Econometrics

15 years 3 months ago

Download home.datacomm.ch

These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite Sample Properties, GMM, Examples and Applications of GMM, Vector Autoregression (VAR), Kalman filter, Outliers and Robust Estimators, Generalized Least Squares, and Nonparametric Regressions and Tests.

Paul Söderlind

Real-time Traffic

Econometrics |

posted by Perry

» Financial Econometrics

» Opinion Mining using Econometrics A Case Study on Reputation Systems

» Implementing a class of structural change tests An econometric computing approach

» Econometric methods of signal extraction

» Part 2 The Link between GIS and spatial analysis

» A hybrid intelligent early warning system for predicting economic crises The case of China

» Robust changepoint detection based on multivariate rank statistics

» Methodology for Evaluating Security Controls Based on Key Performance Indicators and Stake...

Post Info
More Details (n/a)

Added	17 Jan 2009
Updated	22 Jan 2009
Year	2002
Authors	Paul Söderlind

Comments (0)

	Financial Stochastics 636 views
	The Fundamental Theorem of Asset Pricing 1351 views
	Martingales, Diffusions and Financial Mathematics 746 views
	Empirical Finance 564 views
	Financial Econometrics 561 views

Sciweavers

Econometrics

Econometrics |

Explore & Download

Productivity Tools

Document Tools

Image Tools

Sciweavers