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Author : Theo K. Dijkstra
Publisher : Springer Science & Business Media
ISBN 13 : 3642954618
Total Pages : 139 pages
Book Rating : 4.6/5 (429 download)
Download or read book Misspecification Analysis written by Theo K. Dijkstra and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 139 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. G. Godfrey
Publisher : Cambridge University Press
ISBN 13 : 9780521424592
Total Pages : 276 pages
Book Rating : 4.4/5 (245 download)
Download or read book Misspecification Tests in Econometrics written by L. G. Godfrey and published by Cambridge University Press. This book was released on 1988 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.
Author : Phoebus Dhrymes
Publisher : Springer
ISBN 13 : 3319659162
Total Pages : 637 pages
Book Rating : 4.3/5 (196 download)
Download or read book Introductory Econometrics written by Phoebus Dhrymes and published by Springer. This book was released on 2017-11-21 with total page 637 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
Author : Peter Kennedy
Publisher : MIT Press
ISBN 13 : 9780262611831
Total Pages : 644 pages
Book Rating : 4.6/5 (118 download)
Download or read book A Guide to Econometrics written by Peter Kennedy and published by MIT Press. This book was released on 2003 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: A popular, intuitively based overview of econometrics.
Author : Tony Lancaster
Publisher : Cambridge University Press
ISBN 13 : 9780521437899
Total Pages : 380 pages
Book Rating : 4.4/5 (378 download)
Download or read book The Econometric Analysis of Transition Data written by Tony Lancaster and published by Cambridge University Press. This book was released on 1990 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
Author : Andrew C. Harvey
Publisher : MIT Press
ISBN 13 : 9780262081894
Total Pages : 418 pages
Book Rating : 4.0/5 (818 download)
Download or read book The Econometric Analysis of Time Series written by Andrew C. Harvey and published by MIT Press. This book was released on 1990 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
Author : Hamid Seddighi
Publisher : Psychology Press
ISBN 13 : 9780415156455
Total Pages : 422 pages
Book Rating : 4.1/5 (564 download)
Download or read book Econometrics written by Hamid Seddighi and published by Psychology Press. This book was released on 2000 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recognising the fact that A level mathematics is no longer a necessary prerequisite for economics courses, this text introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complexity.
Author : Willem E. Saris
Publisher : John Wiley & Sons
ISBN 13 : 1118634551
Total Pages : 384 pages
Book Rating : 4.1/5 (186 download)
Download or read book Design, Evaluation, and Analysis of Questionnaires for Survey Research written by Willem E. Saris and published by John Wiley & Sons. This book was released on 2014-01-14 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "...this book is quite inspiring, giving many practical ideas for survey research, especially for designing better questionnaires." —International Statistical Review Reflecting modern developments in the field of survey research, the Second Edition of Design, Evaluation, and Analysis of Questionnaires for Survey Research continues to provide cutting-edge analysis of the important decisions researchers make throughout the survey design process.The new edition covers the essential methodologies and statistical tools utilized to create reliable and accurate survey questionnaires, which unveils the relationship between individual question characteristics and overall question quality. Since the First Edition, the computer program Survey Quality Prediction (SQP) has been updated to include new predictions of the quality of survey questions on the basis of analyses of Multi-Trait Multi-Method experiments. The improved program contains over 60,000 questions, with translations in most European languages. Featuring an expanded explanation of the usage and limitations of SQP 2.0, the Second Edition also includes: New practice problems to provide readers with real-world experience in survey research and questionnaire design A comprehensive outline of the steps for creating and testing survey questionnaires Contemporary examples that demonstrate the many pitfalls of questionnaire design and ways to avoid similar decisions Design, Evaluation, and Analysis of Questionnaires for Survey Research, Second Edition is an excellent textbook for upper-undergraduate and graduate-level courses in methodology and research questionnaire planning, as well as an ideal resource for social scientists or survey researchers needing to design, evaluate, and analyze questionnaires.
Author : Henk A.L. Kiers
Publisher : Springer Science & Business Media
ISBN 13 : 3642597890
Total Pages : 428 pages
Book Rating : 4.6/5 (425 download)
Download or read book Data Analysis, Classification, and Related Methods written by Henk A.L. Kiers and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a selection of papers presented at the Seven~h Confer ence of the International Federation of Classification Societies (IFCS-2000), which was held in Namur, Belgium, July 11-14,2000. From the originally sub mitted papers, a careful review process involving two reviewers per paper, led to the selection of 65 papers that were considered suitable for publication in this book. The present book contains original research contributions, innovative ap plications and overview papers in various fields within data analysis, classifi cation, and related methods. Given the fast publication process, the research results are still up-to-date and coincide with their actual presentation at the IFCS-2000 conference. The topics captured are: • Cluster analysis • Comparison of clusterings • Fuzzy clustering • Discriminant analysis • Mixture models • Analysis of relationships data • Symbolic data analysis • Regression trees • Data mining and neural networks • Pattern recognition • Multivariate data analysis • Robust data analysis • Data science and sampling The IFCS (International Federation of Classification Societies) The IFCS promotes the dissemination of technical and scientific information data analysis, classification, related methods, and their applica concerning tions.
