Estimation Inference In Short Panel Vector Autoregressions With Unit Roots Cointegration
DOWNLOAD
Download Estimation Inference In Short Panel Vector Autoregressions With Unit Roots Cointegration PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Estimation Inference In Short Panel Vector Autoregressions With Unit Roots Cointegration book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration
DOWNLOAD
Author : Michael Binder
language : en
Publisher:
Release Date : 2000
Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration written by Michael Binder and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Autoregression (Statistics) categories.
Identification And Inference For Econometric Models
DOWNLOAD
Author : Donald W. K. Andrews
language : en
Publisher: Cambridge University Press
Release Date : 2005-06-17
Identification And Inference For Econometric Models written by Donald W. K. Andrews 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 2005-06-17 with Business & Economics categories.
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Essays In Honor Of Peter C B Phillips
DOWNLOAD
Author : Thomas B. Fomby
language : en
Publisher: Emerald Group Publishing
Release Date : 2014-11-21
Essays In Honor Of Peter C B Phillips written by Thomas B. Fomby and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-21 with Political Science categories.
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
The Econometrics Of Panel Data
DOWNLOAD
Author : Lászlo Mátyás
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-04-06
The Econometrics Of Panel Data written by Lászlo Mátyás 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 2008-04-06 with Business & Economics categories.
This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Econometric Analysis Of Panel Data
DOWNLOAD
Author : Badi H. Baltagi
language : en
Publisher: Springer Nature
Release Date : 2021-03-16
Econometric Analysis Of Panel Data written by Badi H. Baltagi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-16 with Business & Economics categories.
This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.
The Oxford Handbook Of Panel Data
DOWNLOAD
Author : Badi Hani Baltagi
language : en
Publisher:
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Handbook Of Empirical Economics And Finance
DOWNLOAD
Author : Aman Ullah
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Handbook Of Empirical Economics And Finance written by Aman Ullah and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Mathematics categories.
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Analysis Of Panel Data
DOWNLOAD
Author : Cheng Hsiao
language : en
Publisher: Cambridge University Press
Release Date : 2014-12-08
Analysis Of Panel Data written by Cheng Hsiao 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 2014-12-08 with Business & Economics categories.
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
Almost All About Unit Roots
DOWNLOAD
Author : In Choi
language : en
Publisher: Cambridge University Press
Release Date : 2015-05-12
Almost All About Unit Roots written by In Choi 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 2015-05-12 with Business & Economics categories.
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
On The Heterogeneity Bias Of Pooled Estimators In Stationary Var Specifications
DOWNLOAD
Author : Mr.Alessandro Rebucci
language : en
Publisher: International Monetary Fund
Release Date : 2003-04-01
On The Heterogeneity Bias Of Pooled Estimators In Stationary Var Specifications written by Mr.Alessandro Rebucci and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-04-01 with Business & Economics categories.
This paper studies asymptotically the bias of the fixed effect (FE) estimator induced by cross-section heterogeneity in the slope parameters of stationary vector autoregressions (VARs). The paper also compares the FE, the mean group estimator (MG), and a simple instrumental variable alternative (IV) in Monte Carlo simulations. The main results are: (i) asymptotically, the heterogeneity bias of the FE may be more or less severe in VAR specifications than in standard dynamic panel data specifications; (ii) in Monte Carlo simulations, slope heterogeneity must be relatively high to be a source of concern for pooled estimators; (iii) when this happens, the panel must be longer than a typical macro dataset for the MG to be a viable solution.