Bayesian Econometrics

Download Bayesian Econometrics PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1848553080
Total Pages : 656 pages
Book Rating : 4.8/5 (485 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Econometrics by : Siddhartha Chib

Download or read book Bayesian Econometrics written by Siddhartha Chib and published by Emerald Group Publishing. This book was released on 2008-12-18 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work presents an historical overview that describes key contributions to development and makes predictions for future directions.

Semiparametric Estimation of Discrete Choice Models

Download Semiparametric Estimation of Discrete Choice Models PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 310 pages
Book Rating : 4.:/5 (89 download)

DOWNLOAD NOW!


Book Synopsis Semiparametric Estimation of Discrete Choice Models by : Trueman Scott Thompson

Download or read book Semiparametric Estimation of Discrete Choice Models written by Trueman Scott Thompson and published by . This book was released on 1989 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Contemporary Bayesian Econometrics and Statistics

Download Contemporary Bayesian Econometrics and Statistics PDF Online Free

Author :
Publisher : John Wiley & Sons
ISBN 13 : 0471744727
Total Pages : 322 pages
Book Rating : 4.4/5 (717 download)

DOWNLOAD NOW!


Book Synopsis Contemporary Bayesian Econometrics and Statistics by : John Geweke

Download or read book Contemporary Bayesian Econometrics and Statistics written by John Geweke and published by John Wiley & Sons. This book was released on 2005-10-03 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.

Modeling Ordered Choices

Download Modeling Ordered Choices PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1139485954
Total Pages : 383 pages
Book Rating : 4.1/5 (394 download)

DOWNLOAD NOW!


Book Synopsis Modeling Ordered Choices by : William H. Greene

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.

Semiparametric Methods in Econometrics

Download Semiparametric Methods in Econometrics PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 1461206219
Total Pages : 211 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!


Book Synopsis Semiparametric Methods in Econometrics by : Joel L. Horowitz

Download or read book Semiparametric Methods in Econometrics written by Joel L. Horowitz and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.

Bayesian Non- and Semi-parametric Methods and Applications

Download Bayesian Non- and Semi-parametric Methods and Applications PDF Online Free

Author :
Publisher : Princeton University Press
ISBN 13 : 0691145326
Total Pages : 218 pages
Book Rating : 4.6/5 (911 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Non- and Semi-parametric Methods and Applications by : Peter Rossi

Download or read book Bayesian Non- and Semi-parametric Methods and Applications written by Peter Rossi and published by Princeton University Press. This book was released on 2014-04-27 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid "overfitting," in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility. This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, "bayesm," which implements all of the non-parametric models discussed in the book.

Maximum Simulated Likelihood Methods and Applications

Download Maximum Simulated Likelihood Methods and Applications PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 0857241508
Total Pages : 371 pages
Book Rating : 4.8/5 (572 download)

DOWNLOAD NOW!


Book Synopsis Maximum Simulated Likelihood Methods and Applications by : William Greene

Download or read book Maximum Simulated Likelihood Methods and Applications written by William Greene and published by Emerald Group Publishing. This book was released on 2010-12-03 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.

Econometric Models For Industrial Organization

Download Econometric Models For Industrial Organization PDF Online Free

Author :
Publisher : World Scientific
ISBN 13 : 981310967X
Total Pages : 154 pages
Book Rating : 4.8/5 (131 download)

DOWNLOAD NOW!


Book Synopsis Econometric Models For Industrial Organization by : Matthew Shum

Download or read book Econometric Models For Industrial Organization written by Matthew Shum and published by World Scientific. This book was released on 2016-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Handbook of Econometrics

Download Handbook of Econometrics PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 0080524796
Total Pages : 737 pages
Book Rating : 4.0/5 (85 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Econometrics by : J.J. Heckman

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

Modeling Discrete Time-to-Event Data

Download Modeling Discrete Time-to-Event Data PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319281585
Total Pages : 252 pages
Book Rating : 4.3/5 (192 download)

DOWNLOAD NOW!


Book Synopsis Modeling Discrete Time-to-Event Data by : Gerhard Tutz

Download or read book Modeling Discrete Time-to-Event Data written by Gerhard Tutz and published by Springer. This book was released on 2016-06-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are explained. Each section includes a set of exercises on the respective topics. Various functions and tools for the analysis of discrete survival data are collected in the R package discSurv that accompanies the book.

