Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download The Limited Information Maximum Likelihood Estimator Revisited full books in PDF, epub, and Kindle. Read online The Limited Information Maximum Likelihood Estimator Revisited ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author :
Publisher :
ISBN 13 :
Total Pages : 106 pages
Book Rating : 4.3/5 (555 download)
Download or read book Forecasting with limited information written by and published by . This book was released on 1974 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Warren T. Dent
Publisher :
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4./5 ( download)
Download or read book JOURNAL OF Econometrics COMPUTATION IN ECONMETRIC MODELS written by Warren T. Dent and published by . This book was released on 1980 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ron Mittelhammer (Prof.)
Publisher : Cambridge University Press
ISBN 13 : 9780521623940
Total Pages : 794 pages
Book Rating : 4.6/5 (239 download)
Download or read book Econometric Foundations Pack with CD-ROM written by Ron Mittelhammer (Prof.) and published by Cambridge University Press. This book was released on 2000-07-28 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: The text and accompanying CD-ROM develop step by step a modern approach to econometric problems. They are aimed at talented upper-level undergraduates, graduate students, and professionals wishing to acquaint themselves with the pinciples and procedures for information processing and recovery from samples of economic data. The text fully provides an operational understanding of a rich set of estimation and inference tools, including tradional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjuction with the computer to address economic problems.
Author : Peter D. Grünwald
Publisher : MIT Press
ISBN 13 : 0262072815
Total Pages : 736 pages
Book Rating : 4.2/5 (62 download)
Download or read book The Minimum Description Length Principle written by Peter D. Grünwald and published by MIT Press. This book was released on 2007 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to the MDL Principle provides a reference accessible to graduate students and researchers in statistics, pattern classification, machine learning, and data mining, to philosophers interested in the foundations of statistics, and to researchers in other applied sciences that involve model selection.
Author : Robert Cudeck
Publisher : Scientific Software International
ISBN 13 : 9780894980497
Total Pages : 628 pages
Book Rating : 4.9/5 (84 download)
Download or read book Structural Equation Modeling written by Robert Cudeck and published by Scientific Software International. This book was released on 2001 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. Christopher Westland
Publisher : Springer
ISBN 13 : 3030125084
Total Pages : 155 pages
Book Rating : 4.0/5 (31 download)
Download or read book Structural Equation Models written by J. Christopher Westland and published by Springer. This book was released on 2019-04-05 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition surveys the full range of available structural equation modeling (SEM) methodologies. The book has been updated throughout to reflect the arrival of new software packages, which have made analysis much easier than in the past. Applications in a broad range of disciplines are discussed, particularly in the social sciences where many key concepts are not directly observable. This book presents SEM’s development in its proper historical context–essential to understanding the application, strengths and weaknesses of each particular method. This book also surveys the emerging path and network approaches that complement and enhance SEM, and that are growing in importance. SEM’s ability to accommodate unobservable theory constructs through latent variables is of significant importance to social scientists. Latent variable theory and application are comprehensively explained and methods are presented for extending their power, including guidelines for data preparation, sample size calculation and the special treatment of Likert scale data. Tables of software, methodologies and fit statistics provide a concise reference for any research program, helping assure that its conclusions are defensible and publishable.
Author : Garry D. A. Phillips
Publisher : Cambridge University Press
ISBN 13 : 113946311X
Total Pages : 368 pages
Book Rating : 4.1/5 (394 download)
Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.
Author : Mr.Charalambos G. Tsangarides
Publisher : International Monetary Fund
ISBN 13 : 1451874138
Total Pages : 35 pages
Book Rating : 4.4/5 (518 download)
Download or read book Growth Determinants Revisited written by Mr.Charalambos G. Tsangarides and published by International Monetary Fund. This book was released on 2009-12-01 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data with endogenous regressors. Our empirical findings suggest that once model uncertainty is accounted for there is strong evidence that initial income, investment, life expectancy, and population growth are robustly correlated with economic growth. We also find evidence that debt, openness, and inflation are robust growth determinants. Overall, the set of our robust growth determinants differs from those identified by other studies that incorporate model uncertainty, but ignore dynamics and/or endogeneity. This underscores the importance of accounting for model uncertainty and endogeneity in the investigation of growth determinants.
