Pooled Cross-Sectional and Time Series Data Analysis

Pooled Cross-Sectional and Time Series Data Analysis PDF Author: Terry Dielman
Publisher: CRC Press
ISBN: 9780824778644
Category : Technology & Engineering
Languages : en
Pages : 264

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Book Description
A review of methods for estimating multivariate relationships of individual entities in a data base and for summarizing these relationships. Focuses on methodologies such as classical pooling, error components, analysis of covariance, seemingly unrelated regressions, and random coefficient regressio

Pooled Cross-Sectional and Time Series Data Analysis

Pooled Cross-Sectional and Time Series Data Analysis PDF Author: Terry Dielman
Publisher: CRC Press
ISBN: 9780824778644
Category : Technology & Engineering
Languages : en
Pages : 264

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Book Description
A review of methods for estimating multivariate relationships of individual entities in a data base and for summarizing these relationships. Focuses on methodologies such as classical pooling, error components, analysis of covariance, seemingly unrelated regressions, and random coefficient regressio

Analysis of Pooled Cross-sectional and Time Series Data with an Application in Finance

Analysis of Pooled Cross-sectional and Time Series Data with an Application in Finance PDF Author: Terry E. Dielman
Publisher:
ISBN:
Category : Stock price forecasting
Languages : en
Pages : 202

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Book Description


Econometric Analysis of Cross Section and Panel Data, second edition

Econometric Analysis of Cross Section and Panel Data, second edition PDF 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.

Longitudinal and Panel Data

Longitudinal and Panel Data PDF Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 9780521535380
Category : Business & Economics
Languages : en
Pages : 492

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Book Description
An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Econometrics

Econometrics PDF Author: Badi Hani Baltagi
Publisher: Springer Science & Business Media
ISBN: 9783540435013
Category : Business & Economics
Languages : en
Pages : 426

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Book Description
As well as specification testing, Gauss-Newton regressions and regression diagnostics. In addition, the book features a set of empirical illustrations that demonstrate some of the basic results. The empirical exercises are solved using several econometric software packages.

Pooled Time Series Analysis

Pooled Time Series Analysis PDF Author: Lois W. Sayrs
Publisher: SAGE Publications
ISBN: 1483303535
Category : Social Science
Languages : en
Pages : 82

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Book Description
Researchers have often been troubled with relevant data available from both temporal observations at regular intervals (time series) and from observations at single points of time (cross section). Pooled Times Series Analysis combines time series and cross- sectional data to provide the researcher with an efficient method of analysis and improved estimates of the population being studied.

Using R for Principles of Econometrics

Using R for Principles of Econometrics PDF Author: Constantin Colonescu
Publisher: Lulu.com
ISBN: 1387473611
Category : Business & Economics
Languages : en
Pages : 278

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Book Description
This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Analyzing Pooled Cross-sectional and Time Series Data

Analyzing Pooled Cross-sectional and Time Series Data PDF Author: Terry E. Dielman
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 60

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Book Description


The SAGE Handbook of Regression Analysis and Causal Inference

The SAGE Handbook of Regression Analysis and Causal Inference PDF Author: Henning Best
Publisher: SAGE
ISBN: 1473908353
Category : Social Science
Languages : en
Pages : 425

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Book Description
′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articles on topics of central importance to quantitative social research, many written by leaders in the field. Everyone engaged in statistical analysis of social-science data will find something of interest in this book.′ - John Fox, Professor, Department of Sociology, McMaster University ′The authors do a great job in explaining the various statistical methods in a clear and simple way - focussing on fundamental understanding, interpretation of results, and practical application - yet being precise in their exposition.′ - Ben Jann, Executive Director, Institute of Sociology, University of Bern ′Best and Wolf have put together a powerful collection, especially valuable in its separate discussions of uses for both cross-sectional and panel data analysis.′ -Tom Smith, Senior Fellow, NORC, University of Chicago Edited and written by a team of leading international social scientists, this Handbook provides a comprehensive introduction to multivariate methods. The Handbook focuses on regression analysis of cross-sectional and longitudinal data with an emphasis on causal analysis, thereby covering a large number of different techniques including selection models, complex samples, and regression discontinuities. Each Part starts with a non-mathematical introduction to the method covered in that section, giving readers a basic knowledge of the method’s logic, scope and unique features. Next, the mathematical and statistical basis of each method is presented along with advanced aspects. Using real-world data from the European Social Survey (ESS) and the Socio-Economic Panel (GSOEP), the book provides a comprehensive discussion of each method’s application, making this an ideal text for PhD students and researchers embarking on their own data analysis.

Age-Period-Cohort Analysis

Age-Period-Cohort Analysis PDF Author: Yang Yang
Publisher: CRC Press
ISBN: 1466507535
Category : Mathematics
Languages : en
Pages : 352

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Book Description
This book explores the ways in which statistical models, methods, and research designs can be used to open new possibilities for APC analysis. Within a single, consistent HAPC-GLMM statistical modeling framework, the authors synthesize APC models and methods for three research designs: age-by-time period tables of population rates or proportions, repeated cross-section sample surveys, and accelerated longitudinal panel studies. They show how the empirical application of the models to various problems leads to many fascinating findings on how outcome variables develop along the age, period, and cohort dimensions.