have you seen Volume II - Practical Financial Econometrics of my new series on Market Risk Analysis?
Last edited by coalexander on July 17th, 2008, 10:00 pm, edited 1 time in total.
 
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WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

Econometrics

July 21st, 2008, 7:16 am

Market Risk Analysis: Practical Financial Econometrics, Volume II by Carol Alexander
 
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RagingBear
Posts: 13
Joined: July 23rd, 2008, 3:05 pm

Econometrics

July 23rd, 2008, 3:24 pm

My first forum, and found just what I was looking for. Cheers
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