Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 868

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Book Description

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 868

Get Book Here

Book Description


Econometric Analysis of Cross Section and Panel Data, second edition

Econometric Analysis of Cross Section and Panel Data, second edition PDF Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 0262232588
Category : Business & Economics
Languages : en
Pages : 1095

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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.

Current Index to Statistics, Applications, Methods and Theory

Current Index to Statistics, Applications, Methods and Theory PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 798

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Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Applied Linear Statistical Models

Applied Linear Statistical Models PDF Author: Michael H. Kutner
Publisher: McGraw-Hill/Irwin
ISBN: 9780072386882
Category : Mathematics
Languages : en
Pages : 1396

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Book Description
Linear regression with one predictor variable; Inferences in regression and correlation analysis; Diagnosticis and remedial measures; Simultaneous inferences and other topics in regression analysis; Matrix approach to simple linear regression analysis; Multiple linear regression; Nonlinear regression; Design and analysis of single-factor studies; Multi-factor studies; Specialized study designs.

The Methodology and Practice of Econometrics

The Methodology and Practice of Econometrics PDF Author: Jennifer Castle
Publisher: Oxford University Press
ISBN: 0199237190
Category : Business & Economics
Languages : en
Pages : 464

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Book Description
Building upon, and celebrating the work of David Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the methodology of econometrics.

Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change PDF Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 9780521587822
Category : Business & Economics
Languages : en
Pages : 528

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Book Description
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.

Social Sciences Index

Social Sciences Index PDF Author:
Publisher:
ISBN:
Category : Periodicals
Languages : en
Pages : 2690

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Book Description


Microeconometrics

Microeconometrics PDF 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.

Econometrics by Example

Econometrics by Example PDF Author: Damodar Gujarati
Publisher: Bloomsbury Publishing
ISBN: 1137375027
Category : Business & Economics
Languages : en
Pages : 498

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Book Description
The second edition of this bestselling textbook retains its unique learning-by-doing approach to econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view by walking the student through real-life examples, step by step. Damodar Gujarati's clear, concise, writing style guides students from model formulation, to estimation and hypothesis-testing, through to post-estimation diagnostics. The basic statistics needed to follow the book are covered in an appendix, making the book a flexible and self-contained learning resource. The textbook is ideal for undergraduate students in economics, business, marketing, finance, operations research and related disciplines. It is also intended for students in MBA programs across the social sciences, and for researchers in business, government and research organizations who require econometrics. New to this Edition: - Two brand new chapters on Quantile Regression Modeling and Multivariate Regression Models. - Two further additional chapters on hierarchical linear regression models and bootstrapping are available on the book's website - New extended examples accompanied by real-life data - New student exercises at the end of each chapter

Time Series with Long Memory

Time Series with Long Memory PDF Author: Peter M. Robinson
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396

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Book Description
Long memory time series are characterized by a strong dependence between distant events.