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Author : Rien Wagenvoort
Publisher :
ISBN 13 :
Total Pages : 29 pages
Book Rating : 4.:/5 (245 download)
Download or read book On B-robust Instrumental Variable Estimation of the Linear Model written by Rien Wagenvoort and published by . This book was released on 1998 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mikkel Soelvsten
Publisher :
ISBN 13 :
Total Pages : 71 pages
Book Rating : 4.:/5 (13 download)
Download or read book Robust Estimation in Linear Model With Many Instruments written by Mikkel Soelvsten and published by . This book was released on 2005 with total page 71 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first chapter of this dissertation considers a new class of robust estimators in a linear instrumental variables (IV) model with many instruments. The estimators are generalized method of moments (GMM) estimators, and the class includes the limited maximum likelihood estimator (LIML) as a special case. Each estimator in the class is consistent and asymptotically normal under many instruments asymptotics, and this chapter provides consistent variance estimators that are of the ``sandwich'' type and can be used to conduct asymptotically correct inference. Furthermore, this chapter characterizes an optimal robust estimator among the members of the class. Compared to LIML, the optimal robust estimator is less influenced by outliers and more efficient under thick-tailed error distributions. In an empirical example (Angrist and Krueger, 1991), the optimal robust estimator is approximately 80 percent more efficient than LIML. The second chapter of this dissertation provides a central limit theorem based on Stein's method (Stein, 1972) which is an integral component in the proof of the main theorem in the first chapter. It also appears to be general enough in its scope that it can be applied to a variety of other problems.
Author : Shigeru Iwata
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.:/5 (185 download)
Download or read book Instrumental Variable Estimation in Linear Errors-in-variables Models written by Shigeru Iwata and published by . This book was released on 1988 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christopher F. Baum
Publisher : Stata Press
ISBN 13 : 1597180130
Total Pages : 362 pages
Book Rating : 4.5/5 (971 download)
Download or read book An Introduction to Modern Econometrics Using Stata written by Christopher F. Baum and published by Stata Press. This book was released on 2006-08-17 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Author : Jan Beran
Publisher : Springer
ISBN 13 : 3319031228
Total Pages : 506 pages
Book Rating : 4.3/5 (19 download)
Download or read book Empirical Economic and Financial Research written by Jan Beran and published by Springer. This book was released on 2014-11-07 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
Author : Kenneth David West
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (321 download)
Download or read book A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model written by Kenneth David West and published by . This book was released on 1995 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christos H. Skiadas
Publisher : John Wiley & Sons
ISBN 13 : 1119597579
Total Pages : 286 pages
Book Rating : 4.1/5 (195 download)
Download or read book Data Analysis and Applications 1 written by Christos H. Skiadas and published by John Wiley & Sons. This book was released on 2019-03-04 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This series of books collects a diverse array of work that provides the reader with theoretical and applied information on data analysis methods, models, and techniques, along with appropriate applications. Volume 1 begins with an introductory chapter by Gilbert Saporta, a leading expert in the field, who summarizes the developments in data analysis over the last 50 years. The book is then divided into three parts: Part 1 presents clustering and regression cases; Part 2 examines grouping and decomposition, GARCH and threshold models, structural equations, and SME modeling; and Part 3 presents symbolic data analysis, time series and multiple choice models, modeling in demography, and data mining.
Author : Kenneth David West
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (144 download)
Download or read book Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments written by Kenneth David West and published by . This book was released on 2007 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose and evaluate a technique for instrumental variables estimation of linear models with conditional heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the instrument space, and for conditional heteroskedasticity and serial correlation of the disturbance. Use of parametric models allows one to exploit information in all lags of instruments, unconstrained by degrees of freedom limitations. Analytical calculations and simulations indicate that there sometimes are large asymptotic and finite sample efficiency gains relative to conventional estimators (Hansen (1982)), and modest gains or losses depending on data generating process and sample size relative to quasi-maximum likelihood. These results are robust to minor misspecification of the parametric models used by our estimator.
