Econometrics Volume 1: Basic Theory and Topics for Cross-Section Data

Thông tin sách: Econometrics Volume 1: Basic Theory and Topics for Cross-Section Data (Hardcover, 1056 trang) – World Scientific Publishing, 2025. Ngôn ngữ: Tiếng Anh.

This book is intended for graduate instruction in subjects like econometrics, economics, environmental science, social science and many other fields, at the Masters or PhD levels. It can be used as a textbook or as a reference guide. It covers a wide range of topics related to tools used in cross-sectional, time series and panel data. There are several aspects in which this book departs from traditional treatments. The emphasis is on understanding the main issues, concepts and methods in Econometrics, how to implement them and interpret the results. The mathematical aspects are kept to a minimum as the aim is to provide an intuitive understanding of how various parts fit together, as opposed to a sophisticated mathematical treatment of the subject. Many examples and discussions are provided. Hence, minimal mathematical pre-requisites are needed. Extensive references are also provided to dig deeper into the mathematical aspects of the theories. Volume 1 deals with the main methods used for inference and hypothesis testing which are applicable to both time series and cross-section data within a unified framework, with special emphasis on how the conditions and methods differ for each. It also includes a discussion of methods applicable only to a cross-section of data (usually a random sample) and to panel data with a small time-dimension. Cases with a large number of predictors are also covered. Editorial Reviews About the Author Professor Pierre Perron received his BA in Economics from McGill University, Montreal, Canada, MA in Economics from Queens University, Kingston, Canada, and PhD in Economics from Yale University, Connecticut, USA. He has been a Professor at the Department of Economics at Boston University since 1997, prior to which he was a full Professor at the University of Montreal and an Assistant Professor at Princeton University. He was a Visiting Professor at Pontifica Universidade Catolica, Brazil, Université de Bourgogne, France, and Universidade de Sao Paolo, Brazil as well as a Visiting Scholar at Centre de Recherche en Économie et Statistique, Institut Nationale de la Statistique et des Études Économiques, Paris, France, and Département de Statistiques, Université Libre de Bruxelles, Belgium. Professor Perron was a co-editor for the Econometrics Journal and on the editorial board of numerous journals such as Econometrica, the Journal of Econometrics, Econometrics Reviews, Econometric Theory, Economics Letters, Review of Economics and Statistics. He was a referee for numerous other journals and grant agencies.

He is an elected fellow of the Econometric Society and International Association for Applied Econometrics, and is a fellow of the Journal of Econometrics and a distinguished author of the Journal of Time Series Analysis.

He was selected as a 2020 Clarivate Citation Laureate for the statistical analysis of non-stationary time series, which is Intended for researchers whose work is deemed to be 'of Nobel class', as demonstrated by analysis carried out by the Institute for Scientific Information™ (ISI). A special issue of the Journal of Econometrics was published in his honor by the Journal of Econometrics for his contribution to research and graduate students mentoring in 2021. He is listed in ScholarGPS as a Lifetime Highly Ranked Researcher (top 0.05%). He also has two papers in the category "Top 100 all-time Highly Cited Papers in Economics". He also received the distinction of "Doctor Honoris Causa" from the Pontificia Universidad Católica del Perú (Lima, Perú) in 2023.

Professor Perron has published over 100 papers in many referred journals such as Econometrica, the Journal of Econometrics, the Journal of Business and Economic Statistics, the Journal of the American Statistical Association, Econometric Theory, Biometrika, Nature Geoscience to name a few. He has also contributed many book chapters and is the recipient of various grants from the National Science Foundation, the Fonds pour la Formation de Chercheurs et l'Aide à la Recherche du Québec, the Social Sciences and Humanities Research Council of Canada and the Natural Sciences and Engineering Council of Canada. Professor Perron has presented his work at numerous conferences, both national and international. He also acted as the main PhD supervisor for over 25 students and numerous others as secondary or external advisors. His work is very highly cited in economics as well as in a variety of other fields.