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Econom E trics and m ath E matical Economics

• 42 Econom E trics and m ath E matical Economics

3rd
Edition

Introduction to Econometrics

Christopher Dougherty, Senior Lecturer Economics Department, London School of Economics

•Uses non-technical language helping students to understand this subject.

•Taking a modern approach to econometrics, this text coves cross sectional data followed by time series data.

New to this edition:

•New material on alternative test approaches, Wald, Likelihood ratio.

Introduction to Econometrics provides students with a simple mathematics notation and step-by step explanations of mathematical proofs to facilitate a thorough understanding of the subject. Extensive exercises throughout encourage students to apply the techniques, thus gaining confidence in what they have learnt.

480 Pages 2006 978-0-19-928096-4 £34.99 Paperback

Iris Biefang-Frisancho Marisca ,
University of the West of England
t his is a very good introductory textbook.
it manages to introduce… recent topics in a
clear and understandable way.

Contents:

r eview: random variables, sampling, and

estimation; s imple regression analysis; Properties of regression coefficients and

hypothesis testing; m ultiple

regression

analysis; transformation of variables; d ummy variables; s pecification regression variables:

a preliminary skirmish; h eteroscedasticity; s tochastic regressors and measurement errors; s imultaneous Equations Estimation; Binary c hoice m odels and m aximum l ikelihood Estimation; m odels Using t ime s eries d ata; Properties of r egression m odels with t ime s eries d ata; i ntroduction to n onstationary t ime s eries; i ntroduction to Panel d ata m odels

For lecturers:

• Instructor’s Manual

• PowerPoint slides to accompany the exercises

 in the text For students: • Study guide • PowerPoint slides

• Links to cross-section and time series data sets

www.oxfordtextbooks.co.uk/orc/

dougherty3e

Roy Feyer, student,
University of Queensland
t hanks for re-instilling my
confidence in maths again.

Maths for Economics

Geoff Renshaw, Department of Economics, University of Warwick

•Assumes very little prior mathematical knowledge, and no prior economics knowledge.

•Provides students with the full range of mathematical techniques that they require to study economics.

•Aims to progress the student beyond mechanical exercises to the creative use of maths as a tool-kit for analysis in theoretical and applied economics

Maths for Economics provides a solid foundation in mathematical principles and methods for economics and business students. It aims to build self-confidence

in maths, by adopting a de-mystifying, user-friendly style and by reinforcing learning at each step through worked examples and test exercises. The book assumes little prior knowledge and its first section makes it suitable whether or not students have studies maths at A-level.

908 Pages 2005 978-0-19-926746-0 Paperback £35.99

Geoff r enshaw’s m aths for Economics is an important new text aimed
at entry-level undergraduate students. i t is a testament to the efforts of
the author that reading the text is almost like listening to a classroom
discussion, while students with a strong background in mathematics
might want to find a more laconic exposition; it is hard to imagine a
better text for those without such an advantage.
Arup Daripa , lecturer in economics, Birkbeck, University of l ondon

Contents:

PART I: FOUNDATIONS: Arithmetic; Algebra; Linear equations; Quadratic equations; Some further equations and techniques; PART II: OPTIMISATION WITH ONE INDEPENDENT VARIABLE: Derivatives and differentiation; Derivatives in action; Economic applications of functions and derivatives; Elasticity; PART III: MATHEMATICS OF FINANCE AND GROWTH: Compound growth and present discounted value; The exponential function and logarithms; Continuous growth and the natural exponential function; Derivatives of exponential and logarithmic functions and their applications; PART IV: OPTIMISATION WITH TWO OR MORE INDEPENDENT VARIABLES: Functions of two or more independent variables; Maximum and minimum values, the total differential and applications; Constrained maximum and minimum values; Returns to scale and homogeneous functions; partial elasticities; logarithmic scales; growth accounting; PART V: SOME FURTHER TOPICS: Integration; Matrix algebra; Difference and differential equations; Extensions and future directions (by Norman Ireland)

For lecturers:

 • Test exercises • Graphs from the text • Answers to the test exercises For students: • ‘Ask the Author’ forum • A guide to using Excel

• Further exercises with answers • Expanded solutions to progress exercises • A guide to using Maple software

www.oxfordtextbooks.co.uk/orc/renshaw

Order your inspection copy online at

www.oxfordtextbooks.co.uk

www.oxfordtextbooks.co.uk/economics

Econom E trics and m ath E matical Economics

43

Econometric Methods with Applications
Christiaan Heij, Associate Professor at the Econometric
Institute, Paul de Boer, Assistant Professor at the
Econometric Institute, Philip Hans Franses, Professor
of Applied Econometrics and Professor of Marketing
Research, Teun Kloek, Professor Emeritus of Econometrics,
and Herman K. van Dijk, Professor of Econometrics
816
Pages 2004 978-0-19-926801-6 Hardback £38.99
Repeated Games and Reputations
Econometric Theory
and Methods
Long-Run Relationships
George J. Mailath, Professor of Economics, University
of Pennsylvania, and Larry Samuelson, Professor of
Economics, University of Wisconsin
Russell Davidson, Professor of Economics,
James Mackinnon, Professor of Economics,
This book provides a complete treatment of the theory
of repeated games and reputations, beginning with the
elementary concepts required to work with repeated
games and continuing to research frontier. Detailed
theoretical arguments are complemented by copious
examples and economic applications of the theory.
This text provides a unified treatment of
modern econometric theory and practical
econometric methods.
768 Pages 2003 978-0-19-512372-2
Hardback £50.00
572
Pages 2006 978-0-19-530079-6
Hardback £35.99
An Introduction to State Space Time
Series Analysis
Jacques J.F. Commandeur, Senior Researcher, SWOV
Institute for Road Safety Research, Leidschendam,
The Netherlands, and Siem Jan Koopman, Professor
of Econometrics, Vrije Universiteit, The Netherlands
This text provides an introduction to time series analysis
using state space methodology to readers who are neither
familiar with time series analysis, nor with state space
methods. This is the first in a series of books designed
to provide practitioners, researchers, and students with
practical introductions to various topics in econometrics.
Practical Econometrics Series
Game Theory:
192
Pages 2007 978-0-19-922887-4
Hardback £24.99
A Very Short Introduction
Ken Binmore, Emeritus Professor of
Economics, University College London
An Introduction to Classical
Econometric Theory
Paul A. Ruud, Professor of Economics, University of
California, Berkeley
This book is designed to fill the gap between introductory
students. Its comprehensive coverage ensures that readers
understand both the ‘how’ and the ‘why’ of econometrics,
as it explains not only the mathematical techniques for
econometric problem-solving but also the mathematical
foundations of the discipline.
Game theory has seen spectacular successes
in evolutionary biology and economics, and
is beginning to revolutionize other disciplines
from psychology to political science. This Very
Short Introduction introduces the fascinating
world of game theory, showing how it can be
understood without mathematical equations,
and revealing that everything from how to
play poker optimally to the sex ratio among
bees can be understood by anyone willing
to think seriously about the problem.
Very Short Introductions
976
Pages 2000 978-0-19-511164-4 Hardback £36.99
200 Pages October 2007 978-0-19-921846-2
Paperback £6.99
Econom E trics and m ath E matical Economics

www.oxfordtextbooks.co.uk/economics