Estimation Of Dynamic Econometric Models With Errors In Variables
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Estimation Of Dynamic Econometric Models With Errors In Variables
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Author : Jaime Terceiro Lomba
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Estimation Of Dynamic Econometric Models With Errors In Variables written by Jaime Terceiro Lomba 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 2012-12-06 with Business & Economics categories.
A new procedure for the maximum-likelihood estimation of dynamic econometric models with errors in both endogenous and exogenous variables is presented in this monograph. A complete analytical development of the expressions used in problems of estimation and verification of models in state-space form is presented. The results are useful in relation not only to the problem of errors in variables but also to any other possible econometric application of state-space formulations.
Estimation Of Dynamic Economic Models When Variables Are Subject To Measurement Errors
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Author : Bahram Pesaran
language : en
Publisher:
Release Date : 1977
Estimation Of Dynamic Economic Models When Variables Are Subject To Measurement Errors written by Bahram Pesaran and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with categories.
Evaluation Of Econometric Models
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Author : Jan Kmenta
language : en
Publisher:
Release Date : 1980
Evaluation Of Econometric Models written by Jan Kmenta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980 with Business & Economics categories.
Evaluation of informal models; Specification errors and sensitivity analysis; Formal decision rules for comparing models; Role of time series analysis in econometrics; Experimentation and tests of economic hypotheses.
Structural Econometric Models
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Author : Eugene Choo
language : en
Publisher: Emerald Group Publishing
Release Date : 2013-12-18
Structural Econometric Models written by Eugene Choo 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 2013-12-18 with Business & Economics categories.
This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.
Econometric Models With Panel Data Applications With Stata
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Author : César Pérez López
language : en
Publisher: CESAR PEREZ
Release Date : 2022
Econometric Models With Panel Data Applications With Stata written by César Pérez López and has been published by CESAR PEREZ this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with Business & Economics categories.
"The data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section that are obtained when all operators are considered in an instant of time. Different patterns of behaviour of all agents together studied in the different temporal moments may thus be assessed. Alternatively, you can perform the same analysis considering time series given by the evolution of each economic agent throughout all the periods of the sample. This book explores the panel data econometrics through STATA. The most important topics are the following: Linear regression estimators in panel data models, fixed and random effects, heteroskedasticity and autocorrelation in panel data models, instrumental variables and two stage least squares in panel data models, dynamic panel data models, logit and probit panel data models, censored panel data models, count panel data models, Tobit panel data models, Poisson panel data models, negative binomial panel data models and others models with panel data.".
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.
Dynamic Econometrics For Empirical Macroeconomic Modelling
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Author : Ragnar Nymoen
language : en
Publisher: World Scientific
Release Date : 2019-07-09
Dynamic Econometrics For Empirical Macroeconomic Modelling written by Ragnar Nymoen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-09 with Business & Economics categories.
For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.
The Econometrics Of Panel Data
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Author : László Mátyás
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-01
The Econometrics Of Panel Data written by László 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 2013-12-01 with Business & Economics categories.
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.
Econometric Models And Economic Forecasts
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Author : Robert S. Pindyck
language : en
Publisher:
Release Date : 1998
Econometric Models And Economic Forecasts written by Robert S. Pindyck and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
This updated edition of the text has been restructured into four parts: multiple regression model; single-equation regression models; revised exposition and a small macroeconomic model; and a revised treatment of time-series analysis.
Dynamic Nonlinear Econometric Models
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Author : Benedikt M. Pötscher
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Dynamic Nonlinear Econometric Models written by Benedikt M. Pötscher 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.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.