Econometric Analysis Of Model Selection And Model Testing
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Econometric Analysis Of Model Selection And Model Testing
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Author : M. Ishaq Bhatti
language : en
Publisher: Routledge
Release Date : 2017-03-02
Econometric Analysis Of Model Selection And Model Testing written by M. Ishaq Bhatti and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-02 with Business & Economics categories.
In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.
Econometric Analysis Of Health Data
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Author : Andrew M. Jones
language : en
Publisher: John Wiley & Sons
Release Date : 2002-05-17
Econometric Analysis Of Health Data written by Andrew M. Jones and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-05-17 with Medical categories.
Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selected from papers presented at the European Workshops on Econometrics and Health Economics and published in Health Economics. Topics covered include: * Latent Variables * Unobservable heterogeneity and selection problems * Count data and survival analysis * Flexible and semiparametric estimators for limited dependent variables * Classical and simulation methods for panel data * Publication marks the tenth anniversary of the Workshop series. Doctoral students and researchers in health economics and microeconomics will find this book invaluable. Researchers in related fields such as labour economics and biostatistics will also find the content of use.
The New Palgrave Dictionary Of Economics
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Author :
language : en
Publisher: Springer
Release Date : 2016-05-18
The New Palgrave Dictionary Of Economics written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-18 with Law categories.
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Econometric Analysis Of Cross Section And Panel Data Second Edition
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Author : Jeffrey M. Wooldridge
language : en
Publisher: MIT Press
Release Date : 2010-10-01
Econometric Analysis Of Cross Section And Panel Data Second Edition written by Jeffrey M. Wooldridge and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
The Econometric Analysis Of Time Series
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Author : Andrew C. Harvey
language : en
Publisher: MIT Press
Release Date : 1990
The Econometric Analysis Of Time Series written by Andrew C. Harvey and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Business & Economics categories.
The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
Time Series And Panel Data Econometrics
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Author : M. Hashem Pesaran
language : en
Publisher: Oxford University Press
Release Date : 2015
Time Series And Panel Data Econometrics written by M. Hashem Pesaran and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Econometric Model Selection
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Author : Antonio Aznar Grasa
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Econometric Model Selection written by Antonio Aznar Grasa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Business & Economics categories.
This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.
Hypothesis Testing And Model Selection In The Social Sciences
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Author : David L. Weakliem
language : en
Publisher: Guilford Publications
Release Date : 2016-04-25
Hypothesis Testing And Model Selection In The Social Sciences written by David L. Weakliem and has been published by Guilford Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-25 with Social Science categories.
Examining the major approaches to hypothesis testing and model selection, this book blends statistical theory with recommendations for practice, illustrated with real-world social science examples. It systematically compares classical (frequentist) and Bayesian approaches, showing how they are applied, exploring ways to reconcile the differences between them, and evaluating key controversies and criticisms. The book also addresses the role of hypothesis testing in the evaluation of theories, the relationship between hypothesis tests and confidence intervals, and the role of prior knowledge in Bayesian estimation and Bayesian hypothesis testing. Two easily calculated alternatives to standard hypothesis tests are discussed in depth: the Akaike information criterion (AIC) and Bayesian information criterion (BIC). The companion website ([ital]www.guilford.com/weakliem-materials[/ital]) supplies data and syntax files for the book's examples.
Proceedings Of The 2022 3rd International Conference On Big Data And Social Sciences Icbdss 2022
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Author : Guiyun Guan
language : en
Publisher: Springer Nature
Release Date : 2023-02-11
Proceedings Of The 2022 3rd International Conference On Big Data And Social Sciences Icbdss 2022 written by Guiyun Guan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-11 with Computers categories.
This is an open access book. As a leading role in the global megatrend of scientific innovation, China has been creating a more and more open environment for scientific innovation, increasing the depth and breadth of academic cooperation, and building a community of innovation that benefits all. Such endeavors are making new contributions to the globalization and creating a community of shared future. The 3rd International Conference on Big Data and Social Sciences (ICBDSS 2022) was held on August 19 – 21, 2022, in Hulunbuir, China. With the support of experts and professors, the ICBDSS 2022 conference successfully held its first conference last year. In order to allow more scholars to have the opportunity to participate in the conference to share and exchange experience. This conference mainly focused on "big data", "social science" and other research fields to discuss. At present, my country has entered the era of "big data cloud migration", that is, the era of big data, the Internet of things, cloud computing and mobile Internet. The market demand for big data talents is also increasing day by day. The purpose of the conference is to provide a way for experts, scholars, engineering technicians, and technical R&D personnel engaged in big data and social science research to share scientific research results and cutting-edge technologies, understand academic development trends, broaden research ideas, strengthen academic research and discussion, and promote the academic achievement industry Platform for chemical cooperation. The conference sincerely invites experts, scholars from domestic and foreign universities, scientific research institutions, business people and other relevant personnel to participate in the conference.
Time Series Models For Business And Economic Forecasting
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Author :
language : en
Publisher: Cambridge University Press
Release Date :
Time Series Models For Business And Economic Forecasting written by and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.