Structural Estimation With A Pre Tested Reduced Form

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Econometric Analysis of Cross Section and Panel Data, second edition

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

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Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Structural Econometric Models

Author : Eugene Choo
Publisher : Emerald Group Publishing
ISBN 13 : 1783500530
Total Pages : 447 pages
Book Rating : 4.7/5 (835 download)

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Book Synopsis Structural Econometric Models by : Eugene Choo

Download or read book Structural Econometric Models written by Eugene Choo and published by Emerald Group Publishing. This book was released on 2013-12-18 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.

Technical Bulletin

Author :
Publisher :
ISBN 13 :
Total Pages : 130 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Technical Bulletin by :

Download or read book Technical Bulletin written by and published by . This book was released on 1967 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Analysis of Panel Data

Author : Badi H. Baltagi
Publisher : Springer Nature
ISBN 13 : 3030539539
Total Pages : 436 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Econometric Analysis of Panel Data by : Badi H. Baltagi

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.

The Limits of Inference without Theory

Author : Kenneth I. Wolpin
Publisher : MIT Press
ISBN 13 : 0262019086
Total Pages : 197 pages
Book Rating : 4.2/5 (62 download)

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Book Synopsis The Limits of Inference without Theory by : Kenneth I. Wolpin

Download or read book The Limits of Inference without Theory written by Kenneth I. Wolpin and published by MIT Press. This book was released on 2013-04-26 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: The role of theory in ex ante policy evaluations and the limits that eschewing theory places on inference In this rigorous and well-crafted work, Kenneth Wolpin examines the role of theory in inferential empirical work in economics and the social sciences in general—that is, any research that uses raw data to go beyond the mere statement of fact or the tabulation of statistics. He considers in particular the limits that eschewing the use of theory places on inference. Wolpin finds that the absence of theory in inferential work that addresses microeconomic issues is pervasive. That theory is unnecessary for inference is exemplified by the expression “let the data speak for themselves.” This approach is often called “reduced form.” A more nuanced view is based on the use of experiments or quasi-experiments to draw inferences. Atheoretical approaches stand in contrast to what is known as the structuralist approach, which requires that a researcher specify an explicit model of economic behavior—that is, a theory. Wolpin offers a rigorous examination of both structuralist and nonstructuralist approaches. He first considers ex ante policy evaluation, highlighting the role of theory in the implementation of parametric and nonparametric estimation strategies. He illustrates these strategies with two examples, a wage tax and a school attendance subsidy, and summarizes the results from applications. He then presents a number of examples that illustrate the limits of inference without theory: the effect of unemployment benefits on unemployment duration; the effect of public welfare on women's labor market and demographic outcomes; the effect of school attainment on earnings; and a famous field experiment in education dealing with class size. Placing each example within the context of the broader literature, he contrasts them to recent work that relies on theory for inference.

The Theory and Practice of Econometrics

Author : George G. Judge
Publisher : John Wiley & Sons
ISBN 13 : 047189530X
Total Pages : 1062 pages
Book Rating : 4.4/5 (718 download)

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Book Synopsis The Theory and Practice of Econometrics by : George G. Judge

Download or read book The Theory and Practice of Econometrics written by George G. Judge and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Handbook of Econometrics

Author : James Joseph Heckman
Publisher : Elsevier
ISBN 13 : 0444506314
Total Pages : 1013 pages
Book Rating : 4.4/5 (445 download)

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Book Synopsis Handbook of Econometrics by : James Joseph Heckman

Download or read book Handbook of Econometrics written by James Joseph Heckman and published by Elsevier. This book was released on 2007 with total page 1013 pages. Available in PDF, EPUB and Kindle. Book excerpt: As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...

Handbook of Behavioral Economics - Foundations and Applications 1

Author :
Publisher : Elsevier
ISBN 13 : 0444633898
Total Pages : 749 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Handbook of Behavioral Economics - Foundations and Applications 1 by :

Download or read book Handbook of Behavioral Economics - Foundations and Applications 1 written by and published by Elsevier. This book was released on 2018-09-27 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Behavioral Economics: Foundations and Applications presents the concepts and tools of behavioral economics. Its authors are all economists who share a belief that the objective of behavioral economics is to enrich, rather than to destroy or replace, standard economics. They provide authoritative perspectives on the value to economic inquiry of insights gained from psychology. Specific chapters in this first volume cover reference-dependent preferences, asset markets, household finance, corporate finance, public economics, industrial organization, and structural behavioural economics. This Handbook provides authoritative summaries by experts in respective subfields regarding where behavioral economics has been; what it has so far accomplished; and its promise for the future. This taking-stock is just what Behavioral Economics needs at this stage of its so-far successful career. - Helps academic and non-academic economists understand recent, rapid changes in theoretical and empirical advances within behavioral economics - Designed for economists already convinced of the benefits of behavioral economics and mainstream economists who feel threatened by new developments in behavioral economics - Written for those who wish to become quickly acquainted with behavioral economics

Demand and Price Analysis for Potatoes

Author : Olman Hee
Publisher :
ISBN 13 :
Total Pages : 1104 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Demand and Price Analysis for Potatoes by : Olman Hee

Download or read book Demand and Price Analysis for Potatoes written by Olman Hee and published by . This book was released on 1967 with total page 1104 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Macroeconometrics

Author : Kevin D. Hoover
Publisher : Springer Science & Business Media
ISBN 13 : 940110669X
Total Pages : 575 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Macroeconometrics by : Kevin D. Hoover

Download or read book Macroeconometrics written by Kevin D. Hoover and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 575 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.

