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Author : Richard Blundell
Publisher :
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4.:/5 (158 download)
Download or read book Specification Testing in Limited and Discrete Dependent Variable Models written by Richard Blundell and published by . This book was released on 1987 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lung-fei Lee
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 (91 download)
Download or read book Some Common Structures of Simulated Specification Tests in Multinormal Discrete and Limited Dependent Variables Models written by Lung-fei Lee and published by . This book was released on 1997 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anil K. Bera
Publisher :
ISBN 13 : 9780868310466
Total Pages : 13 pages
Book Rating : 4.3/5 (14 download)
Download or read book Efficient Specification Tests for Limited Dependent Variable Models written by Anil K. Bera and published by . This book was released on 1981 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Lechner
Publisher :
ISBN 13 :
Total Pages : 85 pages
Book Rating : 4.:/5 (753 download)
Download or read book Some Specification Tests for Static Limited Dependent Variable Models Estimated on Panel Data written by Michael Lechner and published by . This book was released on 1992 with total page 85 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Badi H. Baltagi
Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)
Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Author : Cheng Hsiao
Publisher : Cambridge University Press
ISBN 13 : 113943134X
Total Pages : 352 pages
Book Rating : 4.1/5 (394 download)
Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Author : Shiferaw Gurmu
Publisher :
ISBN 13 :
Total Pages : 544 pages
Book Rating : 4.3/5 ( download)
Download or read book Estimation and Specification Testing in Some Econometric Models of Counts written by Shiferaw Gurmu and published by . This book was released on 1992 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lewis T. Evans
Publisher :
ISBN 13 :
Total Pages : 52 pages
Book Rating : 4.:/5 (119 download)
Download or read book The Specification and Estimation of Limited Dependent Variable Models written by Lewis T. Evans and published by . This book was released on 1976 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Choon-Geol Moon
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.F/5 ( download)
Download or read book Heteroscedasticity, Simultaneous Specification Test, and Nonparametric Least Squares Estimators in the Discrete and Censored Regression Model written by Choon-Geol Moon and published by . This book was released on 1987 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Cheng Hsiao
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (129 download)
Download or read book A Consistent Model Specification Test with Mixed Discrete and Continuous Data written by Cheng Hsiao and published by . This book was released on 2006 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we propose a nonparametric kernel-based model specification test that can be used when the regression model contains both discrete and continuous regressors. We employ discrete variable kernel functions and we smooth both the discrete and continuous regressors using least squares cross-validation methods. The test statistic is shown to have an asymptotic normal null distribution. We also prove the validity of using the wild bootstrap method to approximate the null distribution of the test statistic, the bootstrap being our preferred method for obtaining the null distribution in practice. Simulations show that the proposed test has significant power advantages over conventional kernel tests which rely upon frequency-based nonparametric estimators that require sample splitting to handle the presence of discrete regressors.
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 : Alan P. Kirman
Publisher : Clarendon Press
ISBN 13 : 0191521876
Total Pages : 370 pages
Book Rating : 4.1/5 (915 download)
Download or read book Economics Beyond the Millennium written by Alan P. Kirman and published by Clarendon Press. This book was released on 1999-09-09 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economics: Beyond the Millennium contains articles by leading authorities in various fields of economic theory and econometrics, each of whom gives an account of the current state of the art in their own field and indicate the direction that they think it will take in the next ten years. The fields covered are grouped into three categories: the microfoundations of macroeconomics, where Malinvaud evaluates the theory of resource allocation and Hildenbrand examines the empirical content of economic thories; markets and and organizations, where both Gabszewicz and D'Aspremont et al. look at imperfect competition and general equilibrium, Scotchmer and Thiess consider spatial economics, Ponssard the future of managerial economics, while Van Damme looks at the next stage of game theory; and econometrics, where Gourieroux reviews econometric modelling in general, Maravall looks at time series, Lubrand and Bauwens examine Bayesian analysis, and Blundell looks at the rapidly expanding area of microeconometrics.
Author : G. S. Maddala
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (119 download)
Download or read book Specification Errors in Limited Dependent Variable Models written by G. S. Maddala and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A preliminary investigation of two specification error problems in truncated dependent variable models is reported. It is shown that heteroscedasticity in a tobit model results in biased estimates when the model is misspecified. This differs from the OLS model where estimates are still consistent though inefficient. The second problem examined is aggregation. An appropriate nonlinear least squares regression model is derived for situations when the micro-level model fits a tobit framework but only aggregate data are available.
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 : Harry P. Bowen
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Testing for Moderating Effects in Limited Dependent Variable Models written by Harry P. Bowen and published by . This book was released on 2009 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of discrete limited dependent variable (LDV) models such as logit and probit is becoming ubiquitous in empirical management research. When using such models, researchers frequently postulate and test that the relationship between an explanatory variable and the dependent variable is moderated by another variable by including in the model an interaction variable. While recent papers clarify the methods for deriving and analyzing a moderating effect in LDV models, it is not widely understood or appreciated that this moderating effect confounds two moderating effects: one that arises from including an interaction variable in the model and one that arises naturally from the inherent nonlinearity of such models. This paper addresses this issue and presents a method to separate these two sources of a moderating effect for a general class of nonlinear models that includes all the LDV models commonly used in the management literature. Given this, the paper demonstrates that the statistically correct method to assess the validity of a moderating hypothesis in such models is not, as currently recommended, to test for significance of the moderating effect derived from the model that includes the interaction variable but is instead to test for significance of the difference between two moderating effects: that arising from the model that includes the interaction variable and arising from the model that excludes the interaction variable; this difference is the secondary moderating effect. The result that the secondary moderating effect is properly the focus of analysis for testing a moderating hypothesis is very general, in that it applies whenever a moderating hypothesis is to be tested by including an interaction variable in any model, whether linear or nonlinear.
Author : Orley Ashenfelter
Publisher : Elsevier
ISBN 13 : 0080544185
Total Pages : 930 pages
Book Rating : 4.0/5 (85 download)
Download or read book Handbook of Labor Economics written by Orley Ashenfelter and published by Elsevier. This book was released on 1999-11-18 with total page 930 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern labor economics has continued to grow and develop since the first volumes of this Handbook were published. The subject matter of labor economics continues to have at its core an attempt to systematically find empirical analyses that are consistent with a systematic and parsimonious theoretical understanding of the diverse phenomenon that make up the labor market. As before, many of these analyses are provocative and controversial because they are so directly relevant to both public policy and private decision making. In many ways the modern development in the field of labor economics continues to set the standards for the best work in applied economics. This volume of the Handbook has a notable representation of authors - and topics of importance - from throughout the world.
Author : Marno Verbeek
Publisher : John Wiley & Sons
ISBN 13 : 0470517697
Total Pages : 489 pages
Book Rating : 4.4/5 (75 download)
Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2008-05-27 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects. Features of this book include: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics. End-of-chapter exercises review key concepts in light of empirical examples.
