microeconometrics methods and applications

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Microeconometrics

Author : A. Colin Cameron
ISBN : 9781139444866
Genre : Business & Economics
File Size : 87. 84 MB
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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.

Microeconometrics Surveys And Applications

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ISBN : OCLC:490571482
Genre :
File Size : 58. 31 MB
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Microeconometrics

Author : Chikoko Laurine
ISBN : 1781547718
Genre :
File Size : 46. 99 MB
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Regression Analysis Of Count Data

Author : A. Colin Cameron
ISBN : 9781107717794
Genre : Business & Economics
File Size : 27. 55 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.

Applied Microeconometrics Using Stata

Author : Adrian Colin Cameron
ISBN : 1597180165
Genre : Mathematics
File Size : 36. 62 MB
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Covering important topics omitted from basic introductions to Stata, Microeconometrics Using Statashows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. After a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. By combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.

Microeconometrics Of Banking

Author : Hans Degryse
ISBN : 9780195340471
Genre : Business & Economics
File Size : 32. 61 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

Konometrie F R Dummies

Author : Roberto Pedace
ISBN : 9783527801527
Genre : Business & Economics
File Size : 48. 37 MB
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Theorien verstehen und Techniken anwenden Was haben die Gehälter von Spitzensportlern und der Mindestlohn gemeinsam? Richtig, man kann sie mit Ökonometrie erforschen. Im Buch steht, wie es geht. Und nicht nur dafür, sondern für viele weitere Gebiete lohnt es sich, der zunächst etwas trocken und sperrig anmutenden Materie eine Chance zu geben. Lernen Sie von den Autoren, wie Sie spannende Fragen formulieren, passende Variablen festlegen, treffsichere Modelle entwerfen und Ihre Aussagen auf Herz und Nieren prüfen. Werden Sie sicher im Umgang mit Hypothesentests, Regressionsmodellen, Logit- & Probit-Modellen und allen weiteren gängigen Methoden der Ökonometrie. So begleitet Ökonometrie für Dummies Sie Schritt für Schritt und mit vielen Beispielen samt R Output durch dieses spannende Thema.

Bayesian Non And Semi Parametric Methods And Applications

Author : Peter Rossi
ISBN : 9781400850303
Genre : Business & Economics
File Size : 27. 70 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.

Datenanalyse Mit Stata

Author : Ulrich Kohler
ISBN : 9783110469509
Genre : Business & Economics
File Size : 36. 96 MB
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Dieses Buch bietet eine Einführung in das Datenanalysepaket Stata und ist zugleich das einzige Buch über Stata, das auch Anfängern eine ausreichende Erklärung statistischer Verfahren liefert. „Datenanalyse mit Stata" ist kein Befehls-Handbuch sondern erläutert alle Schritte einer Datenanalyse an praktischen Beispielen. Die Beispiele beziehen sich auf Themen der öffentlichen Diskussion oder der direkten Umgebung der meisten Leser. Damit eignet sich diese Buch als Einstieg in Data Analytics in allen Disziplinen. Die neue Auflage bietet einen systematischeren Zugang zum Datenmanagement in Gegenwart von „Missing Values" und behandelt die in der Stata-Programmversion 14 implementierte Unicode-Codierung.

Handbuch Der Sozialwissenschaftlichen Datenanalyse

Author : Christof Wolf
ISBN : 9783531920382
Genre : Political Science
File Size : 27. 54 MB
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Das Handbuch der sozialwissenschaftlichen Datenanalyse bietet in über 40 Kapiteln eine umfassende Darstellung multivariater Analyseverfahren. Schwerpunkte des Handbuchs bilden Grundlagen der Datenanalyse, regressionsanalytische Verfahren für Quer- und Längsschnittsdaten sowie Skalierungsverfahren. Behandelt werden u. a. OLS-, logistische und robuste Regression, Strukturgleichungsmodelle, Mehrebenen-, Panel-, Ereignisdaten- und Zeitreihenanalyse, MDS und Rasch-Modelle. Darüber hinaus werden viele neuere Verfahren dargestellt, etwa multiple Imputation, Bootstrappen, Analyse latenter Klassen und propensity score matching. Jedes Kapitel beginnt mit einer allgemein verständlichen Einführung. Es folgt eine Darstellung der mathematisch-statistischen Grundlagen. Anschließend wird jedes Verfahren anhand eines sozialwissenschaftlichen Beispiels vorgestellt. Die Beiträge enden mit Hinweisen auf typische Anwendungsfehler und einer kommentierten Literaturempfehlung.

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