Author: Badi Hani Baltagi
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705
Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
The Oxford Handbook of Panel Data
Author: Badi Hani Baltagi
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705
Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705
Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Modeling Discrete Time-to-Event Data
Author: Gerhard Tutz
Publisher: Springer
ISBN: 3319281585
Category : Mathematics
Languages : en
Pages : 252
Book Description
This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are explained. Each section includes a set of exercises on the respective topics. Various functions and tools for the analysis of discrete survival data are collected in the R package discSurv that accompanies the book.
Publisher: Springer
ISBN: 3319281585
Category : Mathematics
Languages : en
Pages : 252
Book Description
This book focuses on statistical methods for the analysis of discrete failure times. Failure time analysis is one of the most important fields in statistical research, with applications affecting a wide range of disciplines, in particular, demography, econometrics, epidemiology and clinical research. Although there are a large variety of statistical methods for failure time analysis, many techniques are designed for failure times that are measured on a continuous scale. In empirical studies, however, failure times are often discrete, either because they have been measured in intervals (e.g., quarterly or yearly) or because they have been rounded or grouped. The book covers well-established methods like life-table analysis and discrete hazard regression models, but also introduces state-of-the art techniques for model evaluation, nonparametric estimation and variable selection. Throughout, the methods are illustrated by real life applications, and relationships to survival analysis in continuous time are explained. Each section includes a set of exercises on the respective topics. Various functions and tools for the analysis of discrete survival data are collected in the R package discSurv that accompanies the book.
Advances in Economics and Econometrics
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 9780521524131
Category : Business & Economics
Languages : en
Pages : 316
Book Description
Sample Text
Publisher: Cambridge University Press
ISBN: 9780521524131
Category : Business & Economics
Languages : en
Pages : 316
Book Description
Sample Text
Panel Data Econometrics
Author: Mike Tsionas
Publisher: Academic Press
ISBN: 0128144319
Category : Business & Economics
Languages : en
Pages : 434
Book Description
Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Publisher: Academic Press
ISBN: 0128144319
Category : Business & Economics
Languages : en
Pages : 434
Book Description
Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Handbook of Econometrics
Author:
Publisher: Elsevier
ISBN: 0444636544
Category : Business & Economics
Languages : en
Pages : 594
Book Description
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Publisher: Elsevier
ISBN: 0444636544
Category : Business & Economics
Languages : en
Pages : 594
Book Description
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Mixed Effects Models for Complex Data
Author: Lang Wu
Publisher: CRC Press
ISBN: 9781420074086
Category : Mathematics
Languages : en
Pages : 431
Book Description
Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.
Publisher: CRC Press
ISBN: 9781420074086
Category : Mathematics
Languages : en
Pages : 431
Book Description
Although standard mixed effects models are useful in a range of studies, other approaches must often be used in correlation with them when studying complex or incomplete data. Mixed Effects Models for Complex Data discusses commonly used mixed effects models and presents appropriate approaches to address dropouts, missing data, measurement errors, censoring, and outliers. For each class of mixed effects model, the author reviews the corresponding class of regression model for cross-sectional data. An overview of general models and methods, along with motivating examples After presenting real data examples and outlining general approaches to the analysis of longitudinal/clustered data and incomplete data, the book introduces linear mixed effects (LME) models, generalized linear mixed models (GLMMs), nonlinear mixed effects (NLME) models, and semiparametric and nonparametric mixed effects models. It also includes general approaches for the analysis of complex data with missing values, measurement errors, censoring, and outliers. Self-contained coverage of specific topics Subsequent chapters delve more deeply into missing data problems, covariate measurement errors, and censored responses in mixed effects models. Focusing on incomplete data, the book also covers survival and frailty models, joint models of survival and longitudinal data, robust methods for mixed effects models, marginal generalized estimating equation (GEE) models for longitudinal or clustered data, and Bayesian methods for mixed effects models. Background material In the appendix, the author provides background information, such as likelihood theory, the Gibbs sampler, rejection and importance sampling methods, numerical integration methods, optimization methods, bootstrap, and matrix algebra. Failure to properly address missing data, measurement errors, and other issues in statistical analyses can lead to severely biased or misleading results. This book explores the biases that arise when naïve methods are used and shows which approaches should be used to achieve accurate results in longitudinal data analysis.
Essays in Honor of Joon Y. Park
Author: Yoosoon Chang
Publisher: Emerald Group Publishing
ISBN: 1837532125
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Publisher: Emerald Group Publishing
ISBN: 1837532125
Category : Business & Economics
Languages : en
Pages : 449
Book Description
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
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.
Structural Econometric Modeling in Industrial Organization and Quantitative Marketing
Author: Ali Hortaçsu
Publisher: Princeton University Press
ISBN: 0691251002
Category : Business & Economics
Languages : en
Pages : 281
Book Description
A concise and rigorous introduction to widely used approaches in structural econometric modeling Structural econometric modeling specifies the structure of an economic model and estimates the model’s parameters from real-world data. Structural econometric modeling enables better economic theory–based predictions and policy counterfactuals. This book offers a primer on recent developments in these modeling techniques, which are used widely in empirical industrial organization, quantitative marketing, and related fields. It covers such topics as discrete choice modeling, demand modes, estimation of the firm entry models with strategic interactions, consumer search, and theory/empirics of auctions. The book makes highly technical material accessible to graduate students, describing key insights succinctly but without sacrificing rigor. • Concise overview of the most widely used structural econometric models • Rigorous and systematic treatment of the topics, emphasizing key insights • Coverage of demand estimation, estimation of static and dynamic game theoretic models, consumer search, and auctions • Focus on econometric models while providing concise reviews of relevant theoretical models
Publisher: Princeton University Press
ISBN: 0691251002
Category : Business & Economics
Languages : en
Pages : 281
Book Description
A concise and rigorous introduction to widely used approaches in structural econometric modeling Structural econometric modeling specifies the structure of an economic model and estimates the model’s parameters from real-world data. Structural econometric modeling enables better economic theory–based predictions and policy counterfactuals. This book offers a primer on recent developments in these modeling techniques, which are used widely in empirical industrial organization, quantitative marketing, and related fields. It covers such topics as discrete choice modeling, demand modes, estimation of the firm entry models with strategic interactions, consumer search, and theory/empirics of auctions. The book makes highly technical material accessible to graduate students, describing key insights succinctly but without sacrificing rigor. • Concise overview of the most widely used structural econometric models • Rigorous and systematic treatment of the topics, emphasizing key insights • Coverage of demand estimation, estimation of static and dynamic game theoretic models, consumer search, and auctions • Focus on econometric models while providing concise reviews of relevant theoretical models
The New Palgrave Dictionary of Economics
Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.