Australian Economic Papers

Author :
Publisher :
ISBN 13 :
Total Pages : 816 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Australian Economic Papers by :

Download or read book Australian Economic Papers written by and published by . This book was released on 1979 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Macroeconometrics

Author : Carlo A. Favero
Publisher : Oxford University Press, USA
ISBN 13 : 9780198296850
Total Pages : 310 pages
Book Rating : 4.2/5 (968 download)

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Book Synopsis Applied Macroeconometrics by : Carlo A. Favero

Download or read book Applied Macroeconometrics written by Carlo A. Favero and published by Oxford University Press, USA. This book was released on 2001 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of this book is the discussion and the practical illustration of techniques used in applied macroeconometrics. There are currently three competing approaches: the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. This book discusses and illustrates the empirical research strategy of these three alternative approaches, pairing them with extensive discussions and replications of the relevant empirical work. Common benchmarks are used to evaluate the alternative approaches.

Human Capital

Author : Ismail Abdel-Hamid Sirageldin
Publisher : American Univ in Cairo Press
ISBN 13 : 9789774247118
Total Pages : 368 pages
Book Rating : 4.2/5 (471 download)

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Book Synopsis Human Capital by : Ismail Abdel-Hamid Sirageldin

Download or read book Human Capital written by Ismail Abdel-Hamid Sirageldin and published by American Univ in Cairo Press. This book was released on 2002 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covers issues of demography and development in the Middle East, the capital value of rising populations, the workings of the labor market, and the impact of migration and urbanization on the region.

Scientific and Technical Aerospace Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 1036 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1990 with total page 1036 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Financial Economics and Econometrics

Author : Nikiforos T. Laopodis
Publisher : Taylor & Francis
ISBN 13 : 1000506053
Total Pages : 767 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Financial Economics and Econometrics by : Nikiforos T. Laopodis

Download or read book Financial Economics and Econometrics written by Nikiforos T. Laopodis and published by Taylor & Francis. This book was released on 2021-12-14 with total page 767 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial Economics and Econometrics provides an overview of the core topics in theoretical and empirical finance, with an emphasis on applications and interpreting results. Structured in five parts, the book covers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; and corporate finance and policy. Each chapter begins with a theory in financial economics, followed by econometric methodologies which have been used to explore the theory. Next, the chapter presents empirical evidence and discusses seminal papers on the topic. Boxes offer insights on how an idea can be applied to other disciplines such as management, marketing and medicine, showing the relevance of the material beyond finance. Readers are supported with plenty of worked examples and intuitive explanations throughout the book, while key takeaways, ‘test your knowledge’ and ‘test your intuition’ features at the end of each chapter also aid student learning. Digital supplements including PowerPoint slides, computer codes supplements, an Instructor’s Manual and Solutions Manual are available for instructors. This textbook is suitable for upper-level undergraduate and graduate courses on financial economics, financial econometrics, empirical finance and related quantitative areas.

Agriculture Handbook

Author :
Publisher :
ISBN 13 :
Total Pages : 1102 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Agriculture Handbook by :

Download or read book Agriculture Handbook written by and published by . This book was released on with total page 1102 pages. Available in PDF, EPUB and Kindle. Book excerpt: Set includes revised editions of some nos.

Contributions to Econometric Theory and Application

Author : R.A.L. Carter
Publisher : Springer Science & Business Media
ISBN 13 : 1461390168
Total Pages : 378 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Contributions to Econometric Theory and Application by : R.A.L. Carter

Download or read book Contributions to Econometric Theory and Application written by R.A.L. Carter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this volume is to honour a pioneer in the field of econometrics, A. L. Nagar, on the occasion of his sixtieth birthday. Fourteen econometricians from six countries on four continents have contributed to this project. One of us was his teacher, some of us were his students, many of us were his colleagues, all of us are his friends. Our volume opens with a paper by L. R. Klein which discusses the meaning and role of exogenous variables in struc tural and vector-autoregressive econometric models. Several examples from recent macroeconomic history are presented and the notion of Granger-causality is discussed. This is followed by two papers dealing with an issue of considerable relevance to developing countries, such as India; the measurement of the inequality in the distribution of income. The paper by C. T. West and H. Theil deals with the problem of measuring inequality of all components of total income vvithin a region, rather than just labour income. It applies its results to the regions of the United States. The second paper in this group, by N. Kakwani, derives the large-sample distributions of several popular inequality measures, thus providing a method for drawing large-sample inferences about the differences in inequality between regions. The techniques are applied to the regions of Cote d'Ivoire. The next group of papers is devoted to econometric theory in the context of the dynamic, simultaneous, linear equations model. The first, by P. J.