Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Essays in Econometrics
Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521796491
Category : Business & Economics
Languages : en
Pages : 400
Book Description
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Publisher: Cambridge University Press
ISBN: 9780521796491
Category : Business & Economics
Languages : en
Pages : 400
Book Description
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Essays in Honor of Cheng Hsiao
Author: Dek Terrell
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Publisher: Emerald Group Publishing
ISBN: 1789739578
Category : Business & Economics
Languages : en
Pages : 468
Book Description
Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of Cheng Hsiao.
Applied Nonparametric Econometrics
Author: Daniel J. Henderson
Publisher: Cambridge University Press
ISBN: 110701025X
Category : Business & Economics
Languages : en
Pages : 381
Book Description
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Publisher: Cambridge University Press
ISBN: 110701025X
Category : Business & Economics
Languages : en
Pages : 381
Book Description
The majority of empirical research in economics ignores the potential benefits of nonparametric methods, while the majority of advances in nonparametric theory ignores the problems faced in applied econometrics. This book helps bridge this gap between applied economists and theoretical nonparametric econometricians. It discusses in depth, and in terms that someone with only one year of graduate econometrics can understand, basic to advanced nonparametric methods. The analysis starts with density estimation and motivates the procedures through methods that should be familiar to the reader. It then moves on to kernel regression, estimation with discrete data, and advanced methods such as estimation with panel data and instrumental variables models. The book pays close attention to the issues that arise with programming, computing speed, and application. In each chapter, the methods discussed are applied to actual data, paying attention to presentation of results and potential pitfalls.
Essays in Honor of Aman Ullah
Author: R. Carter Hill
Publisher: Emerald Group Publishing
ISBN: 1785607863
Category : Business & Economics
Languages : en
Pages : 680
Book Description
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
Publisher: Emerald Group Publishing
ISBN: 1785607863
Category : Business & Economics
Languages : en
Pages : 680
Book Description
Volume 36 of Advances in Econometrics recognizes Aman Ullah's significant contributions in many areas of econometrics and celebrates his long productive career.
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.
Semiparametric Regression for the Applied Econometrician
Author: Adonis Yatchew
Publisher: Cambridge University Press
ISBN: 9780521012263
Category : Business & Economics
Languages : en
Pages : 238
Book Description
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Publisher: Cambridge University Press
ISBN: 9780521012263
Category : Business & Economics
Languages : en
Pages : 238
Book Description
This book provides an accessible collection of techniques for analyzing nonparametric and semiparametric regression models. Worked examples include estimation of Engel curves and equivalence scales, scale economies, semiparametric Cobb-Douglas, translog and CES cost functions, household gasoline consumption, hedonic housing prices, option prices and state price density estimation. The book should be of interest to a broad range of economists including those working in industrial organization, labor, development, urban, energy and financial economics. A variety of testing procedures are covered including simple goodness of fit tests and residual regression tests. These procedures can be used to test hypotheses such as parametric and semiparametric specifications, significance, monotonicity and additive separability. Other topics include endogeneity of parametric and nonparametric effects, as well as heteroskedasticity and autocorrelation in the residuals. Bootstrap procedures are provided.
Essays in Applied Labor Economics
Author: Darren Howard Lubotsky
Publisher:
ISBN:
Category :
Languages : en
Pages : 228
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 228
Book Description
Essays in Applied Econometrics
Author: Gurleen Kaur Popli
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 352
Book Description
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 352
Book Description
Essays in Honor of Subal Kumbhakar
Author: Christopher F. Parmeter
Publisher: Emerald Group Publishing
ISBN: 1837978751
Category : Business & Economics
Languages : en
Pages : 401
Book Description
It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.
Publisher: Emerald Group Publishing
ISBN: 1837978751
Category : Business & Economics
Languages : en
Pages : 401
Book Description
It is the editor’s distinct privilege to gather this collection of papers that honors Subhal Kumbhakar’s many accomplishments, drawing further attention to the various areas of scholarship that he has touched.
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Author: Jeffrey Racine
Publisher: Oxford University Press
ISBN: 0199857946
Category : Business & Economics
Languages : en
Pages : 562
Book Description
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
Publisher: Oxford University Press
ISBN: 0199857946
Category : Business & Economics
Languages : en
Pages : 562
Book Description
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.