Author : Hans-Hermann Bock
Publisher : Springer Science & Business Media
ISBN 13 : 3642763073
Total Pages : 404 pages
Book Rating : 4.6/5 (427 download)
Download or read book Classification, Data Analysis, and Knowledge Organization written by Hans-Hermann Bock and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: In science, industry, public administration and documentation centers large amounts of data and information are collected which must be analyzed, ordered, visualized, classified and stored efficiently in order to be useful for practical applications. This volume contains 50 selected theoretical and applied papers presenting a wealth of new and innovative ideas, methods, models and systems which can be used for this purpose. It combines papers and strategies from two main streams of research in an interdisciplinary, dynamic and exciting way: On the one hand, mathematical and statistical methods are described which allow a quantitative analysis of data, provide strategies for classifying objects or making exploratory searches for interesting structures, and give ways to make comprehensive graphical displays of large arrays of data. On the other hand, papers related to information sciences, informatics and data bank systems provide powerful tools for representing, modelling, storing and retrieving facts, data and knowledge characterized by qualitative descriptors, semantic relations, or linguistic concepts. The integration of both fields and a special part on applied problems from biology, medicine, archeology, industry and administration assure that this volume will be informative and useful for theory and practice.
Author : Arnold Zellner
Publisher : Cambridge University Press
ISBN 13 : 9781139453431
Total Pages : 736 pages
Book Rating : 4.4/5 (534 download)
Download or read book The Structural Econometric Time Series Analysis Approach written by Arnold Zellner and published by Cambridge University Press. This book was released on 2004-10-21 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.
Author : Chandan Mukherjee
Publisher : Psychology Press
ISBN 13 : 9780415093996
Total Pages : 518 pages
Book Rating : 4.0/5 (939 download)
Download or read book Econometrics and Data Analysis for Developing Countries written by Chandan Mukherjee and published by Psychology Press. This book was released on 1998 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a foundation to modern data analysis and econometric practice. Contains many examples and exercises with data from developing countries, available for immediate use on the floppy disk provided.
Author : Halbert White
Publisher : Cambridge University Press
ISBN 13 : 9780521574464
Total Pages : 396 pages
Book Rating : 4.5/5 (744 download)
Download or read book Estimation, Inference and Specification Analysis written by Halbert White and published by Cambridge University Press. This book was released on 1996-06-28 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.
Author : Eldad Davidov
Publisher : Routledge
ISBN 13 : 1135389918
Total Pages : 530 pages
Book Rating : 4.1/5 (353 download)
Download or read book Cross-Cultural Analysis written by Eldad Davidov and published by Routledge. This book was released on 2012-10-12 with total page 530 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended to bridge the gap between the latest methodological developments and cross-cultural research, this interdisciplinary resource presents the latest strategies for analyzing cross-cultural data. Techniques are demonstrated through the use of applications that employ cross national data sets such as the latest European Social Survey. With an emphasis on the generalized latent variable approach, internationally–prominent researchers from a variety of fields explain how the methods work, how to apply them, and how they relate to other methods presented in the book. Syntax and graphical and verbal explanations of the techniques are included. A website features some of the data sets and syntax commands used in the book. Applications from the behavioral and social sciences that use real data-sets demonstrate: The use of samples from 17 countries to validate the resistance to change scale across these nations How to test the cross-national invariance properties of social trust The interplay between social structure, religiosity, values, and social attitudes A comparison of anti-immigrant attitudes and patterns of religious orientations across European countries. The book is divided into techniques for analyzing cross-cultural data within the generalized-latent-variable approach: multiple-group confirmatory factor analysis and multiple-group structural equation modeling; multi-level analysis; latent class analysis; and item-response theory. Since researchers from various disciplines often use different methodological approaches, a consistent framework for describing and applying each method is used so as to cross ‘methodological borders’ between disciplines. Some chapters describe the basic strategy and how it relates to other techniques presented in the book, others apply the techniques and address specific research questions, and a few combine the two. A table in the preface highlights for each chapter: a description of the contents, the statistical methods used, the goal(s) of the analysis, and the data set employed. This book is intended for researchers, practitioners, and advanced students interested in cross-cultural research. Because the applications span a variety of disciplines, the book will appeal to researchers and students in: psychology, political science, sociology, education, marketing and economics, geography, criminology, psychometrics, epidemiology, and public health, as well as those interested in methodology. It is also appropriate for an advanced methods course in cross-cultural analysis.
Author : Hamid Seddighi
Publisher : Routledge
ISBN 13 : 1136586091
Total Pages : 466 pages
Book Rating : 4.1/5 (365 download)
Download or read book Introductory Econometrics written by Hamid Seddighi and published by Routledge. This book was released on 2013-03-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.
Author : Ray C. Fair
Publisher : Harvard University Press
ISBN 13 : 9780674831803
Total Pages : 504 pages
Book Rating : 4.8/5 (318 download)
Download or read book Specification, Estimation, and Analysis of Macroeconometric Models written by Ray C. Fair and published by Harvard University Press. This book was released on 1984 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Author : Richard F. Gunst
Publisher : CRC Press
ISBN 13 : 1351419307
Total Pages : 424 pages
Book Rating : 4.3/5 (514 download)
Download or read book Regression Analysis and its Application written by Richard F. Gunst and published by CRC Press. This book was released on 2018-04-27 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Regression Analysis and Its Application: A Data-Oriented Approach answers the need for researchers and students who would like a better understanding of classical regression analysis. Useful either as a textbook or as a reference source, this book bridges the gap between the purely theoretical coverage of regression analysis and its practical application. The book presents regression analysis in the general context of data analysis. Using a teach-by-example format, it contains ten major data sets along with several smaller ones to illustrate the common characteristics of regression data and properties of statistics that are employed in regression analysis. The book covers model misspecification, residual analysis, multicollinearity, and biased regression estimators. It also focuses on data collection, model assumptions, and the interpretation of parameter estimates. Complete with an extensive bibliography, Regression Analysis and Its Application is suitable for statisticians, graduate and upper-level undergraduate students, and research scientists in biometry, business, ecology, economics, education, engineering, mathematics, physical sciences, psychology, and sociology. In addition, data collection agencies in the government and private sector will benefit from the book.
