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ECONOMETRIA AVANZADA con EVIEWS, Conceptos y ejercicios resueltos (Spanish Edition), by Maria Perez
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En este libro se trata una amplia tipolog�a de modelos econom�tricos avanzados, entre los que destacan los modelos din�micos, los modelos de ecuaciones simult�neas, los modelos no lineales, los modelos multivariantes de series temporales, los modelos con datos de panel y la teor�a de ra�ces unitarias y modelos cointegrados. En cuanto a los modelos din�micos, destacan los modelos con retardos distribuidos, los modelos con regresores estoc�sticos, los modelos con cambio estructural y los modelos din�micos con datos de panel. Se trata ampliamente la teor�a de las ra�ces unitarias, la cointegraci�n y los modelos de correcci�n del error. Los modelos econom�tricos multiecuacionales se caracterizan por la presencia de varias ecuaciones para estimar simult�neamente. Se trata por tanto de una generalizaci�n de los modelos uniecuacionales al campo de los sistemas de ecuaciones. En este libro se tratan los modelos lineales multieciacionales en ecuaciones simult�neas, incorpor�ndose la teor�a de la identificaci�n de modelos y las t�cnicas avanzadas de estimaci�n (MCI, MC2E, MC3E, RANR, SUR, etc.). A continuaci�n se abordan los modelos multivariantes de series temporales (VAR, VARX, VARMA, BVAR, VEC, etc.) trat�ndose la teor�a de la cointegraci�n desde la �ptica multiecuacional. Asimismo, se tratan en profundidad los modelos econom�truicos con datos de panel, tanto est�ticos como din�micos, contemplando a su vez los modelos est�ticos y din�mico as� como la teor�a de las ra�ces unitarias y la cointegraci�n en paneles. Finalmente, se se profundiza en los modelos uniecuacionales y multiecuacionales no lineales y los modelos de regresi�n particionada y segmentada. Todo el desarrollo de ejercicios pr�cticos se realiza utilizando el software EVIEWS, uno de los m�s actual del mercado adecuado para estas tareas econom�tricas no triviales.
- Sales Rank: #3055279 in Books
- Published on: 2013-07-30
- Original language: Spanish
- Number of items: 1
- Dimensions: 10.00" h x .48" w x 8.00" l, .95 pounds
- Binding: Paperback
- 212 pages
Most helpful customer reviews
0 of 0 people found the following review helpful.
Muy buen libro
By John Campuzano
Es un libro muy did�ctico que permite entender muy bien el uso de Stata en el an�lisis econom�trico mediante el uso de ejercicios.
0 of 0 people found the following review helpful.
Lo veo como la segunda parte del libro ECONOMETERIA BASICA ...
By Mario Alb. Chacon
Lo veo como la segunda parte del libro ECONOMETERIA BASICA. Un muy buen complemento. Ayuda mucho para entender la econometr�a.
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