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Econometric Analysis By Control Methods
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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.
Book Synopsis Evaluation of Econometric Models by : Jan Kmenta
Download or read book Evaluation of Econometric Models written by Jan Kmenta and published by Academic Press. This book was released on 2014-05-10 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
Book Synopsis Developments of Control Theory for Economic Analysis by : Carlo Carraro
Download or read book Developments of Control Theory for Economic Analysis written by Carlo Carraro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: Giovanni Castellani Rector of the University of Venice This book contains the Proceedings of the Conference on "Economic Policy and Control Theory" which was held at the University of Venice (Italy) on 27 January-l February 1985. The goal of the Conference was to survey the main developments of control theory in economics, by emphasizing particularly new achievements in the analysis of dynamic economic models by con trol methods. The development of control theory is strictly related to the development of science and technology in the last forty years. Control theory was indeed applied mainly in engineering, and only in the sixties economists started using control methods for analys ing economic problems, even if some preliminary economic applica tions of calculus of variations, from which control theory was then developed, date back to the twenties. Applications of control theory in economics also had to solve new, complicated, problems, like those encountered in optimal growth models, or like the determination of the appropriate inter temporal social welfare function, of the policy horizon and the relative final state of the system, of the appropriate discount factor. Furthermore, the uncertainty characterizing economic models had to be taken into account, thus giving rise to the development of stochastic control theory in economics.
Book Synopsis Econometric Evaluation of Socio-Economic Programs by : Giovanni Cerulli
Download or read book Econometric Evaluation of Socio-Economic Programs written by Giovanni Cerulli and published by Springer. This book was released on 2015-05-08 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.
Book Synopsis Econometric Applications of Maximum Likelihood Methods by : Jan Salomon Cramer
Download or read book Econometric Applications of Maximum Likelihood Methods written by Jan Salomon Cramer and published by CUP Archive. This book was released on 1989-04-28 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.
Book Synopsis A Companion to Econometric Analysis of Panel Data by : Badi H. Baltagi
Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2009-06-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).
Book Synopsis Statistical and Econometric Methods for Transportation Data Analysis, Second Edition by : Simon P. Washington
Download or read book Statistical and Econometric Methods for Transportation Data Analysis, Second Edition written by Simon P. Washington and published by CRC Press. This book was released on 2010-12-02 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: The complexity, diversity, and random nature of transportation problems necessitates a broad analytical toolbox. Describing tools commonly used in the field, Statistical and Econometric Methods for Transportation Data Analysis, Second Edition provides an understanding of a broad range of analytical tools required to solve transportation problems. It includes a wide breadth of examples and case studies covering applications in various aspects of transportation planning, engineering, safety, and economics. After a solid refresher on statistical fundamentals, the book focuses on continuous dependent variable models and count and discrete dependent variable models. Along with an entirely new section on other statistical methods, this edition offers a wealth of new material. New to the Second Edition A subsection on Tobit and censored regressions An explicit treatment of frequency domain time series analysis, including Fourier and wavelets analysis methods New chapter that presents logistic regression commonly used to model binary outcomes New chapter on ordered probability models New chapters on random-parameter models and Bayesian statistical modeling New examples and data sets Each chapter clearly presents fundamental concepts and principles and includes numerous references for those seeking additional technical details and applications. To reinforce a practical understanding of the modeling techniques, the data sets used in the text are offered on the book’s CRC Press web page. PowerPoint and Word presentations for each chapter are also available for download.
Book Synopsis Mostly Harmless Econometrics by : Joshua D. Angrist
Download or read book Mostly Harmless Econometrics written by Joshua D. Angrist and published by Princeton University Press. This book was released on 2009-01-04 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: In addition to econometric essentials, this book covers important new extensions as well as how to get standard errors right. The authors explain why fancier econometric techniques are typically unnecessary and even dangerous.
Book Synopsis Recent Econometric Techniques for Macroeconomic and Financial Data by : Gilles Dufrénot
Download or read book Recent Econometric Techniques for Macroeconomic and Financial Data written by Gilles Dufrénot and published by Springer Nature. This book was released on 2020-11-21 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Book Synopsis Computational Techniques for Econometrics and Economic Analysis by : D.A. Belsley
Download or read book Computational Techniques for Econometrics and Economic Analysis written by D.A. Belsley and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is unlikely that any frontier of economics/econometrics is being pushed faster, further than that of computational techniques. The computer has become a tool for performing as well as an environment in which to perform economics and econometrics, taking over where theory bogs down, allowing at least approximate answers to questions that defy closed mathematical or analytical solutions. Tasks may now be attempted that were hitherto beyond human potential, and all the forces available can now be marshalled efficiently, leading to the achievement of desired goals. Computational Techniques for Econometrics and Economic Analysis is a collection of recent studies which exemplify all these elements, demonstrating the power that the computer brings to the economic analysts. The book is divided into four parts: 1 -- the computer and econometric methods; 2 -- the computer and economic analysis; 3 -- computational techniques for econometrics; and 4 -- the computer and econometric studies.
Book Synopsis Foundations of Dynamic Economic Analysis by : Michael R. Caputo
Download or read book Foundations of Dynamic Economic Analysis written by Michael R. Caputo and published by Cambridge University Press. This book was released on 2005-01-10 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the economic interpretation of mathematics and models, distinguishes it from several other excellent texts on the subject. This approach is aided dramatically by introducing the dynamic envelope theorem and the method of comparative dynamics early in the exposition. Accordingly, motivated and economically revealing proofs of the transversality conditions come about by use of the dynamic envelope theorem. Furthermore, such sequencing of the material naturally leads to the development of the primal-dual method of comparative dynamics and dynamic duality theory, two modern approaches used to tease out the empirical content of optimal control models. The stylistic approach ultimately draws attention to the empirical richness of optimal control theory, a feature missing in virtually all other textbooks of this type.
Book Synopsis The Econometrics of Financial Markets by : John Y. Campbell
Download or read book The Econometrics of Financial Markets written by John Y. Campbell and published by Princeton University Press. This book was released on 2012-06-28 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory. Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications.
Book Synopsis Economic Model Predictive Control by : Matthew Ellis
Download or read book Economic Model Predictive Control written by Matthew Ellis and published by Springer. This book was released on 2016-07-27 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents general methods for the design of economic model predictive control (EMPC) systems for broad classes of nonlinear systems that address key theoretical and practical considerations including recursive feasibility, closed-loop stability, closed-loop performance, and computational efficiency. Specifically, the book proposes: Lyapunov-based EMPC methods for nonlinear systems; two-tier EMPC architectures that are highly computationally efficient; and EMPC schemes handling explicitly uncertainty, time-varying cost functions, time-delays and multiple-time-scale dynamics. The proposed methods employ a variety of tools ranging from nonlinear systems analysis, through Lyapunov-based control techniques to nonlinear dynamic optimization. The applicability and performance of the proposed methods are demonstrated through a number of chemical process examples. The book presents state-of-the-art methods for the design of economic model predictive control systems for chemical processes.In addition to being mathematically rigorous, these methods accommodate key practical issues, for example, direct optimization of process economics, time-varying economic cost functions and computational efficiency. Numerous comments and remarks providing fundamental understanding of the merging of process economics and feedback control into a single framework are included. A control engineer can easily tailor the many detailed examples of industrial relevance given within the text to a specific application. The authors present a rich collection of new research topics and references to significant recent work making Economic Model Predictive Control an important source of information and inspiration for academics and graduate students researching the area and for process engineers interested in applying its ideas.
