Statistical Inference in the Multinomial Multiperiod Probit Model PDF Download
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Author: John F. Geweke
Publisher:
ISBN:
Category :
Languages : en
Pages : 34
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Book Description
Author: John F. Geweke
Publisher:
ISBN:
Category :
Languages : en
Pages : 34
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Book Description
Author: John Geweke
Publisher:
ISBN:
Category : Probits
Languages : en
Pages : 68
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Book Description
Author: Carlos Daganzo
Publisher: Elsevier
ISBN: 1483299341
Category : Business & Economics
Languages : en
Pages : 239
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Book Description
Multinomial Probit
Author: Roberto Mariano
Publisher: Cambridge University Press
ISBN: 9780521591126
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 80
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Book Description
Author: J.J. Heckman
Publisher: Elsevier
ISBN: 0080524796
Category : Business & Economics
Languages : en
Pages : 737
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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. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Author: Roman Liesenfeld
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Abstract: "We present a new specification for the multinomial multiperiod Probit model with autocorrelated errors. In sharp contrast with commonly used specifications, ours is invariant with respect to the choice of a baseline alternative for utility differencing. It also nests these standard models as special cases, allowing for data based selection of the baseline alternatives for the latter. Likelihood evaluation is achieved under an Efficient Importance Sampling (EIS) version of the standard GHK algorithm. Several simulation experiments highlight identification, estimation and pretesting within the new class of multinomial multiperiod Probit models." [author's abstract]
Author: Takeshi Amemiya
Publisher: Cambridge University Press
ISBN: 9780521662468
Category : Business & Economics
Languages : en
Pages : 472
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Book Description
This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
Author: Cheng Hsiao
Publisher: Cambridge University Press
ISBN: 113943134X
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Author: Badi Hani Baltagi
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705
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Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
