Identification and Inference for Econometric Models PDF Download
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Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606
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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606
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Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.
Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
ISBN: 1781903085
Category : Business & Economics
Languages : en
Pages : 576
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Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author: Marno Verbeek
Publisher: John Wiley & Sons
ISBN: 1119401151
Category : Business & Economics
Languages : en
Pages : 523
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Book Description
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.
Author: Terence C. Mills
Publisher: Springer
ISBN: 0230244408
Category : Business & Economics
Languages : en
Pages : 1406
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Book Description
Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Author: P. C. B. Phillips
Publisher: Cambridge University Press
ISBN: 9780521807234
Category : Business & Economics
Languages : en
Pages : 390
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Book Description
The essays in this book explore important theoretical and applied advances in econometrics.
Author: Chihwa Kao
Publisher: World Scientific
ISBN: 9811200173
Category : Business & Economics
Languages : en
Pages : 179
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Book Description
In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a few. In this book, High-Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.High-Dimensional Econometrics and Identification grew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-todate presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.
Author: Badi H. Baltagi
Publisher: Springer Nature
ISBN: 3030801497
Category : Business & Economics
Languages : en
Pages : 496
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Book Description
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis. Each chapter has a set of theoretical exercises as well as empirical illustrations using real economic applications. These empirical exercises usually replicate a published article using Stata, Eviews as well as SAS. This new sixth edition has been fully revised and updated, and includes new material on limited dependent variables and panel data as well as revision of basic topics like heteroskedasticity, endogeneity, over-identification and specification testing. The author also provides more exercises and empirical examples based on published economic applications.
Author: Garry D. A. Phillips
Publisher: Cambridge University Press
ISBN: 113946311X
Category : Business & Economics
Languages : en
Pages : 368
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Book Description
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: Jeffrey Zax
Publisher: Stanford University Press
ISBN: 0804777209
Category : Business & Economics
Languages : en
Pages : 673
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Book Description
Introductory Econometrics: Intuition, Proof, and Practice attempts to distill econometrics into a form that preserves its essence, but that is acceptable—and even appealing—to the student's intellectual palate. This book insists on rigor when it is essential, but it emphasizes intuition and seizes upon entertainment wherever possible. Introductory Econometrics is motivated by three beliefs. First, students are, perhaps despite themselves, interested in questions that only econometrics can answer. Second, through these answers, they can come to understand, appreciate, and even enjoy the enterprise of econometrics. Third, this text, which presents select innovations in presentation and practice, can provoke readers' interest and encourage the responsible and insightful application of econometric techniques. In particular, author Jeffrey S. Zax gives readers many opportunities to practice proofs—which are challenging, but which he has found to improve student comprehension. Learning from proofs gives readers an organic understanding of the message behind the numbers, a message that will benefit them as they come across statistics in their daily lives. An ideal core text for foundational econometrics courses, this book is appropriate for any student with a solid understanding of basic algebra—and a willingness to use that tool to investigate complicated issues.
Author: Olaf Hübler
Publisher: Springer Science & Business Media
ISBN: 3540326936
Category : Business & Economics
Languages : en
Pages : 236
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Book Description
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
