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Author : Lung-Fei Lee
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.:/5 (255 download)
Download or read book Identification and estimation in binary choice models with limited dependent variables written by Lung-Fei Lee and published by . This book was released on 1977 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Kenneth Train
Publisher : Cambridge University Press
ISBN 13 : 0521766559
Total Pages : 399 pages
Book Rating : 4.5/5 (217 download)
Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Author : Pavel Čížek
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (664 download)
Download or read book Trimmed Likelihood-based Estimation in Binary Regression Models written by Pavel Čížek and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Garrett Glasgow
Publisher : Cambridge University Press
ISBN 13 : 1108877184
Total Pages : 131 pages
Book Rating : 4.1/5 (88 download)
Download or read book Interpreting Discrete Choice Models written by Garrett Glasgow and published by Cambridge University Press. This book was released on 2022-05-12 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: In discrete choice models the relationships between the independent variables and the choice probabilities are nonlinear, depending on both the value of the particular independent variable being interpreted and the values of the other independent variables. Thus, interpreting the magnitude of the effects (the “substantive effects”) of the independent variables on choice behavior requires the use of additional interpretative techniques. Three common techniques for interpretation are described here: first differences, marginal effects and elasticities, and odds ratios. Concepts related to these techniques are also discussed, as well as methods to account for estimation uncertainty. Interpretation of binary logits, ordered logits, multinomial and conditional logits, and mixed discrete choice models such as mixed multinomial logits and random effects logits for panel data are covered in detail. The techniques discussed here are general, and can be applied to other models with discrete dependent variables which are not specifically described here.
Author : G. S. Maddala
Publisher : Cambridge University Press
ISBN 13 : 1107782414
Total Pages : 418 pages
Book Rating : 4.1/5 (77 download)
Download or read book Limited-Dependent and Qualitative Variables in Econometrics written by G. S. Maddala and published by Cambridge University Press. This book was released on 1986-06-27 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.
Author : Kazumitsu Nawata
Publisher :
ISBN 13 :
Total Pages : 13 pages
Book Rating : 4.:/5 (287 download)
Download or read book Semiparametric Estimation and Efficiency Bounds of Binary Choice Models when the Models Contain One Continuous Variable written by Kazumitsu Nawata and published by . This book was released on 1988 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William H. Greene
Publisher : Cambridge University Press
ISBN 13 : 1139485954
Total Pages : 383 pages
Book Rating : 4.1/5 (394 download)
Download or read book Modeling Ordered Choices written by William H. Greene and published by Cambridge University Press. This book was released on 2010-04-08 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Author : J.J. Heckman
Publisher : Elsevier
ISBN 13 : 0080524796
Total Pages : 737 pages
Book Rating : 4.0/5 (85 download)
Download or read book Handbook of Econometrics written by J.J. Heckman and published by Elsevier. This book was released on 2001-11-22 with total page 737 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. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Author : David A. Hensher
Publisher : Taylor & Francis
ISBN 13 : 9780470270783
Total Pages : 468 pages
Book Rating : 4.2/5 (77 download)
Download or read book Applied Discrete-choice Modelling written by David A. Hensher and published by Taylor & Francis. This book was released on 1981 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephane Hess
Publisher : Edward Elgar Publishing
ISBN 13 : 1800375638
Total Pages : 797 pages
Book Rating : 4.8/5 (3 download)
Download or read book Handbook of Choice Modelling written by Stephane Hess and published by Edward Elgar Publishing. This book was released on 2024-06-05 with total page 797 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thoroughly revised second edition Handbook provides an authoritative and in-depth overview of choice modelling, covering essential topics range from data collection through model specification and estimation to analysis and use of results. It aptly emphasises the broad relevance of choice modelling when applied to a multitude of fields, including but not limited to transport, marketing, health and environmental economics.
Author : A. Colin Cameron
Publisher : Cambridge University Press
ISBN 13 : 1139444867
Total Pages : 1058 pages
Book Rating : 4.1/5 (394 download)
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.
Author : Cesar Perez Lopez
Publisher : Createspace Independent Publishing Platform
ISBN 13 : 9781495250675
Total Pages : 0 pages
Book Rating : 4.2/5 (56 download)
Download or read book ADVANCED ECONOMETRICS with STATA. Concepts and Exercises written by Cesar Perez Lopez and published by Createspace Independent Publishing Platform. This book was released on 2014-01-19 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers a wide typology of advanced econometric models including models of limited dependent variable, discrete choice, count, censored, truncated and sample selection. Also develop models of simultaneous equations, nonlinear models, multivariate time series models, models with panel and unit roots theory data and cointegrated models. In the last chapters the most typical problems of diagnosis are addressed to check in all econometric model, the analysis of variance and covariance, simple and multiple models, the linear model GLM general and mixed models. The development of practical exercises is performed using STATA software. The content of the book is as follows: Limited dependent variable models Discrete choice models Binary discrete choice models Multiple choice models Logit and Probit ordered models Count data models Censored models: the tobit model Sample selection: truncated models Correction the sample selection: heckman two-step estimation or heckit method Limited dependent variable models with STATA Multi-equational linear models. Simultaneous equations Multi-equational linear models. Structural form and simultaneous equations Multi-equational model in reduced form Structural model identification. Simultaneous equations. MCI estimation Simultaneous equations linear model estimation STATA and simultaneous linear equations models Multivariate time series models: VAR, VARX, VARMA and BVAR models. Cointegration Vector autoregressive VAR models VARMA models Cointegration in VAR models. Johansen test STATA and the VAR and VEC models. Causality and cointegration tests. Johansen test Econometrics panel data. Unit roots and cointegration in panel Panel data econometric models Fixed effects panel data models Random -effects panel data models Dynamic panel data models Logit and Probit panel data models Unit roots and cointegration of panel data STATA and panel data models Logit, Probit and Poisson models with panel data Dynamic panel models estimation. Arellano - bond methodology Non-linear models and systems. STATA and non- linear equations models Tests for diagnosis. Autocorrelation, heteroscedasticity, normality, multicollinearity and influence Conditional heteroscedasticity . ARCH and GARCH tests STATA and the multicollinearity, influence, autocorrelation and heteroscedasticity STATA and the multicolinearity, influence, autocorrelation, heteroscedasticity through menus Simple and multiple variance analysis and the simple and multiple covariance models . General lonear models GLM and mixed models STATA and the analysis of the variance-covariance, the GLM model and mixed models
Author : Thomas B. Fomby
Publisher : Springer Science & Business Media
ISBN 13 : 1441987460
Total Pages : 637 pages
Book Rating : 4.4/5 (419 download)
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.
Author : George G. Judge
Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)
Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author : Samuel Kotz
Publisher : John Wiley & Sons
ISBN 13 : 0471654035
Total Pages : 752 pages
Book Rating : 4.4/5 (716 download)
Download or read book Continuous Multivariate Distributions, Volume 1 written by Samuel Kotz and published by John Wiley & Sons. This book was released on 2004-04-05 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV natural exponential families, which have grown immensely since the 1970s. Each distribution is presented in its own chapter along with descriptions of real-world applications gleaned from the current literature on continuous multivariate distributions and their applications.
Author : Mike Tsionas
Publisher : Academic Press
ISBN 13 : 0128144319
Total Pages : 432 pages
Book Rating : 4.1/5 (281 download)
Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-19 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Author : Kazumitsu Nawata
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.:/5 (15 download)
Download or read book Semiparametric Estimation of Binary Choice Models written by Kazumitsu Nawata and published by . This book was released on 1989 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
