Micro Econometrics

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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.

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

Microeconometrics And Matlab

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Author : Abi Adams
language : en
Publisher: Oxford University Press
Release Date : 2015

Microeconometrics And Matlab written by Abi Adams 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 a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.

Learning Microeconometrics With R

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Author : Christopher P. Adams
language : en
Publisher: CRC Press
Release Date : 2020-12-29

Learning Microeconometrics With R written by Christopher P. Adams and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-29 with Business & Economics categories.

This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the general reader with the equivalent of a bachelor’s degree in economics, statistics or some more technical field. It covers the standard tools of microeconometrics, OLS, instrumental variables, Heckman selection and difference in difference. In addition, it introduces bounds, factor models, mixture models and empirical Bayesian analysis. Key Features: Focuses on the assumptions underlying the algorithms rather than their statistical properties. Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately. Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems. Introduces R programming concepts throughout the book. Includes appendices that discuss some of the standard statistical concepts and R programming used in the book.

Microeconometrics

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Author : Steven Durlauf
language : en
Publisher: Springer
Release Date : 2016-06-07

Microeconometrics written by Steven Durlauf and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-07 with Literary Criticism categories.

Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Spatial Microeconometrics

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Author : Giuseppe Arbia
language : en
Publisher: Routledge
Release Date : 2021-03-25

Spatial Microeconometrics written by Giuseppe Arbia and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-25 with Business & Economics categories.

Spatial Microeconometrics introduces the reader to the basic concepts of spatial statistics, spatial econometrics and the spatial behavior of economic agents at the microeconomic level. Incorporating useful examples and presenting real data and datasets on real firms, the book takes the reader through the key topics in a systematic way. The book outlines the specificities of data that represent a set of interacting individuals with respect to traditional econometrics that treat their locational choices as exogenous and their economic behavior as independent. In particular, the authors address the consequences of neglecting such important sources of information on statistical inference and how to improve the model predictive performances. The book presents the theory, clarifies the concepts and instructs the readers on how to perform their own analyses, describing in detail the codes which are necessary when using the statistical language R. The book is written by leading figures in the field and is completely up to date with the very latest research. It will be invaluable for graduate students and researchers in economic geography, regional science, spatial econometrics, spatial statistics and urban economics.

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.

The book is oriented to the practitioner.

Microeconometrics Of Banking

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Author : Hans Degryse
language : en
Publisher:
Release Date : 2009

Microeconometrics Of Banking written by Hans Degryse and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.

This title provides a compendium to recent work in empirical banking. It follows the structure in 'The Microeconomics of Banking' by Xavier Freixas and Jean Charles Rochet in arranging the relevant methodologies, applications and results to achieve a coherent synthesis between available theory and supporting empirics.

Financial Macro And Micro Econometrics Using R

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Author :
language : en
Publisher: Elsevier
Release Date : 2020-01-25

Financial Macro And Micro Econometrics Using R written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-25 with Mathematics categories.

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. - Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society - Includes descriptions and links to resources and free open source R - Gives readers what they need to jumpstart their understanding on the state-of-the-art

Spatial Econometrics Using Microdata

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Author : Jean Dubé
language : en
Publisher: John Wiley & Sons
Release Date : 2014-11-10

Spatial Econometrics Using Microdata written by Jean Dubé 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 2014-11-10 with Computers categories.

This book provides an introduction to spatial analyses concerning disaggregated (or micro) spatial data. Particular emphasis is put on spatial data compilation and the structuring of the connections between the observations. Descriptive analysis methods of spatial data are presented in order to identify and measure the spatial, global and local dependency. The authors then focus on autoregressive spatial models, to control the problem of spatial dependency between the residues of a basic linear statistical model, thereby contravening one of the basic hypotheses of the ordinary least squares approach. This book is a popularized reference for students looking to work with spatialized data, but who do not have the advanced statistical theoretical basics.