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A Note On Amemiyas Nonlinear Two Stage Least Squares Estimators
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Book Synopsis Nonlinear Statistical Modeling by : Takeshi Amemiya
Download or read book Nonlinear Statistical Modeling written by Takeshi Amemiya and published by Cambridge University Press. This book was released on 2001-01-08 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
Book Synopsis Identification and Inference for Econometric Models by : Donald W. K. Andrews
Download or read book Identification and Inference for Econometric Models written by Donald W. K. Andrews and published by Cambridge University Press. This book was released on 2005-06-17 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Book Synopsis Nonlinear Statistical Models by : A. Ronald Gallant
Download or read book Nonlinear Statistical Models written by A. Ronald Gallant and published by John Wiley & Sons. This book was released on 2009-09-25 with total page 633 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference bringing together advances in the theory of probability and statistics and relating them to applications. The three major categories of statistical models that relate dependent variables to explanatory variables are covered: univariate regression models, multivariate regression models, and simultaneous equations models. Methods are illustrated with worked examples, complete with figures that display code and output.
Book Synopsis Handbook of Econometrics by : Zvi Griliches
Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 804 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Book Synopsis Robust Methods and Asymptotic Theory in Nonlinear Econometrics by : H. J. Bierens
Download or read book Robust Methods and Asymptotic Theory in Nonlinear Econometrics written by H. J. Bierens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate if the distributions of both the errors and the regressors have fat tails. This study also improves and extends the NL2SLSE theory of Amemiya. The method involved is a variant of the instrumental variables method, requiring at least as many instrumental variables as parameters to be estimated. The new MIE method requires less instrumental variables. Asymptotic normality can be derived by employing only one instrumental variable and consistency can even be proved with out using any instrumental variables at all.
Book Synopsis Advanced Econometrics by : Takeshi Amemiya
Download or read book Advanced Econometrics written by Takeshi Amemiya and published by Harvard University Press. This book was released on 1985 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main features of this text are a thorough treatment of cross-section models—including qualitative response models, censored and truncated regression models, and Markov and duration models—and a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Book Synopsis Nonparametric and Semiparametric Methods in Econometrics and Statistics by : William A. Barnett
Download or read book Nonparametric and Semiparametric Methods in Econometrics and Statistics written by William A. Barnett and published by Cambridge University Press. This book was released on 1991-06-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Book Synopsis Nonlinear Regression by : George A. F. Seber
Download or read book Nonlinear Regression written by George A. F. Seber and published by John Wiley & Sons. This book was released on 2005-02-25 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. From the Reviews of Nonlinear Regression "A very good book and an important one in that it is likely to become a standard reference for all interested in nonlinear regression; and I would imagine that any statistician concerned with nonlinear regression would want a copy on his shelves." –The Statistician "Nonlinear Regression also includes a reference list of over 700 entries. The compilation of this material and cross-referencing of it is one of the most valuable aspects of the book. Nonlinear Regression can provide the researcher unfamiliar with a particular specialty area of nonlinear regression an introduction to that area of nonlinear regression and access to the appropriate references . . . Nonlinear Regression provides by far the broadest discussion of nonlinear regression models currently available and will be a valuable addition to the library of anyone interested in understanding and using such models including the statistical researcher." –Mathematical Reviews
Book Synopsis A Note on the Uniqueness of the Representation of Commodity-augmenting Technical Change by : L. J. Lau
Download or read book A Note on the Uniqueness of the Representation of Commodity-augmenting Technical Change written by L. J. Lau and published by . This book was released on 1977 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econometric Models, Techniques, and Applications by : Michael D. Intriligator
Download or read book Econometric Models, Techniques, and Applications written by Michael D. Intriligator and published by Pearson. This book was released on 1996 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys the theories, techniques (model- building and data collection), and applications of econometrics. KEY TOPICS: It focuses on those aspects of econometrics that are of major importance to readers and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas. It reviews matrix notation and the use of multivariate statistics; discusses the specification of the model and the development of data for its estimation; covers recent developments in econometric models, techniques, and applications; explains the estimation of single-equation models; and provides case studies of the applications of econometrics to a wide array of areas -- including traditional areas such as the estimation of demand functions and production functions, and macroeconometric models.
Book Synopsis Current Developments in the Interface: Economics, Econometrics, Mathematics by : Michiel Hazewinkel
Download or read book Current Developments in the Interface: Economics, Econometrics, Mathematics written by Michiel Hazewinkel and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains the Proceedings of a symposium that was held in Rotterdam from 12 to 15 January 1982 to celebrate the 25-th anniversary of the Econometric Institute of the Erasmus University. The subject of the symposium, developments in econometrics and related fields, was particularly appropriate for the occasion. In 25 years the research carried out at the Econometric Institute developed from the original seminal work in econometrics, carried out under the supervision of the first director H. Theil, to embrace related areas such as mathematical economics, operations research, systems theory and other branches of mathematics, statistics and probability theory. To review the state of the art in these areas, thirteen leading experts were invited to deliver a lecture at the symposium; their contributions form .the backbone of this book. Together, they illustrate the wide range and scope of the current scientific activity in these fields. The thirteen authoritative surveys should be of great value to researchers and students alike, who want to become acquainted with recent ideas, current trends and future developments in their chosen fields of interest. Each contribution is preceded by an introduction to the author and his work and followed by a summary of the discussion that followed the lecture. A special chapter is devoted to the history of the Econometric Institute.
Book Synopsis Advanced Econometric Methods by : Thomas B. Fomby
Download or read book Advanced Econometric Methods written by Thomas B. Fomby and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Book Synopsis Welfare: Aggregate consumer behavior by : Dale Weldeau Jorgenson
Download or read book Welfare: Aggregate consumer behavior written by Dale Weldeau Jorgenson and published by MIT Press. This book was released on 1997 with total page 588 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first of two volumes of Dale Jorgenson's empirical studies of consumer behaviour. It focuses on an econometric model of demand obtained by aggregating over a population of consumers with heterogeneous preferences.
Book Synopsis Statistics and Econometric Models by : Christian Gourieroux
Download or read book Statistics and Econometric Models written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1995-10-26 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first volume in a major two-volume set of advanced texts in econometrics.
Book Synopsis Studies in Nonlinear Estimation by : Stephen M. Goldfeld
Download or read book Studies in Nonlinear Estimation written by Stephen M. Goldfeld and published by . This book was released on 1976 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: Switching regression models; Estimation of production functions; Estimation of expenditure systems; Limited dependent variables.
Book Synopsis Handbook of Econometrics by : James J. Heckman
Download or read book Handbook of Econometrics written by James J. Heckman and published by Elsevier. This book was released on 2007-12-14 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 behavior and social interactions. All of the essays in this volume and its companion volume 6A offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend.Handbook of Econometrics is now available online at ScienceDirect — full-text online from volume 1 onwards.*Part of the renowned Handbooks in Economics Series *Updates and expands the exisiting Handbook of Econometrics volumes *An invaluable reference written by some of the world's leading econometricians.
Book Synopsis Applied Econometrics with R by : Christian Kleiber
Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
