Author: Trueman Scott Thompson
Publisher:
ISBN:
Category :
Languages : en
Pages : 310
Book Description
Semiparametric Estimation of Discrete Choice Models
Author: Trueman Scott Thompson
Publisher:
ISBN:
Category :
Languages : en
Pages : 310
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 310
Book Description
Nonparametric and Semiparametric Methods in Econometrics and Statistics
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521424318
Category : Business & Economics
Languages : en
Pages : 512
Book Description
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Publisher: Cambridge University Press
ISBN: 9780521424318
Category : Business & Economics
Languages : en
Pages : 512
Book Description
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.
Microeconometrics
Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280811
Category : Literary Criticism
Languages : en
Pages : 365
Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Publisher: Springer
ISBN: 0230280811
Category : Literary Criticism
Languages : en
Pages : 365
Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Semiparametric Estimation of Binary Discrete Choice Models
Author: Margarida Genius
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 274
Book Description
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 274
Book Description
Semiparametric Methods in Econometrics
Author: Joel L. Horowitz
Publisher: Springer Science & Business Media
ISBN: 1461206219
Category : Mathematics
Languages : en
Pages : 211
Book Description
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
Publisher: Springer Science & Business Media
ISBN: 1461206219
Category : Mathematics
Languages : en
Pages : 211
Book Description
Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.
Nonparametric and Semiparametric Models
Author: Wolfgang Karl Härdle
Publisher: Springer Science & Business Media
ISBN: 364217146X
Category : Mathematics
Languages : en
Pages : 317
Book Description
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
Publisher: Springer Science & Business Media
ISBN: 364217146X
Category : Mathematics
Languages : en
Pages : 317
Book Description
The statistical and mathematical principles of smoothing with a focus on applicable techniques are presented in this book. It naturally splits into two parts: The first part is intended for undergraduate students majoring in mathematics, statistics, econometrics or biometrics whereas the second part is intended to be used by master and PhD students or researchers. The material is easy to accomplish since the e-book character of the text gives a maximum of flexibility in learning (and teaching) intensity.
Modeling Ordered Choices
Author: William H. Greene
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383
Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383
Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
Semiparametric and Nonparametric Methods in Econometrics
Author: Joel L. Horowitz
Publisher: Springer Science & Business Media
ISBN: 0387928707
Category : Business & Economics
Languages : en
Pages : 278
Book Description
Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.
Publisher: Springer Science & Business Media
ISBN: 0387928707
Category : Business & Economics
Languages : en
Pages : 278
Book Description
Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.
Applied Choice Analysis
Author: David A. Hensher
Publisher: Cambridge University Press
ISBN: 1107092647
Category : Business & Economics
Languages : en
Pages : 1219
Book Description
A fully updated second edition of this popular introduction to applied choice analysis, written for graduate students, researchers, professionals and consultants.
Publisher: Cambridge University Press
ISBN: 1107092647
Category : Business & Economics
Languages : en
Pages : 1219
Book Description
A fully updated second edition of this popular introduction to applied choice analysis, written for graduate students, researchers, professionals and consultants.
Econometric Models For Industrial Organization
Author: Matthew Shum
Publisher: World Scientific
ISBN: 981310967X
Category : Business & Economics
Languages : en
Pages : 154
Book Description
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
Publisher: World Scientific
ISBN: 981310967X
Category : Business & Economics
Languages : en
Pages : 154
Book Description
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.