Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation PDF Download
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Author: David E. A. Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 14
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Book Description
Author: David E. A. Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 14
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Book Description
Author: Neil R. Ericsson
Publisher:
ISBN: 9780198774044
Category : Business & Economics
Languages : en
Pages : 436
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Book Description
This book discusses the nature of exogeneity, a central concept in standard econometrics texts, and shows how to test for it through numerous substantive empirical examples from around the world, including the UK, Argentina, Denmark, Finland, and Norway. Part I defines terms and provides the necessary background; Part II contains applications to models of expenditure, money demand, inflation, wages and prices, and exchange rates; and Part III extends various tests of constancy and forecast accuracy, which are central to testing super exogeneity. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Author: John P. Small
Publisher:
ISBN:
Category : Autocorrelation (Statistics)
Languages : en
Pages : 24
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Book Description
Author: John P. Small
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 32
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Book Description
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 40
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Book Description
Author: David E. A. Giles
Publisher:
ISBN:
Category : Least squares
Languages : en
Pages : 24
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Book Description
Author: Judith Anne Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 34
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Book Description
Author: John P. Small
Publisher:
ISBN:
Category : Correlation (Statistics)
Languages : en
Pages : 36
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Book Description
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095
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Book Description
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: David E. A. Giles
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 18
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Book Description