Author : James H. Stock
Publisher : Prentice Hall
ISBN 13 : 9780133486872
Total Pages : 0 pages
Book Rating : 4.4/5 (868 download)
Download or read book Introduction to Econometrics written by James H. Stock and published by Prentice Hall. This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: For courses in Introductory Econometrics Engaging applications bring the theory and practice of modern econometrics to life. Ensure students grasp the relevance of econometrics with Introduction to Econometrics-the text that connects modern theory and practice with motivating, engaging applications. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. This program provides a better teaching and learning experience-for you and your students. Here's how: Personalized learning with MyEconLab-recommendations to help students better prepare for class, quizzes, and exams-and ultimately achieve improved comprehension in the course. Keeping it current with new and updated discussions on topics of particular interest to today's students. Presenting consistency through theory that matches application. Offering a full array of pedagogical features. Note: You are purchasing a standalone product; MyEconLab does not come packaged with this content. If you would like to purchase both the physical text and MyEconLab search for ISBN-10: 0133595420 ISBN-13: 9780133595420. That package includes ISBN-10: 0133486877 /ISBN-13: 9780133486872 and ISBN-10: 0133487679/ ISBN-13: 9780133487671. MyEconLab is not a self-paced technology and should only be purchased when required by an instructor.
Author : Myoung-jae Lee
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (354 download)
Download or read book Instrumental Variable Estimation for Linear Panel Data Models written by Myoung-jae Lee and published by . This book was released on 1996 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Weihao Chen
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (14 download)
Download or read book Bias-corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models written by Weihao Chen and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christos H. Skiadas
Publisher : John Wiley & Sons
ISBN 13 : 1786303825
Total Pages : 286 pages
Book Rating : 4.7/5 (863 download)
Download or read book Data Analysis and Applications 1 written by Christos H. Skiadas and published by John Wiley & Sons. This book was released on 2019-05-21 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This series of books collects a diverse array of work that provides the reader with theoretical and applied information on data analysis methods, models, and techniques, along with appropriate applications. Volume 1 begins with an introductory chapter by Gilbert Saporta, a leading expert in the field, who summarizes the developments in data analysis over the last 50 years. The book is then divided into three parts: Part 1 presents clustering and regression cases; Part 2 examines grouping and decomposition, GARCH and threshold models, structural equations, and SME modeling; and Part 3 presents symbolic data analysis, time series and multiple choice models, modeling in demography, and data mining.
Author : Ingo Klein
Publisher : Springer Science & Business Media
ISBN 13 : 1475736029
Total Pages : 285 pages
Book Rating : 4.4/5 (757 download)
Download or read book Contributions to Modern Econometrics written by Ingo Klein and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ omy which adhered c10sely to the traditions put forth by the Cowles commission.
Author : Badi H. Baltagi
Publisher : Springer Nature
ISBN 13 : 3030539539
Total Pages : 436 pages
Book Rating : 4.0/5 (35 download)
Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi and published by Springer Nature. This book was released on 2021-03-16 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.
Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
ISBN 13 : 1781903085
Total Pages : 576 pages
Book Rating : 4.7/5 (819 download)
Download or read book Essays in Honor of Jerry Hausman written by Badi H. Baltagi and published by Emerald Group Publishing. This book was released on 2012-12-17 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author : MIT Critical Data
Publisher : Springer
ISBN 13 : 3319437429
Total Pages : 435 pages
Book Rating : 4.3/5 (194 download)
Download or read book Secondary Analysis of Electronic Health Records written by MIT Critical Data and published by Springer. This book was released on 2016-09-09 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book trains the next generation of scientists representing different disciplines to leverage the data generated during routine patient care. It formulates a more complete lexicon of evidence-based recommendations and support shared, ethical decision making by doctors with their patients. Diagnostic and therapeutic technologies continue to evolve rapidly, and both individual practitioners and clinical teams face increasingly complex ethical decisions. Unfortunately, the current state of medical knowledge does not provide the guidance to make the majority of clinical decisions on the basis of evidence. The present research infrastructure is inefficient and frequently produces unreliable results that cannot be replicated. Even randomized controlled trials (RCTs), the traditional gold standards of the research reliability hierarchy, are not without limitations. They can be costly, labor intensive, and slow, and can return results that are seldom generalizable to every patient population. Furthermore, many pertinent but unresolved clinical and medical systems issues do not seem to have attracted the interest of the research enterprise, which has come to focus instead on cellular and molecular investigations and single-agent (e.g., a drug or device) effects. For clinicians, the end result is a bit of a “data desert” when it comes to making decisions. The new research infrastructure proposed in this book will help the medical profession to make ethically sound and well informed decisions for their patients.
Author :
Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)
Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
