The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics
DOWNLOAD
Download The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics
DOWNLOAD
Author : Jeffrey Racine
language : en
Publisher: Oxford University Press
Release Date : 2014-04
The Oxford Handbook Of Applied Nonparametric And Semiparametric Econometrics And Statistics written by Jeffrey Racine 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 2014-04 with Business & Economics categories.
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Semiparametric And Nonparametric Methods In Econometrics
DOWNLOAD
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.
The Oxford Handbook Of Panel Data
DOWNLOAD
Author : Badi Hani Baltagi
language : en
Publisher: Oxford Handbooks
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by Oxford Handbooks this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.
Nonparametric And Semiparametric Methods In Econometrics And Statistics
DOWNLOAD
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.
Applied Nonparametric Econometrics
DOWNLOAD
Author : Daniel J. Henderson
language : en
Publisher: Cambridge University Press
Release Date : 2015-01-19
Applied Nonparametric Econometrics written by Daniel J. Henderson 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 2015-01-19 with Business & Economics categories.
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
An Introduction To The Advanced Theory Of Nonparametric Econometrics
DOWNLOAD
Author : Jeffrey S. Racine
language : en
Publisher: Cambridge University Press
Release Date : 2019-06-27
An Introduction To The Advanced Theory Of Nonparametric Econometrics written by Jeffrey S. Racine 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 2019-06-27 with Business & Economics categories.
Provides theory, open source R implementations, and the latest tools for reproducible nonparametric econometric research.
Financial Macro And Micro Econometrics Using R
DOWNLOAD
Author : Hrishikesh D. Vinod
language : en
Publisher: North Holland
Release Date : 2020-01-24
Financial Macro And Micro Econometrics Using R written by Hrishikesh D. Vinod and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-24 with 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
Advanced Methods For Modeling Markets
DOWNLOAD
Author : Peter S. H. Leeflang
language : en
Publisher: Springer
Release Date : 2017-08-29
Advanced Methods For Modeling Markets written by Peter S. H. Leeflang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-29 with Business & Economics categories.
This volume presents advanced techniques to modeling markets, with a wide spectrum of topics, including advanced individual demand models, time series analysis, state space models, spatial models, structural models, mediation, models that specify competition and diffusion models. It is intended as a follow-on and companion to Modeling Markets (2015), in which the authors presented the basics of modeling markets along the classical steps of the model building process: specification, data collection, estimation, validation and implementation. This volume builds on the concepts presented in Modeling Markets with an emphasis on advanced methods that are used to specify, estimate and validate marketing models, including structural equation models, partial least squares, mixture models, and hidden Markov models, as well as generalized methods of moments, Bayesian analysis, non/semi-parametric estimation and endogeneity issues. Specific attention is given to big data. The market environment is changing rapidly and constantly. Models that provide information about the sensitivity of market behavior to marketing activities such as advertising, pricing, promotions and distribution are now routinely used by managers for the identification of changes in marketing programs that can improve brand performance. In today’s environment of information overload, the challenge is to make sense of the data that is being provided globally, in real time, from thousands of sources. Although marketing models are now widely accepted, the quality of the marketing decisions is critically dependent upon the quality of the models on which those decisions are based. This volume provides an authoritative and comprehensive review, with each chapter including: · an introduction to the method/methodology · a numerical example/application in marketing · references to other marketing applications · suggestions about software. Featuring contributions from top authors in the field, this volume will explore current and future aspects of modeling markets, providing relevant and timely research and techniques to scientists, researchers, students, academics and practitioners in marketing, management and economics.
Topics In Identification Limited Dependent Variables Partial Observability Experimentation And Flexible Modeling
DOWNLOAD
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.
A Primer In Econometric Theory
DOWNLOAD
Author : John Stachurski
language : en
Publisher: MIT Press
Release Date : 2016-08-05
A Primer In Econometric Theory written by John Stachurski and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-08-05 with Business & Economics categories.
A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming. This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study. One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.