On the Robustness of the Simple Moment Estimator For the Tobit Model

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ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.:/5 (63 download)

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Book Synopsis On the Robustness of the Simple Moment Estimator For the Tobit Model by : University of Guelph. Department of Economics

Download or read book On the Robustness of the Simple Moment Estimator For the Tobit Model written by University of Guelph. Department of Economics and published by . This book was released on 1985 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Robustness of Conditional Moment Tests in Tobit and Probit Models

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ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The Robustness of Conditional Moment Tests in Tobit and Probit Models by : Christopher L. Skeels

Download or read book The Robustness of Conditional Moment Tests in Tobit and Probit Models written by Christopher L. Skeels and published by . This book was released on 1993 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometrics of Qualitative Dependent Variables

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Publisher : Cambridge University Press
ISBN 13 : 9780521589857
Total Pages : 398 pages
Book Rating : 4.5/5 (898 download)

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Book Synopsis Econometrics of Qualitative Dependent Variables by : Christian Gourieroux

Download or read book Econometrics of Qualitative Dependent Variables written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1991 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their discrete nature - requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.

Panel Data Econometrics

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Publisher : Academic Press
ISBN 13 : 0128144319
Total Pages : 432 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Panel Data Econometrics by : Mike Tsionas

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

List of Recent Periodical Articles

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ISBN 13 :
Total Pages : 720 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis List of Recent Periodical Articles by : Joint Bank-Fund Library

Download or read book List of Recent Periodical Articles written by Joint Bank-Fund Library and published by . This book was released on 1985 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Revista de econometria

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ISBN 13 :
Total Pages : 632 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Revista de econometria by :

Download or read book Revista de econometria written by and published by . This book was released on 1986 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Symmetrically Censored Generalized Method of Moments Estimation for Tobit Models and Its Application in Labor Supply Estimation

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Publisher :
ISBN 13 :
Total Pages : 262 pages
Book Rating : 4.:/5 (385 download)

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Book Synopsis Symmetrically Censored Generalized Method of Moments Estimation for Tobit Models and Its Application in Labor Supply Estimation by : Haizheng Li

Download or read book Symmetrically Censored Generalized Method of Moments Estimation for Tobit Models and Its Application in Labor Supply Estimation written by Haizheng Li and published by . This book was released on 1997 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Economics Working Papers: a Bibliography

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ISBN 13 :
Total Pages : 366 pages
Book Rating : 4.3/5 (512 download)

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Book Synopsis Economics Working Papers: a Bibliography by :

Download or read book Economics Working Papers: a Bibliography written by and published by . This book was released on 1985 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Methods and Applications

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ISBN 13 :
Total Pages : 600 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Econometric Methods and Applications by : G. S. Maddala

Download or read book Econometric Methods and Applications written by G. S. Maddala and published by . This book was released on 1994 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprises a collection of previously published articles by G.S. Maddala. Includes a brief autobiographical essay.

A Comparison Study on the Estimation in Tobit Regression Models

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (81 download)

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Book Synopsis A Comparison Study on the Estimation in Tobit Regression Models by : Antoinette Leiker

Download or read book A Comparison Study on the Estimation in Tobit Regression Models written by Antoinette Leiker and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of this report is to compare various estimation procedures on regression models in which the dependent variable has a restricted range. These models, called Tobit models, are seeing an increase in use among economists and market researchers, specifically. Only the standard Tobit regression model is discussed in the report. First we will examine the five estimation methods discussed in Amemiya (1984) for standard Tobit model. These methods include Probit maximum likelihood, least squares, Heckman's two-step, Tobit maximum likelihood, and the EM algorithm. We will examine the algorithm utilized in each method's estimation process. We will then conduct simulation studies using these estimation procedures. Twelve scenarios have been considered consisting of three different truncation threshold on the response variable, two distributions of covariates, and the error variance known and unknown. The results are reported and a discussion of the goodness of each method follows. The study shows that the best method for estimating Tobit regression models is indeed the Tobit maximum likelihood estimation. Heckman's two-step method and the EM algorithm also estimate these models well when the truncation rate is low and the sample size is large. The simulation results show that the Least squares estimation procedure is far less efficient than other estimation procedures.

A Guide to Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)

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Book Synopsis A Guide to Econometrics by : Peter Kennedy

Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Pakistan Journal of Statistics

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Publisher :
ISBN 13 :
Total Pages : 620 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Pakistan Journal of Statistics by :

Download or read book Pakistan Journal of Statistics written by and published by . This book was released on 1994 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Complex Systems in Finance and Econometrics

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Publisher : Springer Science & Business Media
ISBN 13 : 1441977007
Total Pages : 919 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Complex Systems in Finance and Econometrics by : Robert A. Meyers

Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

Applied Econometrics

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Publisher : Routledge
ISBN 13 : 042965894X
Total Pages : 296 pages
Book Rating : 4.4/5 (296 download)

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Book Synopsis Applied Econometrics by : Chung-ki Min

Download or read book Applied Econometrics written by Chung-ki Min and published by Routledge. This book was released on 2019-03-08 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Mathematical Reviews

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ISBN 13 :
Total Pages : 786 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 812 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1997 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 670 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1998 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: