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Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (133 download)
Download or read book Estimation of Autocorrelated Error Components written by Lung-Fei Lee and published by . This book was released on 1979 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lászlo Mátyás
Publisher : Springer Science & Business Media
ISBN 13 : 3540758925
Total Pages : 966 pages
Book Rating : 4.5/5 (47 download)
Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Author : Qi Li
Publisher :
ISBN 13 :
Total Pages : 242 pages
Book Rating : 4.:/5 (267 download)
Download or read book Three Essays on the Estimation and Testing of an Error Component Model written by Qi Li and published by . This book was released on 1991 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. Anselin
Publisher : Springer Science & Business Media
ISBN 13 : 9401577994
Total Pages : 295 pages
Book Rating : 4.4/5 (15 download)
Download or read book Spatial Econometrics: Methods and Models written by L. Anselin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spatial econometrics deals with spatial dependence and spatial heterogeneity, critical aspects of the data used by regional scientists. These characteristics may cause standard econometric techniques to become inappropriate. In this book, I combine several recent research results to construct a comprehensive approach to the incorporation of spatial effects in econometrics. My primary focus is to demonstrate how these spatial effects can be considered as special cases of general frameworks in standard econometrics, and to outline how they necessitate a separate set of methods and techniques, encompassed within the field of spatial econometrics. My viewpoint differs from that taken in the discussion of spatial autocorrelation in spatial statistics - e.g., most recently by Cliff and Ord (1981) and Upton and Fingleton (1985) - in that I am mostly concerned with the relevance of spatial effects on model specification, estimation and other inference, in what I caIl a model-driven approach, as opposed to a data-driven approach in spatial statistics. I attempt to combine a rigorous econometric perspective with a comprehensive treatment of methodological issues in spatial analysis.
Author : Marius Amba
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (13 download)
Download or read book Simultaneous Equation Models with Spatially Autocorrelated Error Components written by Marius Amba and published by . This book was released on 2017 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper develops estimators for simultaneous equations with spatial autoregressive or spatial moving average error components. We derive a limited information estimator and a full information estimator. We give the generalized method of moments to get each coefficient of the spatial dependence of each equation in spatial autoregressive case as well as spatial moving average case. The results of our Monte Carlo suggest that our estimators are consistent. When we estimate the coefficient of spatial dependence it seems better to use instrumental variables estimator that takes into account simultaneity. We also apply these set of estimators on real data.
Author : R. A. (Richard Arthur) Holmes
Publisher : Burnaby, B.C. : Simon Fraser University, Faculty of Business Administration
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.:/5 (159 download)
Download or read book Estimating the Autocorrelated Error Model with Small Sample Size written by R. A. (Richard Arthur) Holmes and published by Burnaby, B.C. : Simon Fraser University, Faculty of Business Administration. This book was released on 1983 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael H. Kutner
Publisher : McGraw-Hill/Irwin
ISBN 13 : 9780072386882
Total Pages : 1396 pages
Book Rating : 4.3/5 (868 download)
Download or read book Applied Linear Statistical Models written by Michael H. Kutner and published by McGraw-Hill/Irwin. This book was released on 2005 with total page 1396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.
Author : Georg Bol
Publisher : Springer Science & Business Media
ISBN 13 : 3790820504
Total Pages : 286 pages
Book Rating : 4.7/5 (98 download)
Download or read book Risk Assessment written by Georg Bol and published by Springer Science & Business Media. This book was released on 2008-11-14 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: New developments in assessing and managing risk are discussed in this volume. Addressing both practitioners in the banking sector and research institutions, the book provides a manifold view on the most-discussed topics in finance. Among the subjects treated are important issues such as: risk measures and allocation of risks, factor modeling, risk premia in the hedge funds industry and credit risk management. The volume provides an overview of recent developments as well as future trends in the area of risk assessment.
Author : Theodore Wilbur Anderson
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.3/5 (9 download)
Download or read book Estimation of Dynamic Models with Error Components written by Theodore Wilbur Anderson and published by . This book was released on 1980 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jayalakshmi Krishnakumar
Publisher : Springer Science & Business Media
ISBN 13 : 3642456472
Total Pages : 371 pages
Book Rating : 4.6/5 (424 download)
Download or read book Estimation of Simultaneous Equation Models with Error Components Structure written by Jayalakshmi Krishnakumar and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.
Author : Manuel Arellano
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.E/5 ( download)
Download or read book Another Look at the Instrumental-variable Estimation of Error-components Models written by Manuel Arellano and published by . This book was released on 1990 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Badi H. Baltagi
Publisher : John Wiley & Sons
ISBN 13 : 0470744030
Total Pages : 322 pages
Book Rating : 4.4/5 (77 download)
Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2009-06-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).
Author : Eric Mao-Sung Chi
Publisher :
ISBN 13 :
Total Pages : 290 pages
Book Rating : 4.:/5 (89 download)
Download or read book Analysis of Longitudinal Data with Random Effects and Autocorrelated Errors written by Eric Mao-Sung Chi and published by . This book was released on 1988 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 1196 pages
Book Rating : 4.:/5 (319 download)
Download or read book Proceedings written by and published by . This book was released on 1996 with total page 1196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hossein Riazoshams
Publisher : John Wiley & Sons
ISBN 13 : 1119010454
Total Pages : 261 pages
Book Rating : 4.1/5 (19 download)
Download or read book Robust Nonlinear Regression written by Hossein Riazoshams and published by John Wiley & Sons. This book was released on 2018-06-11 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book to discuss robust aspects of nonlinear regression—with applications using R software Robust Nonlinear Regression: with Applications using R covers a variety of theories and applications of nonlinear robust regression. It discusses both parts of the classic and robust aspects of nonlinear regression and focuses on outlier effects. It develops new methods in robust nonlinear regression and implements a set of objects and functions in S-language under SPLUS and R software. The software covers a wide range of robust nonlinear fitting and inferences, and is designed to provide facilities for computer users to define their own nonlinear models as an object, and fit models using classic and robust methods as well as detect outliers. The implemented objects and functions can be applied by practitioners as well as researchers. The book offers comprehensive coverage of the subject in 9 chapters: Theories of Nonlinear Regression and Inference; Introduction to R; Optimization; Theories of Robust Nonlinear Methods; Robust and Classical Nonlinear Regression with Autocorrelated and Heteroscedastic errors; Outlier Detection; R Packages in Nonlinear Regression; A New R Package in Robust Nonlinear Regression; and Object Sets. The first comprehensive coverage of this field covers a variety of both theoretical and applied topics surrounding robust nonlinear regression Addresses some commonly mishandled aspects of modeling R packages for both classical and robust nonlinear regression are presented in detail in the book and on an accompanying website Robust Nonlinear Regression: with Applications using R is an ideal text for statisticians, biostatisticians, and statistical consultants, as well as advanced level students of statistics.
Author : Humberto Barreto
Publisher : Cambridge University Press
ISBN 13 : 1139447823
Total Pages : 810 pages
Book Rating : 4.1/5 (394 download)
Download or read book Introductory Econometrics written by Humberto Barreto and published by Cambridge University Press. This book was released on 2005-12-26 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (49 download)
Download or read book Estimation of Error Components Model with Data (p,q) Time Component written by Lung-Fei Lee and published by . This book was released on 1978 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
