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Book Synopsis The Econometrics of Panel Data by : László Mátyás
Download or read book The Econometrics of Panel Data written by László Mátyás and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
Book Synopsis Solutions Manual to Econometrics by : T. D. Wallace
Download or read book Solutions Manual to Econometrics written by T. D. Wallace and published by Addison Wesley Publishing Company. This book was released on 1988-01-01 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Challenging Time Series by : T. D. Stanley
Download or read book Challenging Time Series written by T. D. Stanley and published by Edward Elgar Publishing. This book was released on 2000 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unorthodox book derives and tests a simple theory of economic time series using several well-known empirical economic puzzles, from stock market bubbles to the failure of conventional economic theory, to explain low levels of inflation and unemployment in the US. Professor Stanley develops a new econometric methodology which demonstrates the explanatory power of the behavioral inertia hypothesis and solves the pretest/specification dilemma. He then applies this to important measures of the world's economies including GDP, prices and consumer spending. The behavioral inertia hypothesis claims that inertia and randomness (or 'caprice') are the most important factors in representing and forecasting many economic time series. The development of this new model integrates well-known patterns in economic time series data with well-accepted ideas in contemporary philosophy of science. Academic economists will find this book interesting as it presents a unified approach to economic time series, solves a number of important empirical puzzles and introduces a new econometric methodology. Business and financial analysts will also find it useful because it offers a simple, yet powerful, framework in which to study and predict financial market movements.
Book Synopsis Meta-Regression Analysis in Economics and Business by : T.D. Stanley
Download or read book Meta-Regression Analysis in Economics and Business written by T.D. Stanley and published by Routledge. This book was released on 2012-08-21 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to introduce novice researchers to the tools of meta-analysis and meta-regression analysis and to summarize the state of the art for existing practitioners. Meta-regression analysis addresses the rising "Tower of Babel" that current economics and business research has become. Meta-analysis is the statistical analysis of previously published, or reported, research findings on a given hypothesis, empirical effect, phenomenon, or policy intervention. It is a systematic review of all the relevant scientific knowledge on a specific subject and is an essential part of the evidence-based practice movement in medicine, education and the social sciences. However, research in economics and business is often fundamentally different from what is found in the sciences and thereby requires different methods for its synthesis—meta-regression analysis. This book develops, summarizes, and applies these meta-analytic methods.
Book Synopsis The Practice of Econometrics by : H. Neudecker
Download or read book The Practice of Econometrics written by H. Neudecker and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the autumn of 1961 Jan Salomon ('Mars') Cramer was appointed to the newly established chair of econometrics at the University of Amsterdam. This volume is published to commemorate this event. It is well-known how much econometrics has developed over the period under consideration, the 25 years that elapsed between 1961 and 1986. This is specifically true for the areas in which Cramer has been actively interested. We mention the theory and measurement of consumer behaviour; money and income; regression, correla tion and forecasting. In the present volume this development will be high lighted. Sixteen contributions have been sollicited from scholars all over the world who have belonged to the circle of academic friends of Cramer for a shorter or longer part of the period of 25 years. The contributions fall broadly speaking into the four areas mentioned above. Theory and measurement of consumer behaviour is represented by four papers, whereas a fifth paper deals with a related area. Richard Blundell and Costas Meghir devote a paper to the estimation of Engel curves. They apply a discrete choice model to British (individual) data from the Family Expenditure Survey 1981. Their aim is to assess the impact of individual characteristics such as income, demographic structure, location, wages and prices on commodity expenditure.
Book Synopsis Mathematical Analysis for Economists by : R G D Allen
Download or read book Mathematical Analysis for Economists written by R G D Allen and published by Franklin Classics. This book was released on 2018-10-15 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it. This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. To ensure a quality reading experience, this work has been proofread and republished using a format that seamlessly blends the original graphical elements with text in an easy-to-read typeface. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Book Synopsis Regularity Theory for Mean-Field Game Systems by : Diogo A. Gomes
Download or read book Regularity Theory for Mean-Field Game Systems written by Diogo A. Gomes and published by Springer. This book was released on 2016-09-14 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.
Book Synopsis A Guide to Basic Econometric Techniques by : Elia Kacapyr
Download or read book A Guide to Basic Econometric Techniques written by Elia Kacapyr and published by Routledge. This book was released on 2015-03-04 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This economical text is intended for use as a universal supplement to introductory econometrics courses. This edition contains two new chapters on economic forecasting. Extensive online supplements include teaching PowerPoints, solutions to test questions/problems, new instructor questions, and software programs with data to download.
Book Synopsis Understanding Econometrics by : Jon Stewart
Download or read book Understanding Econometrics written by Jon Stewart and published by Routledge. This book was released on 2018-03-05 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1976 and with second edition published in 1984. This book established itself as the first genuinely introductory text on econometric methods, assuming no formal background on the part of the reader. The second edition maintains this distinctive feature. Fundamental concepts are carefully explained and, where possible, techniques are developed by verbal reasoning rather than formal proof. It provides all the material for a basic course. and is also ideal for a student working alone. Very little knowledge of maths and statistics is assumed, and the logic of statistical method is carefully stated. There are numerous exercises, designed to help the student assess individual progress. Methods are described with computer solutions in mind and the author shows how a variety of different calculations can be performed with relatively simple programs. This new edition also includes much new material - statistical tables are now included and their use carefully explained.
Download or read book Encompassing written by Geert Dhaene and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 169 pages. Available in PDF, EPUB and Kindle. Book excerpt: The history of many sciences is characterized by an almost continuous emer gence of new theories. From a normative point of view, the survival of a new theory should mainly be determined by its ability to explain a new body of facts which the existing theories are unable to explain. If in addition the new theory is able to explain all the results obtained by the existing theories and if it can point out why these theories fail to explain certain facts, it should become the dominant theory. Otherwise, it might coexist with other theories for some time. Hence, a new theory ought to be judged not only by confronting it with existing facts, but also by confronting it with existing theories. The idea that a theory should be able to account for the results ob tained by other theories, although implicitly adhered to by many scientists, has rarely been formalized. The statistics literature on parametric hypoth esis testing, though, might be seen as an instance of such a formalization.
Book Synopsis Model Reduction Methods for Vector Autoregressive Processes by : Ralf Brüggemann
Download or read book Model Reduction Methods for Vector Autoregressive Processes written by Ralf Brüggemann and published by Springer Science & Business Media. This book was released on 2012-09-25 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities is now well established and has found its way into various textbooks including inter alia Llitkepohl (1991), Hamilton (1994), Enders (1995), Hendry (1995) and Greene (2002). The unrestricted VAR model provides a general and very flexible framework that proved to be useful to summarize the data characteristics of economic time series. Unfortunately, the flexibility of these models causes severe problems: In an unrestricted VAR model, each variable is expressed as a linear function of lagged values of itself and all other variables in the system.
Book Synopsis Matching, Regression Discontinuity, Difference in Differences, and Beyond by : Myoung-jae Lee
Download or read book Matching, Regression Discontinuity, Difference in Differences, and Beyond written by Myoung-jae Lee and published by Oxford University Press. This book was released on 2016 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: Myoung-jae Lee reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. This book introduces the underlying econometric and statistical ideas, shows what is identified and how the identified parameters are estimated, and illustrates how they are applied with real empirical examples. Lee emphasizes how to implement the three methods with data: data and programs are provided in a useful online appendix. All readers-theoretical econometricians/statisticians, applied economists/social-scientists and researchers/students-will find something useful in the book from different perspectives.
Book Synopsis A Primer in Econometric Theory by : John Stachurski
Download or read book A Primer in Econometric Theory written by John Stachurski and published by MIT Press. This book was released on 2016-08-05 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming. This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study. One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.
Book Synopsis Introductory Econometrics by : P. J. Dhrymes
Download or read book Introductory Econometrics written by P. J. Dhrymes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.
Book Synopsis Solutions Manual for Econometrics by : Badi H. Baltagi
Download or read book Solutions Manual for Econometrics written by Badi H. Baltagi and published by Springer Science & Business Media. This book was released on 1998 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Solutions Manual is to accompany the Springer textbook "Econometrics" by Badi H. Baltagi. The manual provides solutions to selected exercises from each chapter of the textbook.The empirical exercises illustrate the testing and estimation methodology using popular econometric software. Some SAS programs are provided to replicate the results. The book also takes the reader step by step through simple yet rigorous theoretical exercises. In addition, the manual has a set of empirical illustrations demonstrating some of the basic results of the textbook. The computer output and programs are given to help the reader reproduce these results. The Solutions Manual is an important complement to the textbook and helps guide the reader through difficult problems.
Book Synopsis Principles of Econometrics by : Valérie Mignon
Download or read book Principles of Econometrics written by Valérie Mignon and published by Springer Nature. This book was released on with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Econometric Methods by : John Johnston
Download or read book Econometric Methods written by John Johnston and published by McGraw-Hill Companies. This book was released on 1984 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: In writing this new edition we have had two major objectives. The first is to provide a comprehensive and accessible account of available econometric methods. The second is to illustrate these methods with applications to some real data sets, which are given on the data diskette that accompanies the book; thus, the reader can replicate the applications in the text, experiment with some of the problems suggested at the chapter ends, and carry out further analyses of her own choosing.
