Econometrics

WilmottBookshop · 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

J · July 8th, 2004, 3:17 pm

any good books about how to implement econometrics models to solve practical problems?

WilmottBookshop · 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

adas · 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/?

J · 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?

mit · June 22nd, 2008, 4:55 am

any econometrics books that focus on building the theoritical background as well as emphasizing applications in data analysis?

tbento · 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.

Siberian · 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.

WilmottBookshop · July 7th, 2008, 12:52 pm

Econometric Theory and Methodsby Russell Davidson and James Mackinnon

coalexander · 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?

WilmottBookshop · July 21st, 2008, 7:16 am

Market Risk Analysis: Practical Financial Econometrics, Volume II by Carol Alexander

RagingBear · July 23rd, 2008, 3:24 pm

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