Microeconometrics Using Stata, Revised Edition PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Microeconometrics Using Stata, Revised Edition PDF full book. Access full book title Microeconometrics Using Stata, Revised Edition by A. Colin Cameron. Download full books in PDF and EPUB format.
Author: A. Colin Cameron
Publisher: Stata Press
ISBN: 9781597180733
Category : Mathematics
Languages : en
Pages : 706
Get Book Here
Book Description
A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata. This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11. Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.
Author: A. Colin Cameron
Publisher: Stata Press
ISBN: 9781597180733
Category : Mathematics
Languages : en
Pages : 706
Get Book Here
Book Description
A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata. This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11. Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.
Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 1139444867
Category : Business & Economics
Languages : en
Pages : 1058
Get Book Here
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: Adrian Colin Cameron
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 738
Get Book Here
Book Description
This outstanding introduction to microeconometrics research using Stata offers the most complete and up-to-date survey of methods available. The authors address each topic with an in-depth example and demonstrate how to use Stata's programming features to implement methods for which the application does not have a specific command.
Author: Christopher P. Adams
Publisher: CRC Press
ISBN: 1000282384
Category : Business & Economics
Languages : en
Pages : 399
Get Book Here
Book Description
Focuses on the assumptions underlying the algorithms rather than their statistical properties Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems Introduces R programming concepts throughout the book. Includes appendices that discuss many of the concepts introduced in the book, as well as measures of uncertainty in microeconometrics.
Author: Christopher F. Baum
Publisher: Stata Press
ISBN: 1597180130
Category : Business & Economics
Languages : en
Pages : 362
Get Book Here
Book Description
Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Author: Nigar Hashimzade
Publisher: Edward Elgar Publishing
ISBN: 0857931024
Category : Business & Economics
Languages : en
Pages : 627
Get Book Here
Book Description
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095
Get Book Here
Book Description
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Author: Sean Becketti
Publisher:
ISBN: 9781597183062
Category : Mathematical statistics
Languages : en
Pages : 446
Get Book Here
Book Description
Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a practical guide to working with time-series data using Stata. In this book, Becketti introduces time-series techniques--from simple to complex--and explains how to implement them using Stata. The many worked examples, concise explanations that focus on intuition, and useful tips based on the author's experience make the book insightful for students, academic researchers, and practitioners in industry and government.Becketti is a financial industry veteran with decades of experience in academics, government, and private industry. He was also a developer of Stata in its infancy and has been a regular Stata user since its inception. He wrote many of the first time-series commands in Stata. With his abundant knowledge of Stata and extensive experience with real-world time-series applications, Becketti provides readers with unique insights and motivation throughout the book.For those new to Stata, the book begins with a mild yet fast-paced introduction to Stata, highlighting all the features you need to know to get started using Stata for time-series analysis. Before diving into analysis of time series, Becketti includes a quick refresher on statistical foundations such as regression and hypothesis testing.The discussion of time-series analysis begins with techniques for smoothing time series. As the moving-average and Holt-Winters techniques are introduced, Becketti explains the concepts of trends, cyclicality, and seasonality and shows how they can be extracted from a series. The book then illustrates how to use these methods for forecasting. Although these techniques are sometimes neglected in other time-series books, they are easy to implement, can be applied quickly, often produce forecasts just as good as more complicated techniques, and, as Becketti emphasizes, have the distinct advantage of being easily explained to colleagues and policy makers without backgrounds in statistics.Next, the book focuses on single-equation time-series models. Becketti discusses regression analysis in the presence of autocorrelated disturbances as well as the ARIMA model and Box-Jenkins methodology. An entire chapter is devoted to applying these techniques to develop an ARIMA-based model of U.S. GDP; this will appeal to practitioners, in particular, because it goes step by step through a real-world example: here is my series, now how do I fit an ARIMA model to it? The discussion of single-equation models concludes with a self-contained summary of ARCH/GARCH modeling.In the final portion of the book, Becketti discusses multiple-equation models. He introduces VAR models and uses a simple model of the U.S. economy to illustrate all key concepts, including model specification, Granger causality, impulse-response analyses, and forecasting. Attention then turns to nonstationary time-series. Becketti masterfully navigates the reader through the often-confusing task of specifying a VEC model, using an example based on construction wages in Washington, DC, and surrounding states.Introduction to Time Series Using Stata, Revised Edition, by Sean Becketti, is a first-rate, example-based guide to time-series analysis and forecasting using Stata. This is a must-have resource for researchers and students learning to analyze time-series data and for anyone wanting to implement time-series methods in Stata. [ed.]
Author: Pravin K. Trivedi
Publisher: Now Publishers Inc
ISBN: 1601980205
Category : Business & Economics
Languages : en
Pages : 126
Get Book Here
Book Description
Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software. This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling. Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties
Author: Partha Deb
Publisher:
ISBN: 9781597182287
Category : Medical care
Languages : en
Pages : 264
Get Book Here
Book Description
Health Econometrics Using Stataby Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata, and illustrates how to interpret the results. Each method is discussed in the context of an example using an extract from the Medical Expenditure Panel Survey. After the overview chapters, the book provides excellent introductions to a series of topics aimed specifically at those analyzing healthcare expenditure and use data. The basic topics of linear regression, the generalized linear model, and log and Box-Cox models are covered with a tight focus on the problems presented by these data. Using this foundation, the authors cover the more advanced topics of models for continuous outcome with mass points, count models, and models for heterogeneous effects. Finally, they discuss endogeneity and how to address inference questions using data from complex surveys. The authors use their formidable experience to guide readers toward useful methods and away from less recommended ones. Their discussion of "health econometric myths" and the chapter presenting a framework for approaching health econometric estimation problems are especially useful for this aspect. , count models, and models for heterogeneous effects. Finally, they discuss endogeneity and how to address inference questions using data from complex surveys. The authors use their formidable experience to guide readers toward useful methods and away from less recommended ones. Their discussion of "health econometric myths" and the chapter presenting a framework for approaching health econometric estimation problems are especially useful for this aspect.
