SME Academy 365
Description
Econometrics is the branch of economics that draws heavily on statistics for
testing and analyzing economic relationships. Within econometrics, there
are theoretical econometricians who analyze statistical properties of estimators
of models. Several recipients of the Nobel Prize in Economic Sciences
received the award as a result of their lifetime contribution to this branch of
economics. To appreciate the importance of econometrics to the discipline of
economics, when the first Nobel Prize in Economic Sciences was awarded in
1969, the co-recipients were two econometricians, Jan Tinbergen and Ragnar
Frisch (the latter credited for first using the term econometrics in the sense
that it is known today). The co-recipient of the 2013 Nobel Prize was Lars
Peter Hansen who had made major contributions to the field of econometrics.
Further specialization within econometrics, and the area that directly
relates to this book, is financial econometrics. As Jianqing Fan writes, the
field of financial econometrics
Date of Publication :
12/2020
Publisher :
Wiley
Category :
บริหารธุรกิจ
Total page :
pages
