Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models
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Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models
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Author : Myoung-jae Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models written by Myoung-jae Lee 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 2013-04-17 with Business & Economics categories.
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models
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Author :
language : en
Publisher:
Release Date : 2010
Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Micro Econometrics
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Author : Myoung-jae Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-28
Micro Econometrics written by Myoung-jae Lee 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 2009-09-28 with Business & Economics categories.
Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
Panel Data Econometrics
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Author : Myoung-jae Lee
language : en
Publisher: Emerald Group Pub Limited
Release Date : 2002
Panel Data Econometrics written by Myoung-jae Lee and has been published by Emerald Group Pub Limited this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.
Nonparametric And Semiparametric Methods In Econometrics And Statistics
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Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 1991-06-28
Nonparametric And Semiparametric Methods In Econometrics And Statistics written by William A. Barnett 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 1991-06-28 with Business & Economics categories.
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Topics In Identification Limited Dependent Variables Partial Observability Experimentation And Flexible Modeling
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Author : Ivan Jeliazkov
language : en
Publisher: Emerald Group Publishing
Release Date : 2019-10-18
Topics In Identification Limited Dependent Variables Partial Observability Experimentation And Flexible Modeling written by Ivan Jeliazkov 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 2019-10-18 with Business & Economics categories.
Volume 40B of Advances in Econometrics examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.
Semiparametric And Nonparametric Econometrics
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Author : Aman Ullah
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Semiparametric And Nonparametric Econometrics written by Aman Ullah 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.
Over the last three decades much research in empirical and theoretical economics has been carried on under various assumptions. For example a parametric functional form of the regression model, the heteroskedasticity, and the autocorrelation is always as sumed, usually linear. Also, the errors are assumed to follow certain parametric distri butions, often normal. A disadvantage of parametric econometrics based on these assumptions is that it may not be robust to the slight data inconsistency with the particular parametric specification. Indeed any misspecification in the functional form may lead to erroneous conclusions. In view of these problems, recently there has been significant interest in 'the semiparametric/nonparametric approaches to econometrics. The semiparametric approach considers econometric models where one component has a parametric and the other, which is unknown, a nonparametric specification (Manski 1984 and Horowitz and Neumann 1987, among others). The purely non parametric approach, on the other hand, does not specify any component of the model a priori. The main ingredient of this approach is the data based estimation of the unknown joint density due to Rosenblatt (1956). Since then, especially in the last decade, a vast amount of literature has appeared on nonparametric estimation in statistics journals. However, this literature is mostly highly technical and this may partly be the reason why very little is known about it in econometrics, although see Bierens (1987) and Ullah (1988).
Microeconometrics
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Author : A. Colin Cameron
language : en
Publisher: Cambridge University Press
Release Date : 2005-05-09
Microeconometrics written by A. Colin Cameron 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 2005-05-09 with Business & Economics categories.
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Handbook Of Econometrics
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Author : James J. Heckman
language : en
Publisher: Elsevier
Release Date : 2009-01-13
Handbook Of Econometrics written by James J. Heckman and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-13 with Business & Economics categories.
Handbook Of Econometrics
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Author : James Joseph Heckman
language : en
Publisher: Elsevier
Release Date : 2007
Handbook Of Econometrics written by James Joseph Heckman and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Econometrics categories.
As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...