Author : Nigar Hashimzade
Publisher : Edward Elgar Publishing
ISBN 13 : 0857931024
Total Pages : 627 pages
Book Rating : 4.8/5 (579 download)
Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Author : Clifford Adelman
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Toolbox Revisited written by Clifford Adelman and published by . This book was released on 2006 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Toolbox Revisited is a data essay that follows a nationally representative cohort of students from high school into postsecondary education, and asks what aspects of their formal schooling contribute to completing a bachelor's degree by their mid-20s. The universe of students is confined to those who attended a four-year college at any time, thus including students who started out in other types of institutions, particularly community colleges.
Author : Craig K. Enders
Publisher : Guilford Publications
ISBN 13 : 1462549861
Total Pages : 563 pages
Book Rating : 4.4/5 (625 download)
Download or read book Applied Missing Data Analysis written by Craig K. Enders and published by Guilford Publications. This book was released on 2022-08-31 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The most user-friendly and authoritative resource on missing data has been completely revised to make room for the latest developments that make handling missing data more effective. The second edition includes new methods based on factored regressions, newer model-based imputation strategies, and innovations in Bayesian analysis. State-of-the-art technical literature on missing data is translated into accessible guidelines for applied researchers and graduate students. The second edition takes an even, three-pronged approach to maximum likelihood estimation (MLE), Bayesian estimation as an alternative to MLE, and multiple imputation. Consistently organized chapters explain the rationale and procedural details for each technique and illustrate the analyses with engaging worked-through examples on such topics as young adult smoking, employee turnover, and chronic pain. The companion website includes datasets and analysis examples from the book, up-to-date software information, and other resources. Subject areas/Key words: advanced quantitative methods, management, survey, longitudinal, structural equation modeling, handling, how to handle, incomplete, multivariate, social research, behavioral sciences, statistical techniques, textbooks, seminars, doctoral courses, multiple imputation, models, MCAR, MNAR, Bayesian Audience: Researchers and graduate students in psychology, education, management, family studies, public health, sociology, and political science"--
Author : Philippines
Publisher :
ISBN 13 :
Total Pages : 922 pages
Book Rating : 4.3/5 (243 download)
Download or read book Official Gazette written by Philippines and published by . This book was released on 1979 with total page 922 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)
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.
Author : Stephane Hess
Publisher : Edward Elgar Publishing
ISBN 13 : 1800375638
Total Pages : 797 pages
Book Rating : 4.8/5 (3 download)
Download or read book Handbook of Choice Modelling written by Stephane Hess and published by Edward Elgar Publishing. This book was released on 2024-06-05 with total page 797 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thoroughly revised second edition Handbook provides an authoritative and in-depth overview of choice modelling, covering essential topics range from data collection through model specification and estimation to analysis and use of results. It aptly emphasises the broad relevance of choice modelling when applied to a multitude of fields, including but not limited to transport, marketing, health and environmental economics.
Author : Stan Hurn
Publisher : Oxford University Press, USA
ISBN 13 : 9780190857066
Total Pages : pages
Book Rating : 4.8/5 (57 download)
Download or read book Financial Econometric Modeling written by Stan Hurn and published by Oxford University Press, USA. This book was released on 2020-02 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "An introduction to the field of financial econometrics, focusing on providing an introduction for undergraduate and postgraduate students whose math skills may not be at the most advanced level, but who need this material to pursue careers in research and the financial industry"--
Author :
Publisher :
ISBN 13 :
Total Pages : 798 pages
Book Rating : 4.3/5 (91 download)
Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1998 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.
Author : Russell B. Millar
Publisher : John Wiley & Sons
ISBN 13 : 1119977711
Total Pages : 286 pages
Book Rating : 4.1/5 (199 download)
Download or read book Maximum Likelihood Estimation and Inference written by Russell B. Millar and published by John Wiley & Sons. This book was released on 2011-07-26 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.
