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Analog Estimation Methods In Econometrics
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Book Synopsis Analog Estimation Methods in Econometrics by : Charles F. Manski
Download or read book Analog Estimation Methods in Econometrics written by Charles F. Manski and published by Chapman and Hall/CRC. This book was released on 1988-06-15 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents familiar elements of estimation theory from an analog perspective discussing recent developments in the theory of analog estimation and new results that offer flexibility in empirical research. Annotation copyrighted by Book News, Inc., Portland, OR
Book Synopsis Analog Estimation of Econometric Models by : Charles F. Manski
Download or read book Analog Estimation of Econometric Models written by Charles F. Manski and published by . This book was released on 1994 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Estimation by the Analogy Principle by : Charles F. Manski
Download or read book Estimation by the Analogy Principle written by Charles F. Manski and published by . This book was released on 1986 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Methods for Estimation and Inference in Modern Econometrics by : Stanislav Anatolyev
Download or read book Methods for Estimation and Inference in Modern Econometrics written by Stanislav Anatolyev and published by CRC Press. This book was released on 2011-06-07 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Book Synopsis Analog Estimation Methods by : Routledge, Chapman & Hall, Incorporated
Download or read book Analog Estimation Methods written by Routledge, Chapman & Hall, Incorporated and published by . This book was released on 1995-01-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Guide to Econometrics by : Peter Kennedy
Download or read book A Guide to Econometrics written by Peter Kennedy and published by MIT Press. This book was released on 2003 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: A popular, intuitively based overview of econometrics.
Book Synopsis Microeconometrics by : Steven Durlauf
Download or read book Microeconometrics written by Steven Durlauf and published by Springer. This book was released on 2016-06-07 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Book Synopsis Microeconometrics by : A. Colin Cameron
Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Book Synopsis Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by : Myoung-jae Lee
Download or read book Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Download or read book Handbook of Econometrics written by and published by Elsevier. This book was released on 2020-11-25 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Download or read book Econometrics written by Franco Peracchi and published by John Wiley & Sons. This book was released on 2001-02-08 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduates and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject. Key features include: * A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle * An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator * Detailed discussion of nonparametric methods for estimating density and regression of functions * Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis * An introduction to linear exponential family and generalized linear models * A thorough discussion of robustness in statistical sense
Book Synopsis Estimation and Inference in Econometrics by : Russell Davidson
Download or read book Estimation and Inference in Econometrics written by Russell Davidson and published by . This book was released on 1993 with total page 906 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering students a unifying theoretical perspective, this innovative text emphasizes nonlinear techniques of estimation, including nonlinear least squares, nonlinear instrumental variables, maximum likelihood and the generalized method of moments, but nevertheless relies heavily on simple geometrical arguments to develop intuition. One theme of the book is the use of artificial regressions for estimation, inference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, series correlation, heteroskedasticity and other types of misspecification. Other topics include the linear simultaneous equations model, non-nested hypothesis tests, influential observations and leverage, transformations of the dependent variable, binary response models, models for time-series/cross-section data, multivariate models, seasonality, unit roots and cointegration, and Monte Carlo methods, always with an emphasis on problems that arise in applied work.Explaining throughout how estimates can be obtained and tests can be carried out, the text goes beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. A comprehensive and coherent guide to the most vital topics in econometrics today, this text is indispensable for all levels of students of econometrics, economics, and statistics on regression and related topics.
Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills
Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Book Synopsis Handbook of Econometrics by : James J. Heckman
Download or read book Handbook of Econometrics written by James J. Heckman and published by Elsevier. This book was released on 2009-01-13 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Tensor Methods in Statistics by : P. McCullagh
Download or read book Tensor Methods in Statistics written by P. McCullagh and published by CRC Press. This book was released on 2018-01-18 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a systematic development of tensor methods in statistics, beginning with the study of multivariate moments and cumulants. The effect on moment arrays and on cumulant arrays of making linear or affine transformations of the variables is studied. Because of their importance in statistical theory, invariant functions of the cumulants are studied in some detail. This is followed by an examination of the effect of making a polynomial transformation of the original variables. The fundamental operation of summing over complementary set partitions is introduced at this stage. This operation shapes the notation and pervades much of the remainder of the book. The necessary lattice-theory is discussed and suitable tables of complementary set partitions are provided. Subsequent chapters deal with asymptotic approximations based on Edgeworth expansion and saddlepoint expansion. The saddlepoint expansion is introduced via the Legendre transformation of the cumulant generating function, also known as the conjugate function of the cumulant generating function. A recurring them is that, with suitably chosen notation, multivariate calculations are often simpler and more transparent than the corresponding univariate calculations. The final two chapters deal with likelihood ratio statistics, maximum likelihood estimation and the effect on inferences of conditioning on ancillary or approximately ancillary statistics. The Bartlett adjustment factor is derived in the general case and simplified for certain types of generalized linear models. Finally, Barndorff-Nielsen's formula for the conditional distribution of the maximum liklelihood estimator is derived and discussed. More than 200 Exercises are provided to illustrate the uses of tensor methodology.
Book Synopsis Generalized Method of Moments Estimation by : Laszlo Matyas
Download or read book Generalized Method of Moments Estimation written by Laszlo Matyas and published by Cambridge University Press. This book was released on 1999-04-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Book Synopsis Multi-State Survival Models for Interval-Censored Data by : Ardo van den Hout
Download or read book Multi-State Survival Models for Interval-Censored Data written by Ardo van den Hout and published by CRC Press. This book was released on 2016-11-25 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-State Survival Models for Interval-Censored Data introduces methods to describe stochastic processes that consist of transitions between states over time. It is targeted at researchers in medical statistics, epidemiology, demography, and social statistics. One of the applications in the book is a three-state process for dementia and survival in the older population. This process is described by an illness-death model with a dementia-free state, a dementia state, and a dead state. Statistical modelling of a multi-state process can investigate potential associations between the risk of moving to the next state and variables such as age, gender, or education. A model can also be used to predict the multi-state process. The methods are for longitudinal data subject to interval censoring. Depending on the definition of a state, it is possible that the time of the transition into a state is not observed exactly. However, when longitudinal data are available the transition time may be known to lie in the time interval defined by two successive observations. Such an interval-censored observation scheme can be taken into account in the statistical inference. Multi-state modelling is an elegant combination of statistical inference and the theory of stochastic processes. Multi-State Survival Models for Interval-Censored Data shows that the statistical modelling is versatile and allows for a wide range of applications.
