Econometrics of Qualitative Dependent Variables

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Publisher : Cambridge University Press
ISBN 13 : 1316583333
Total Pages : 384 pages
Book Rating : 4.3/5 (165 download)

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Book Synopsis Econometrics of Qualitative Dependent Variables by : Christian Gourieroux

Download or read book Econometrics of Qualitative Dependent Variables written by Christian Gourieroux and published by Cambridge University Press. This book was released on 2000-10-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their discrete nature - requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.

A Companion to Theoretical Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis A Companion to Theoretical Econometrics by : Badi H. Baltagi

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.

A Structural Analysis of Expectation Formation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642467350
Total Pages : 245 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis A Structural Analysis of Expectation Formation by : Marc Ivaldi

Download or read book A Structural Analysis of Expectation Formation written by Marc Ivaldi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using panel data of individual firms drawn from French surveys, a structural analysis is developed to study the formation of production plans and the rationality of expectations. The production decision of a firm is defined as the optimal solution of a dynamic stochastic optimization problem. The empirical work amounts to recovering the structural parameters characterizing the model of the firm from estimates of the derived decision rule. The preceding analysis of production plans is based on the assumption that firms are rational. To justify this assumption, direct tests offer evidence that the Rational Expectations Hypothesis may not be rejected for quantity variables.

The Economics of Persistent Innovation: An Evolutionary View

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Publisher : Springer Science & Business Media
ISBN 13 : 0387292454
Total Pages : 265 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis The Economics of Persistent Innovation: An Evolutionary View by : Christian Bas

Download or read book The Economics of Persistent Innovation: An Evolutionary View written by Christian Bas and published by Springer Science & Business Media. This book was released on 2009-06-04 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: William Latham Christian Le Bas Persistence of firm innovative behavior became an important topic in applied industrial organization with the publication of the seminal empirical work of P. Geroski and his colleagues (1997). Evidence that firms innovate persistently has led previous studies to focus on the determinants of innovation persistence and on its heterogeneity across industries, technologies and countries. The aims of this book are: (1) to illumine the scale and scope of the phenomenon of persistence in innovation, and (2) to account for the principal factors that explain why some firms innovates persistently and others do not. Because this book deals intensively and extensively with the subject of firm innovation persistence, which is not, as yet, a well-known term, we need to provide a nontrivial definition of it that encompasses the full range topics we want to address and aids our understanding of how they are related to each other. We begin with a careful identification of "innovation. " Our first definition is drawn from K. Pavitt (2003), "innovation processes involve the exploration and exploitation of opportunities for a new or improved product, process or service, based either on an advance in technical practice or a change in market demand, or a combination of the two. " While this definition is clear, and conforms well to both our empirical and theoretical perspectives, some elaboration may help to clarify the concept.

Structural Change in Macroeconomic Models

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Publisher : Springer Science & Business Media
ISBN 13 : 9400943709
Total Pages : 265 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Structural Change in Macroeconomic Models by : M.J. Vilares

Download or read book Structural Change in Macroeconomic Models written by M.J. Vilares and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of a 'Doctorat D'Etat' thesis presented at the University of Dijon-Institut Mathematique Economiques (lME). It aims to show that quantity rationing theory provides the means of improving macroeconometric modelling in the study of struc tural changes. The empirical results presented in the last chapter (concerning Portuguese economy) and in the last Appendix (con cerning the French economy), although preliminary, suggested that the effort is rewarding and should be continued. My debts are many. An important part of the research work was accomplished during my visit to the Institut National de la Statistique et des Etudes Economiques (lNSEE, Paris), where I have beneficted from stimulating discussions (particularly with P. Villa) and infor matical support. I have also received comments and suggestions from R. Quandt, J.-J. Laffont, P. Kooiman and P.-Y. Henin. I am specially indebted to P. Balestra for encouraging and valuable discussions, particularly in the field of econometric methods. My thanks go also to an anonymous referee. His constructive criticism and suggestions resulted in a number of improvements to an earlier version of this book. I cannot forget my friend A. Costa from BP A (Porto) who has helped me in the preparation of this work. Last but not least, I would like to thank my wife for her encouragement and patience throughout these years. Of course, I am the only one responsible for any remaining errors.

