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Evaluation Of Econometric Models
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Book Synopsis Evaluation of Econometric Models by : Jan Kmenta
Download or read book Evaluation of Econometric Models written by Jan Kmenta and published by Academic Press. This book was released on 2014-05-10 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Book Synopsis Econometric Evaluation of Socio-Economic Programs by : Giovanni Cerulli
Download or read book Econometric Evaluation of Socio-Economic Programs written by Giovanni Cerulli and published by Springer. This book was released on 2015-05-08 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.
Book Synopsis Complete and Incomplete Econometric Models by : John Geweke
Download or read book Complete and Incomplete Econometric Models written by John Geweke and published by Princeton University Press. This book was released on 2010-02-08 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.
Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge
Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Econometric Modeling by : David F. Hendry
Download or read book Econometric Modeling written by David F. Hendry and published by Princeton University Press. This book was released on 2012-06-21 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Book Synopsis Empirical Modeling in Economics by : Clive W. J. Granger
Download or read book Empirical Modeling in Economics written by Clive W. J. Granger and published by Cambridge University Press. This book was released on 1999-09-30 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lucid account of the process of constructing and evaluating an empirical model.
Book Synopsis Econometric Evaluation of Labour Market Policies by : Michael Lechner
Download or read book Econometric Evaluation of Labour Market Policies written by Michael Lechner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Empirical measurement of impacts of active labour market programmes has started to become a central task of economic researchers. New improved econometric methods have been developed that will probably influence future empirical work in various other fields of economics as well. This volume contains a selection of original papers from leading experts, among them James J. Heckman, Noble Prize Winner 2000 in economics, addressing these econometric issues at the theoretical and empirical level. The theoretical part contains papers on tight bounds of average treatment effects, instrumental variables estimators, impact measurement with multiple programme options and statistical profiling. The empirical part provides the reader with econometric evaluations of active labour market programmes in Canada, Germany, France, Italy, Slovak Republic and Sweden.
Book Synopsis Decision Modelling for Health Economic Evaluation by : Andrew Briggs
Download or read book Decision Modelling for Health Economic Evaluation written by Andrew Briggs and published by OUP Oxford. This book was released on 2006-08-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: In financially constrained health systems across the world, increasing emphasis is being placed on the ability to demonstrate that health care interventions are not only effective, but also cost-effective. This book deals with decision modelling techniques that can be used to estimate the value for money of various interventions including medical devices, surgical procedures, diagnostic technologies, and pharmaceuticals. Particular emphasis is placed on the importance of the appropriate representation of uncertainty in the evaluative process and the implication this uncertainty has for decision making and the need for future research. This highly practical guide takes the reader through the key principles and approaches of modelling techniques. It begins with the basics of constructing different forms of the model, the population of the model with input parameter estimates, analysis of the results, and progression to the holistic view of models as a valuable tool for informing future research exercises. Case studies and exercises are supported with online templates and solutions. This book will help analysts understand the contribution of decision-analytic modelling to the evaluation of health care programmes. ABOUT THE SERIES: Economic evaluation of health interventions is a growing specialist field, and this series of practical handbooks will tackle, in-depth, topics superficially addressed in more general health economics books. Each volume will include illustrative material, case histories and worked examples to encourage the reader to apply the methods discussed, with supporting material provided online. This series is aimed at health economists in academia, the pharmaceutical industry and the health sector, those on advanced health economics courses, and health researchers in associated fields.
Book Synopsis DSGE Models in Macroeconomics by : Nathan Balke
Download or read book DSGE Models in Macroeconomics written by Nathan Balke and published by Emerald Group Publishing. This book was released on 2012-11-29 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy
Book Synopsis Development Policies and Policy Processes in Africa by : Christian Henning
Download or read book Development Policies and Policy Processes in Africa written by Christian Henning and published by Springer. This book was released on 2017-10-05 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is open access under a CC BY 4.0 license. The book examines the methodological challenges in analyzing the effectiveness of development policies. It presents a selection of tools and methodologies that can help tackle the complexities of which policies work best and why, and how they can be implemented effectively given the political and economic framework conditions of a country. The contributions in this book offer a continuation of the ongoing evidence-based debate on the role of agriculture and participatory policy processes in reducing poverty. They develop and apply quantitative political economy approaches by integrating quantitative models of political decision-making into existing economic modeling tools, allowing a more comprehensive growth-poverty analysis. The book addresses not only scholars who use quantitative policy modeling and evaluation techniques in their empirical or theoretical research, but also technical experts, including policy makers and analysts from stakeholder organizations, involved in formulating and implementing policies to reduce poverty and to increase economic and social well-being in African countries.
Book Synopsis Modelling and Evaluating Treatment Effects in Econometrics by : Dann Millimet
Download or read book Modelling and Evaluating Treatment Effects in Econometrics written by Dann Millimet and published by Emerald Group Publishing. This book was released on 2008-02-21 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: The estimation of the effects of treatments endogenous variables representing everything from individual participation in a training program to national participation in a World Bank loan program has occupied much of the theoretical and applied econometric research literatures. This volume presents a collection of papers on this topic.
Book Synopsis Microeconometrics by : A. Colin Cameron
Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Econometric Model Performance in Forecasting and Policy Assessment by : W. Allen Spivey
Download or read book Econometric Model Performance in Forecasting and Policy Assessment written by W. Allen Spivey and published by A E I Press. This book was released on 1979 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monograph on current econometric models used in economic forecasting and economic policy assessment - presents the methodology of linear and nonlinear simulation models, and includes a statistical analysis of forecast errors of major econometric models. Bibliography pp. 73 to 77, graphs and statistical tables.
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.
Book Synopsis Econometric Analysis of Model Selection and Model Testing by : M. Ishaq Bhatti
Download or read book Econometric Analysis of Model Selection and Model Testing written by M. Ishaq Bhatti and published by Routledge. This book was released on 2017-03-02 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years econometricians have examined the problems of diagnostic testing, specification testing, semiparametric estimation and model selection. In addition researchers have considered whether to use model testing and model selection procedures to decide the models that best fit a particular dataset. This book explores both issues with application to various regression models, including the arbitrage pricing theory models. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers in understanding the current status of model building and testing techniques.
Book Synopsis Applied Econometric Analysis: Emerging Research and Opportunities by : Sloboda, Brian W.
Download or read book Applied Econometric Analysis: Emerging Research and Opportunities written by Sloboda, Brian W. and published by IGI Global. This book was released on 2020-06-01 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.
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 Prentice Hall. This book was released on 1978 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: Models and data; Single-equation estimation; Applications of single-equation estimation; Simultaneous equations; Applications of simultaneous-equations estimation; The uses of econometrics.
