Evaluation Of Econometric Models
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Evaluation Of Econometric Models
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Author : Jan Kmenta
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Evaluation Of Econometric Models written by Jan Kmenta and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Empirical Modeling In Economics
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Author : Clive W. J. Granger
language : en
Publisher: Cambridge University Press
Release Date : 1999-09-30
Empirical Modeling In Economics written by Clive W. J. Granger 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 1999-09-30 with Business & Economics categories.
Lucid account of the process of constructing and evaluating an empirical model.
Econometric Evaluation Of Socio Economic Programs
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Author : Giovanni Cerulli
language : en
Publisher: Springer Nature
Release Date : 2022-11-02
Econometric Evaluation Of Socio Economic Programs written by Giovanni Cerulli and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-02 with Business & Economics categories.
This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables, regression-discontinuity-design, and synthetic control method, and are given practical guidelines for selecting and applying suitable methods for specific policy contexts. The second revised and extended edition features two new chapters on some recent development of difference-in-differences. Specifically, chapter 5 introduces advanced difference-in-differences methods when many times are available and treatment can be either time-varying or fixed at a specific time. Chapter 6 introduces the synthetic control method, a treatment effect estimation approach suitable when only one unit is treated. Both chapters present applications using the software Stata.
Econometric Modeling
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Author : David F. Hendry
language : en
Publisher: Princeton University Press
Release Date : 2012-06-21
Econometric Modeling written by David F. Hendry and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-21 with Business & Economics categories.
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Empirical Model Discovery And Theory Evaluation
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Author : David F. Hendry
language : en
Publisher: MIT Press
Release Date : 2014-07-03
Empirical Model Discovery And Theory Evaluation written by David F. Hendry and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-03 with Business & Economics categories.
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection. After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.
Econometric Evaluation Of Socio Economic Programs
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Author : Giovanni Cerulli
language : en
Publisher: Springer
Release Date : 2015-05-08
Econometric Evaluation Of Socio Economic Programs written by Giovanni Cerulli and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-08 with Business & Economics categories.
This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.
Econometric Model Performance In Forecasting And Policy Assessment
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Author : W. Allen Spivey
language : en
Publisher: A E I Press
Release Date : 1979
Econometric Model Performance In Forecasting And Policy Assessment written by W. Allen Spivey and has been published by A E I Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1979 with Business & Economics categories.
Monograph on current econometric models used in economic forecasting and economic policy assessment - presents the methodology of linear and nonlinear simulation models, and includes a statistical analysis of forecast errors of major econometric models. Bibliography pp. 73 to 77, graphs and statistical tables.
Evaluating The Reliability Of Macro Economic Models
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Author : Gregory C. Chow
language : en
Publisher: John Wiley & Sons
Release Date : 1982
Evaluating The Reliability Of Macro Economic Models written by Gregory C. Chow 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 1982 with Business & Economics categories.
Empirical Modeling In Economics
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Author : C. W. J. Granger
language : en
Publisher:
Release Date : 1999
Empirical Modeling In Economics written by C. W. J. Granger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Econometrics categories.
Complete And Incomplete Econometric Models
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Author : John Geweke
language : en
Publisher: Princeton University Press
Release Date : 2010-02-08
Complete And Incomplete Econometric Models written by John Geweke and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-08 with Business & Economics categories.
Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.