Spatial Statistics and Imaging

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Publisher : IMS
ISBN 13 : 9780940600270
Total Pages : 440 pages
Book Rating : 4.6/5 (2 download)

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Book Synopsis Spatial Statistics and Imaging by : Antonio Possolo

Download or read book Spatial Statistics and Imaging written by Antonio Possolo and published by IMS. This book was released on 1991 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Corruption

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Publisher : Matei Ani
ISBN 13 : 9737094530
Total Pages : 284 pages
Book Rating : 4.7/5 (37 download)

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Book Synopsis The Corruption by : Tudorel Andrei

Download or read book The Corruption written by Tudorel Andrei and published by Matei Ani. This book was released on 2009 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: The current edition in English language turns into account and completes the studies published in the previous edition. Carrying on the research and publication activities on the topic of corruption is based on its novelty and on the special interest for the Romanian language edition. At the same time, we hope that the current volume will provide greater opportunities for foreign access and thus the admittance in the European and international flows of information in this field. The core ideas of the book focus on social perception, modelled through statistic analyses, on the specificity of corruption in the public administration or the public health system in close correlation to the processes of decentralization and performance of health services. The analysis of the corruption topic is in interference with the effects of the European integration processes, globalization, being correlated to adjacent developments concerning the public integrity, national or regional economic free

Future Directions in Postal Reform

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792372745
Total Pages : 414 pages
Book Rating : 4.3/5 (727 download)

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Book Synopsis Future Directions in Postal Reform by : Michael A. Crew

Download or read book Future Directions in Postal Reform written by Michael A. Crew and published by Springer Science & Business Media. This book was released on 2001-01-31 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Future Directions in Postal Reform brings together leading practitioners, world-wide postal administrations, and the courier industry, as well as a number of regulators, academic economists, mailers, and lawyers, to examine some of the major policy and regulatory issues facing the postal and delivery industry. Issues addressed include international postal policy; the universal service obligation; regulation; competition, entry, and the role of scale and scope economies; the nature and role of cost analysis in postal service; productivity; interaction of law and economics; and future technologies and service standards.

Financial Econometrics

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Publisher : Princeton University Press
ISBN 13 : 0691242364
Total Pages : 528 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Financial Econometrics by : Christian Gourieroux

Download or read book Financial Econometrics written by Christian Gourieroux and published by Princeton University Press. This book was released on 2022-12-13 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date—essential in today's rapidly evolving financial environment—Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.

The Informational Content of Binary Responses

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Publisher :
ISBN 13 :
Total Pages : 406 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis The Informational Content of Binary Responses by : Anna Alberini

Download or read book The Informational Content of Binary Responses written by Anna Alberini and published by . This book was released on 1992 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Stated Preference Approach to Environmental Valuation: Foundations, initial development, statistical approaches

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Publisher :
ISBN 13 :
Total Pages : 640 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis The Stated Preference Approach to Environmental Valuation: Foundations, initial development, statistical approaches by : Richard T. Carson

Download or read book The Stated Preference Approach to Environmental Valuation: Foundations, initial development, statistical approaches written by Richard T. Carson and published by . This book was released on 2007 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Economic Computation and Economic Cybernetics Studies and Research

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Publisher :
ISBN 13 :
Total Pages : 888 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Economic Computation and Economic Cybernetics Studies and Research by :

Download or read book Economic Computation and Economic Cybernetics Studies and Research written by and published by . This book was released on 2009 with total page 888 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Accounting for Strikes

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Publisher :
ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Accounting for Strikes by : D. Nicolitsas

Download or read book Accounting for Strikes written by D. Nicolitsas and published by . This book was released on 1995 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Essays on Immigrants' Economic Integration

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Publisher : Department of Economics School of Economics and Commercial Law Go
ISBN 13 :
Total Pages : 254 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Essays on Immigrants' Economic Integration by : Kerem Tezic

Download or read book Essays on Immigrants' Economic Integration written by Kerem Tezic and published by Department of Economics School of Economics and Commercial Law Go. This book was released on 2004 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Discussion Paper

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Publisher :
ISBN 13 :
Total Pages : 440 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Discussion Paper by :

Download or read book Discussion Paper written by and published by . This book was released on 1995 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Benefits and Costs in Natural Resources Planning

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Publisher :
ISBN 13 :
Total Pages : 374 pages
Book Rating : 4.:/5 (891 download)

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Book Synopsis Benefits and Costs in Natural Resources Planning by : John P. Hoehn

Download or read book Benefits and Costs in Natural Resources Planning written by John P. Hoehn and published by . This book was released on 1990 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Land Economics

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Publisher :
ISBN 13 :
Total Pages : 672 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Land Economics by :

Download or read book Land Economics written by and published by . This book was released on 1948 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: