microeconometrics methods and applications

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Microeconometrics

Author : A. Colin Cameron
ISBN : 0521848059
Genre : Business & Economics
File Size : 60. 41 MB
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This text is the most comprehensive work to date on microeconometrics, its methods and applications.

Microeconometrics

Author : A. Colin Cameron
ISBN : 9781139444866
Genre : Business & Economics
File Size : 24. 64 MB
Format : PDF, Docs
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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.

Author : Adrian Colin Cameron
ISBN : 7111235762
Genre : Microeconomics
File Size : 29. 87 MB
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本书对微观计量经济学进行了全面详细的论述,使用回归方法,分析了产生于企业和个人经济行为的个体层面的数据,涉及横截面数据和面板数据,强调非线性模型和稳健推断以及按章论述的GMM估计、非参数回归、基于模拟的估计、自举方法、贝叶斯方法、分层和整群样本、方法评价、误差度量和数据缺失,使用大量丰富的实际例证。

Microeconometrics

Author : Chikoko Laurine
ISBN : 1781547718
Genre :
File Size : 30. 45 MB
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Microeconometrics Using Stata

Author : Adrian Colin Cameron
ISBN : 1597180483
Genre : Business & Economics
File Size : 76. 1 MB
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An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata'真s programming features to implement methods for which Stata does not have a specific command.Multi/Card Deck Copy

Microeconometrics Of Banking

Author : Hans Degryse
ISBN : 9780195340471
Genre : Business & Economics
File Size : 69. 3 MB
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This title provides a compendium to recent work in empirical banking. It follows the structure in 'The Microeconomics of Banking' by Xavier Freixas and Jean Charles Rochet in arranging the relevant methodologies, applications and results to achieve a coherent synthesis between available theory and supporting empirics

Regression Analysis Of Count Data

Author : A. Colin Cameron
ISBN : 9781107717794
Genre : Business & Economics
File Size : 82. 84 MB
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Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Bayesian Non And Semi Parametric Methods And Applications

Author : Peter Rossi
ISBN : 9781400850303
Genre : Business & Economics
File Size : 79. 55 MB
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This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid "overfitting," in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility. This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, "bayesm," which implements all of the non-parametric models discussed in the book.

Econometric Analysis Of Cross Section And Panel Data

Author : Jeffrey M Wooldridge
ISBN : 9780262232586
Genre : Business & Economics
File Size : 88. 71 MB
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The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated.

Econometric Analysis Of Health Data

Author : Andrew M. Jones
ISBN : 0470841451
Genre : Medical
File Size : 87. 42 MB
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Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selected from papers presented at the European Workshops on Econometrics and Health Economics and published in Health Economics. Topics covered include: * Latent Variables * Unobservable heterogeneity and selection problems * Count data and survival analysis * Flexible and semiparametric estimators for limited dependent variables * Classical and simulation methods for panel data * Publication marks the tenth anniversary of the Workshop series. Doctoral students and researchers in health economics and microeconomics will find this book invaluable. Researchers in related fields such as labour economics and biostatistics will also find the content of use.

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