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.
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 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 Nonlinear Time Series Econometrics
Author: Niels Haldrup
Publisher: OUP Oxford
ISBN: 0191669547
Category : Business & Economics
Languages : en
Pages : 393
Book Description
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
Publisher: OUP Oxford
ISBN: 0191669547
Category : Business & Economics
Languages : en
Pages : 393
Book Description
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession.
ISSUES RELATED TO WOMEN: ESSAYS IN ECONOMETRICS AND STATISTICS
Author: Ebru Çağlayan Akay - Merve Ertok Onurlu
Publisher: HOLISTENCE PUBLICATIONS
ISBN: 6256942140
Category : Language Arts & Disciplines
Languages : en
Pages : 419
Book Description
In the world, many women are at risk of being exposed to economic, physical, sexual, psychological, and emotional violence, or even intentional homicide. They might also be exposed to discrimination based on their socio-demographic characteristics, such as their ethnic background, religion, and educational level. The purpose of this book is to bring together academics and researchers working in the fields of applied econometrics and applied statistics as they pertain to women’s issues. The twelve-chapter book includes insights on present econometric and statistical methodologies on women’s issues, as well as a better understanding and evaluation of contemporary policy implications, initiatives, and procedures pertaining to women.
Publisher: HOLISTENCE PUBLICATIONS
ISBN: 6256942140
Category : Language Arts & Disciplines
Languages : en
Pages : 419
Book Description
In the world, many women are at risk of being exposed to economic, physical, sexual, psychological, and emotional violence, or even intentional homicide. They might also be exposed to discrimination based on their socio-demographic characteristics, such as their ethnic background, religion, and educational level. The purpose of this book is to bring together academics and researchers working in the fields of applied econometrics and applied statistics as they pertain to women’s issues. The twelve-chapter book includes insights on present econometric and statistical methodologies on women’s issues, as well as a better understanding and evaluation of contemporary policy implications, initiatives, and procedures pertaining to women.
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.
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.
American Doctoral Dissertations
Author:
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 776
Book Description
Publisher:
ISBN:
Category : Dissertation abstracts
Languages : en
Pages : 776
Book Description
Matching with Transfers
Author: Pierre-André Chiappori
Publisher: Princeton University Press
ISBN: 0691203504
Category : Business & Economics
Languages : en
Pages : 262
Book Description
Over the past few decades, matching models, which use mathematical frameworks to analyze allocation mechanisms for heterogeneous products and individuals, have attracted renewed attention in both theoretical and applied economics. These models have been used in many contexts, from labor markets to organ donations, but recent work has tended to focus on "nontransferable" cases rather than matching models with transfers. In this important book, Pierre-André Chiappori fills a gap in the literature by presenting a clear and elegant overview of matching with transfers and provides a set of tools that enable the analysis of matching patterns in equilibrium, as well as a series of extensions. He then applies these tools to the field of family economics and shows how analysis of matching patterns and of the incentives thus generated can contribute to our understanding of long-term economic trends, including inequality and the demand for higher education.
Publisher: Princeton University Press
ISBN: 0691203504
Category : Business & Economics
Languages : en
Pages : 262
Book Description
Over the past few decades, matching models, which use mathematical frameworks to analyze allocation mechanisms for heterogeneous products and individuals, have attracted renewed attention in both theoretical and applied economics. These models have been used in many contexts, from labor markets to organ donations, but recent work has tended to focus on "nontransferable" cases rather than matching models with transfers. In this important book, Pierre-André Chiappori fills a gap in the literature by presenting a clear and elegant overview of matching with transfers and provides a set of tools that enable the analysis of matching patterns in equilibrium, as well as a series of extensions. He then applies these tools to the field of family economics and shows how analysis of matching patterns and of the incentives thus generated can contribute to our understanding of long-term economic trends, including inequality and the demand for higher education.
Peterson's Graduate Programs in the Humanities, Arts, and Social Sciences 1996
Author: Peterson's Guides
Publisher: Peterson Nelnet Company
ISBN: 9781560795025
Category : Education
Languages : en
Pages : 1510
Book Description
Graduate students depend on this series and ask for it by name. Why? For over 30 years, it's been the only one-stop source that supplies all of their information needs. The new editions of this six-volume set contain the most comprehensive information available on more than 1,500 colleges offering over 31,000 master's, doctoral, and professional-degree programs in more than 350 disciplines.New for 1997 -- Non-degree-granting research centers, institutes, and training programs that are part of a graduate degree program.Five discipline-specific volumes detail entrance and program requirements, deadlines, costs, contacts, and special options, such as distance learning, for each program, if available. Each Guide features The Graduate Adviser, which discusses entrance exams, financial aid, accreditation, and more.The most exhaustive compilation of more than 10,000 programs in subject areas ranging from applied arts, architecture, and Hispanic studies to political science.
Publisher: Peterson Nelnet Company
ISBN: 9781560795025
Category : Education
Languages : en
Pages : 1510
Book Description
Graduate students depend on this series and ask for it by name. Why? For over 30 years, it's been the only one-stop source that supplies all of their information needs. The new editions of this six-volume set contain the most comprehensive information available on more than 1,500 colleges offering over 31,000 master's, doctoral, and professional-degree programs in more than 350 disciplines.New for 1997 -- Non-degree-granting research centers, institutes, and training programs that are part of a graduate degree program.Five discipline-specific volumes detail entrance and program requirements, deadlines, costs, contacts, and special options, such as distance learning, for each program, if available. Each Guide features The Graduate Adviser, which discusses entrance exams, financial aid, accreditation, and more.The most exhaustive compilation of more than 10,000 programs in subject areas ranging from applied arts, architecture, and Hispanic studies to political science.
Handbook of Econometrics
Author: Zvi Griliches
Publisher: Elsevier
ISBN: 0444532005
Category : Business & Economics
Languages : en
Pages : 1057
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.
Publisher: Elsevier
ISBN: 0444532005
Category : Business & Economics
Languages : en
Pages : 1057
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.