Single Equation Methods In Econometrics
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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
Econometric Analysis Of Cross Section And Panel Data Second Edition
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Author : Jeffrey M. Wooldridge
language : en
Publisher: MIT Press
Release Date : 2010-10-01
Econometric Analysis Of Cross Section And Panel Data Second Edition written by Jeffrey M. Wooldridge and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
A Guide To Econometric Methods For The Energy Growth Nexus
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Author : Angeliki Menegaki
language : en
Publisher: Academic Press
Release Date : 2020-11-10
A Guide To Econometric Methods For The Energy Growth Nexus written by Angeliki Menegaki and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-10 with Business & Economics categories.
A Guide to Econometric Methods for the Energy-Growth Nexus presents, explains and compares all the available econometrics methods pertinent to the energy-growth nexus. Chapters cover methods and applications, starting with older econometric methods and moving toward new ones. Each chapter presents the method and facts about its applications, providing step-by-step explanations about the ways the method meets the demands of the field. In addition, applied case studies and practical research steps are included to enhance the learning process. By touching on all relevant econometric methods for the energy-growth nexus, this book gives energy-growth researchers and students all they need to tackle the subject matter. - Presents econometric methods for short- and long-term forecasting - Provides methods and step-by-step explanations on the ways the method meets the demands of the field - Contains applied case studies and practical research steps
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.
Semiparametric And Nonparametric Methods In Econometrics
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Author : Joel L. Horowitz
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-10
Semiparametric And Nonparametric Methods In Econometrics written by Joel L. Horowitz 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 2010-07-10 with Business & Economics categories.
Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.
Semiparametric Methods In Econometrics
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Author : Joel L. Horowitz
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Semiparametric Methods In Econometrics written by Joel L. Horowitz 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 Mathematics categories.
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
Spatial Econometrics
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Author : Harry Kelejian
language : en
Publisher: Academic Press
Release Date : 2017-07-20
Spatial Econometrics written by Harry Kelejian and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-20 with Business & Economics categories.
Spatial Econometrics provides a modern, powerful and flexible skillset to early career researchers interested in entering this rapidly expanding discipline. It articulates the principles and current practice of modern spatial econometrics and spatial statistics, combining rigorous depth of presentation with unusual depth of coverage. Introducing and formalizing the principles of, and 'need' for, models which define spatial interactions, the book provides a comprehensive framework for almost every major facet of modern science. Subjects covered at length include spatial regression models, weighting matrices, estimation procedures and the complications associated with their use. The work particularly focuses on models of uncertainty and estimation under various complications relating to model specifications, data problems, tests of hypotheses, along with systems and panel data extensions which are covered in exhaustive detail. Extensions discussing pre-test procedures and Bayesian methodologies are provided at length. Throughout, direct applications of spatial models are described in detail, with copious illustrative empirical examples demonstrating how readers might implement spatial analysis in research projects. Designed as a textbook and reference companion, every chapter concludes with a set of questions for formal or self--study. Finally, the book includes extensive supplementing information in a large sample theory in the R programming language that supports early career econometricians interested in the implementation of statistical procedures covered. - Combines advanced theoretical foundations with cutting-edge computational developments in R - Builds from solid foundations, to more sophisticated extensions that are intended to jumpstart research careers in spatial econometrics - Written by two of the most accomplished and extensively published econometricians working in the discipline - Describes fundamental principles intuitively, but without sacrificing rigor - Provides empirical illustrations for many spatial methods across diverse field - Emphasizes a modern treatment of the field using the generalized method of moments (GMM) approach - Explores sophisticated modern research methodologies, including pre-test procedures and Bayesian data analysis
Applied Regression Analysis In Econometrics
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Author : Howard E. Doran
language : en
Publisher: CRC Press
Release Date : 1989-04-24
Applied Regression Analysis In Econometrics written by Howard E. Doran and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-04-24 with Technology & Engineering categories.
A textbook for a one-semester course for advanced undergraduate and graduate students in economics. Covers regression techniques in the context of single equation econometric models, featuring MINITAB and SHAZAM software examples for attacking real-world problems. Annotation copyright Book News, Inc
Introductory Econometrics
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Author : Humberto Barreto
language : en
Publisher: Cambridge University Press
Release Date : 2006
Introductory Econometrics written by Humberto Barreto 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 2006 with Business & Economics categories.
This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.
Introductory Econometrics
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Author : Hamid Seddighi
language : en
Publisher: Routledge
Release Date : 2013-03-01
Introductory Econometrics written by Hamid Seddighi and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-01 with Business & Economics categories.
This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.