Author :American Bar Association. Section of Antitrust Law Publisher :American Bar Association ISBN 13 :9781590315170 Total Pages :524 pages Book Rating :4.3/5 (151 download)
Book Synopsis Econometrics by : American Bar Association. Section of Antitrust Law
Download or read book Econometrics written by American Bar Association. Section of Antitrust Law and published by American Bar Association. This book was released on 2005 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The economic expert has become a central figure in virtually every antitrust litigation or merger matter, and the importance of econometrics has increased significantly. A basic understanding of econometric principles has now become almost essential to the serious antitrust practitioner. This volume is designed to introduce lawyers to the theoretical and practical issues of econometrics, providing necessary tools for working effectively with economic experts on both sides of a matter." -- from the Foreword, p. xv.
Book Synopsis Econometric Decision Models by : Josef Gruber
Download or read book Econometric Decision Models written by Josef Gruber and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 629 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains a refereed selection of revised papers which were originally presented at the Second International Conference on Econometric Decision Models, University of Hagen (FernUni versitat). The conference was held in Haus Nordhelle, a meeting place in the mountainous area " Sauerland" , some 50 kilometers south of Hagen, on August 29 - September 1, 1989. Some details about this conference are given in the first paper, they need not be repeated here. The 40 papers included in this volume are organized in 10 "parts", shown in the table of contents. Included are such "fashionable" topics like "optimal control", "cointegration" and "rational expec tations models". In each part, the papers have been arranged alphabetically by author, unless there were good reasons for a different arrangement. To facilitate the decision making of the readers, all papers (except a few short ones) contain an abstract, a list of keywords and a table of contents. At the end of the proceedings volume, there is a list of authors. More than ten years ago, I began to organize meetings of econometricians, mainly called "seminar" or " colloquium". One major purpose of these meetings has always been to improve international cooperation of econometric model builders (and model users) from "the East" and "the West". Unprecedented changes to the better have taken place recently ("perestroika"). For a large fraction of participants from the Soviet Union, the 1989 conference was the first conference in a Western country.
Book Synopsis Spatial Econometric Methods in Agricultural Economics Using R by : Paolo Postiglione
Download or read book Spatial Econometric Methods in Agricultural Economics Using R written by Paolo Postiglione and published by CRC Press. This book was released on 2021-12-22 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern tools, such as GIS and remote sensing, are increasingly used in the monitoring of agricultural resources. The developments in GIS technology offer growing opportunities to agricultural economics analysts dealing with large and detailed spatial databases, allowing them to combine spatial information from different sources and to produce different models. The availability of these valuable sources of information makes the advanced models suggested in the spatial statistic and econometric literature applicable to agricultural economics. This book aims at supporting stakeholders to design spatial surveys for agricultural data and/or to analyse the geographically collected data. This book attempts to describe the main typology of agricultural data and the most appropriate methods for the analysis, together with a detailed description of the available data sources and their collection methods. Topics such as spatial interpolation, point patterns, spatial autocorrelation, survey data analysis, small area estimation, regional data modelling, and spatial econometrics techniques are covered jointly with issues arising from the integration of several data types. The theory of spatial methods is complemented by real and/or simulated examples implemented through the open-source software R.
Book Synopsis New Quantitative Techniques for Economic Analysis by : Giorgio P. Szegö
Download or read book New Quantitative Techniques for Economic Analysis written by Giorgio P. Szegö and published by Academic Press. This book was released on 2014-05-10 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Theory, Econometrics, and Mathematical Economics: New Quantitative Techniques for Economic Analysis provides a critical appraisal of the results, the limits, and the developments of well-established quantitative techniques. This book presents a detailed analysis of the quantitative techniques for economic analysis. Organized into four parts encompassing 16 chapters, this book begins with an overview of the general questions concerning models and model making. This text then provides the main results and various interesting economic applications of some quantitative techniques that have not been widely used in the economic field. Other chapters consider the principle of optimality in dynamic programing wherein the infinite sequence of consumption-saving decisions can be reduced to one decision. This book discusses as well the methods for online control and management of large-scale systems. The final chapter deals with special problems. This book is a valuable resource for economists, social scientists, epistemologists, economic historians, and research workers.
