Author: Kim P. Huynh
Publisher: Emerald Group Publishing
ISBN: 1787567257
Category : Business & Economics
Languages : en
Pages : 338
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Book Description
This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.
Author: Kim P. Huynh
Publisher: Emerald Group Publishing
ISBN: 1787567273
Category : Business & Economics
Languages : en
Pages : 269
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Book Description
This volume of Advances in Econometrics contains a selection of papers presented at the 'Econometrics of Complex Survey Data: Theory and Applications' conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017.
Author: Angus Deaton
Publisher: World Bank Publications
ISBN: 9780801852541
Category : Business & Economics
Languages : en
Pages : 492
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Book Description
Using data from several countries, including Cote d'Ivoire, India, Pakistan, Taiwan, and Thailand, this book analyzes household survey data from developing countries and illustrates how such data can be used to cast light on a range of short-term and long-term policy issues.
Author: Parimal Mukhopadhyay
Publisher: Springer
ISBN: 981100871X
Category : Mathematics
Languages : en
Pages : 259
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Book Description
The primary objective of this book is to study some of the research topics in the area of analysis of complex surveys which have not been covered in any book yet. It discusses the analysis of categorical data using three models: a full model, a log-linear model and a logistic regression model. It is a valuable resource for survey statisticians and practitioners in the field of sociology, biology, economics, psychology and other areas who have to use these procedures in their day-to-day work. It is also useful for courses on sampling and complex surveys at the upper-undergraduate and graduate levels. The importance of sample surveys today cannot be overstated. From voters’ behaviour to fields such as industry, agriculture, economics, sociology, psychology, investigators generally resort to survey sampling to obtain an assessment of the behaviour of the population they are interested in. Many large-scale sample surveys collect data using complex survey designs like multistage stratified cluster designs. The observations using these complex designs are not independently and identically distributed – an assumption on which the classical procedures of inference are based. This means that if classical tests are used for the analysis of such data, the inferences obtained will be inconsistent and often invalid. For this reason, many modified test procedures have been developed for this purpose over the last few decades.
Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 1139444867
Category : Business & Economics
Languages : en
Pages : 1058
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Book Description
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Author: Thomas Lumley
Publisher: John Wiley & Sons
ISBN: 111821093X
Category : Mathematics
Languages : en
Pages : 329
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Book Description
A complete guide to carrying out complex survey analysis using R As survey analysis continues to serve as a core component of sociological research, researchers are increasingly relying upon data gathered from complex surveys to carry out traditional analyses. Complex Surveys is a practical guide to the analysis of this kind of data using R, the freely available and downloadable statistical programming language. As creator of the specific survey package for R, the author provides the ultimate presentation of how to successfully use the software for analyzing data from complex surveys while also utilizing the most current data from health and social sciences studies to demonstrate the application of survey research methods in these fields. The book begins with coverage of basic tools and topics within survey analysis such as simple and stratified sampling, cluster sampling, linear regression, and categorical data regression. Subsequent chapters delve into more technical aspects of complex survey analysis, including post-stratification, two-phase sampling, missing data, and causal inference. Throughout the book, an emphasis is placed on graphics, regression modeling, and two-phase designs. In addition, the author supplies a unique discussion of epidemiological two-phase designs as well as probability-weighting for causal inference. All of the book's examples and figures are generated using R, and a related Web site provides the R code that allows readers to reproduce the presented content. Each chapter concludes with exercises that vary in level of complexity, and detailed appendices outline additional mathematical and computational descriptions to assist readers with comparing results from various software systems. Complex Surveys is an excellent book for courses on sampling and complex surveys at the upper-undergraduate and graduate levels. It is also a practical reference guide for applied statisticians and practitioners in the social and health sciences who use statistics in their everyday work.
Author: Steven G. Heeringa
Publisher: CRC Press
ISBN: 1498761615
Category : Mathematics
Languages : en
Pages : 591
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Book Description
Highly recommended by the Journal of Official Statistics, The American Statistician, and other journals, Applied Survey Data Analysis, Second Edition provides an up-to-date overview of state-of-the-art approaches to the analysis of complex sample survey data. Building on the wealth of material on practical approaches to descriptive analysis and regression modeling from the first edition, this second edition expands the topics covered and presents more step-by-step examples of modern approaches to the analysis of survey data using the newest statistical software. Designed for readers working in a wide array of disciplines who use survey data in their work, this book continues to provide a useful framework for integrating more in-depth studies of the theory and methods of survey data analysis. An example-driven guide to the applied statistical analysis and interpretation of survey data, the second edition contains many new examples and practical exercises based on recent versions of real-world survey data sets. Although the authors continue to use Stata for most examples in the text, they also continue to offer SAS, SPSS, SUDAAN, R, WesVar, IVEware, and Mplus software code for replicating the examples on the book’s updated website.
Author: Yacine Aït-Sahalia
Publisher: Princeton University Press
ISBN: 0691161437
Category : Business & Economics
Languages : en
Pages : 683
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Book Description
A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.
Author: Abdelaati Daouia
Publisher: Springer Nature
ISBN: 3030732495
Category : Mathematics
Languages : en
Pages : 713
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Book Description
This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.
Author: Peter Kennedy
Publisher: John Wiley & Sons
ISBN: 1405182571
Category : Business & Economics
Languages : en
Pages : 608
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Book Description
Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
