Econometrics in Problems: Basic Course
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The collection of tasks proposed to the attention of readers is primarily aimed at the basic course of the economy of the bachelor"s faculties of economic faculties of universities. Also, the problem can be used in the magistracy when repeating the bachelor"s course.
. The main composition of most of the tasks is quite traditional for the bachelor"s course:
. • The method of the smallest squares and the Gauss - Markov theorem,
. • trusting intervals,
. • Checking statistical hypotheses,
. • Fictive variables and test tests,
. • Heteroscope,
. • Auto -correction,
. • Tests for the correct specification of the model: Ramsey"s test and boxing test, Koks,
. • multicollinearity,
. • Assessment of parameters by maximum credibility.
. Smimime, the problem is expanded by more advanced topics related to the magistracy:
. • Testing hypotheses using the method of maximum credibility: Test Relations of credibility, test of Lagrange multipliers, Walda Test, Test
. • Binar selection models: logit and probit models,
. • Elements of the theory of boots (bootstrap).
. The application contains elementary information about the properties of covarization matrices, as well as the distribution of quadratic forms associated with a multidimensional normal distribution. The main feature of the proposed manual is that in addition to a large number of tasks that are supposed to be solved “manually”, the book contains problems (usually with solutions), consisting of writing programs that implement a particular economical procedure. The author is confident that writing such programs most effectively contributes to the strong assimilation of economics and their deep semantic understanding. In the task book, the MATLAB program has been selected as a programming environment. Experience shows that Matlab is a fairly simple and affordable programming language for most students of economic specialties. The manual is intended for students of economic specialties and teachers conducting practical exercises at the exchange rate
. The main composition of most of the tasks is quite traditional for the bachelor"s course:
. • The method of the smallest squares and the Gauss - Markov theorem,
. • trusting intervals,
. • Checking statistical hypotheses,
. • Fictive variables and test tests,
. • Heteroscope,
. • Auto -correction,
. • Tests for the correct specification of the model: Ramsey"s test and boxing test, Koks,
. • multicollinearity,
. • Assessment of parameters by maximum credibility.
. Smimime, the problem is expanded by more advanced topics related to the magistracy:
. • Testing hypotheses using the method of maximum credibility: Test Relations of credibility, test of Lagrange multipliers, Walda Test, Test
. • Binar selection models: logit and probit models,
. • Elements of the theory of boots (bootstrap).
. The application contains elementary information about the properties of covarization matrices, as well as the distribution of quadratic forms associated with a multidimensional normal distribution. The main feature of the proposed manual is that in addition to a large number of tasks that are supposed to be solved “manually”, the book contains problems (usually with solutions), consisting of writing programs that implement a particular economical procedure. The author is confident that writing such programs most effectively contributes to the strong assimilation of economics and their deep semantic understanding. In the task book, the MATLAB program has been selected as a programming environment. Experience shows that Matlab is a fairly simple and affordable programming language for most students of economic specialties. The manual is intended for students of economic specialties and teachers conducting practical exercises at the exchange rate
Author:
Author:Борзых Д.А.
Cover:
Cover:Soft
Category:
- Category:Business & Money
- Category:Science & Math
Publication language:
Publication Language:Russian
Paper:
Paper:Offset
ISBN:
ISBN:978-5-9710-8786-1
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