Introduction to Empirical Processes and Semiparametric Inference

Download Introduction to Empirical Processes and Semiparametric Inference PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 0387749780
Total Pages : 482 pages
Book Rating : 4.3/5 (877 download)

DOWNLOAD NOW!


Book Synopsis Introduction to Empirical Processes and Semiparametric Inference by : Michael R. Kosorok

Download or read book Introduction to Empirical Processes and Semiparametric Inference written by Michael R. Kosorok and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.

Equivariant Stable Homotopy Theory and the Kervaire Invariant Problem

Download Equivariant Stable Homotopy Theory and the Kervaire Invariant Problem PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1108831443
Total Pages : 881 pages
Book Rating : 4.1/5 (88 download)

DOWNLOAD NOW!


Book Synopsis Equivariant Stable Homotopy Theory and the Kervaire Invariant Problem by : Michael A. Hill

Download or read book Equivariant Stable Homotopy Theory and the Kervaire Invariant Problem written by Michael A. Hill and published by Cambridge University Press. This book was released on 2021-07-29 with total page 881 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete and definitive account of the authors' resolution of the Kervaire invariant problem in stable homotopy theory.

Bayesian Nonparametric Data Analysis

Download Bayesian Nonparametric Data Analysis PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 3319189689
Total Pages : 203 pages
Book Rating : 4.3/5 (191 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Nonparametric Data Analysis by : Peter Müller

Download or read book Bayesian Nonparametric Data Analysis written by Peter Müller and published by Springer. This book was released on 2015-06-17 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in online software pages.

Two-Sided Matching

Download Two-Sided Matching PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 1107782430
Total Pages : 288 pages
Book Rating : 4.1/5 (77 download)

DOWNLOAD NOW!


Book Synopsis Two-Sided Matching by : Alvin E. Roth

Download or read book Two-Sided Matching written by Alvin E. Roth and published by Cambridge University Press. This book was released on 1992-06-26 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching. The focus of the book is on the stability of outcomes, on the incentives that different rules of organization give to agents, and on the constraints that these incentives impose on the ways such markets can be organized. The results for this wide range of related models and matching situations help clarify which conclusions depend on particular modeling assumptions and market conditions, and which are robust over a wide range of conditions. 'This book chronicles one of the outstanding success stories of the theory of games, a story in which the authors have played a major role: the theory and practice of matching markets ... The authors are to be warmly congratulated for this fine piece of work, which is quite unique in the game-theoretic literature.' From the Foreword by Robert Aumann

Measurement Error and Misclassification in Statistics and Epidemiology

Download Measurement Error and Misclassification in Statistics and Epidemiology PDF Online Free

Author :
Publisher : CRC Press
ISBN 13 : 0203502760
Total Pages : 213 pages
Book Rating : 4.2/5 (35 download)

DOWNLOAD NOW!


Book Synopsis Measurement Error and Misclassification in Statistics and Epidemiology by : Paul Gustafson

Download or read book Measurement Error and Misclassification in Statistics and Epidemiology written by Paul Gustafson and published by CRC Press. This book was released on 2003-09-25 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mismeasurement of explanatory variables is a common hazard when using statistical modeling techniques, and particularly so in fields such as biostatistics and epidemiology where perceived risk factors cannot always be measured accurately. With this perspective and a focus on both continuous and categorical variables, Measurement Error and Misclassi

Advances in Economics and Econometrics

Download Advances in Economics and Econometrics PDF Online Free

Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521524131
Total Pages : 316 pages
Book Rating : 4.5/5 (241 download)

DOWNLOAD NOW!


Book Synopsis Advances in Economics and Econometrics by : Econometric Society. World Congress

Download or read book Advances in Economics and Econometrics written by Econometric Society. World Congress and published by Cambridge University Press. This book was released on 2003-01-20 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sample Text

The Econometrics of Panel Data

Download The Econometrics of Panel Data PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3540758925
Total Pages : 966 pages
Book Rating : 4.5/5 (47 download)

DOWNLOAD NOW!


Book Synopsis The Econometrics of Panel Data by : Lászlo Mátyás

Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.