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Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
Published: 2012-12-17
Total Pages: 576
ISBN-13: 1781903085
DOWNLOAD EBOOKAims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author: Xiaohong Chen
Publisher: Springer Science & Business Media
Published: 2012-08-01
Total Pages: 582
ISBN-13: 1461416531
DOWNLOAD EBOOKThis book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Author: Yoosoon Chang
Publisher: Emerald Group Publishing
Published: 2023-04-24
Total Pages: 382
ISBN-13: 1837532141
DOWNLOAD EBOOKVolumes 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.
Author: Badi H. Baltagi
Publisher: John Wiley & Sons
Published: 2008-04-15
Total Pages: 736
ISBN-13: 047099830X
DOWNLOAD EBOOKA Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Author: Takeshi Amemiya
Publisher: Cambridge University Press
Published: 2001-01-08
Total Pages: 472
ISBN-13: 9780521662468
DOWNLOAD EBOOKThis collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
Author: Anne Boomsma
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 450
ISBN-13: 1461301696
DOWNLOAD EBOOKThis collection of papers provides an up to date treatment of item response theory, an important topic in educational testing.
Author: Lászlo Mátyás
Publisher: Springer Science & Business Media
Published: 2008-04-06
Total Pages: 966
ISBN-13: 3540758925
DOWNLOAD EBOOKThis restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Author: L. Andries van der Ark
Publisher: Springer Nature
Published: 2023-03-17
Total Pages: 461
ISBN-13: 303110370X
DOWNLOAD EBOOKThis book 'Essays on Contemporary Psychometrics' provides an overview of contemporary psychometrics, the science devoted to the advancement of quantitative measurement practices in psychology, education and the social sciences. The volume consists of four parts, each having several chapters on cutting-edge work in the field. Part I, General Perspectives on Psychometrics, includes expert views on topics such as psychological models vs. measurement models, using tests in decision making, artificial intelligence, and psychometric network models. Part II, Factor Analysis and Classical Test Theory, the type of psychometrics that is still used most often in the social and behavioral sciences, includes state-of-the-art contributions on test-score reliability, change-score reliability, handling missing data in principal component analysis, test equating, and conditional standard errors of measurement. Part III, Item Response Theory, the leading form of psychometrics in modern educational measurement, includes discussions of sampling from many conditional distributions, transparent score reporting, nonparametric item response theory, and targeted testing. Part IV, New Psychometrics, discusses recently developed ideas beyond classical test theory and item response theory, including topics related to computer adaptive testing, response-time modelling, validity indices, diagnostic classification models, and the sparse latent class model for ordinal measurements. Together, these four parts provide an overview of the current state-of-the-art in psychometrics in educational measurement. They are a valuable source of information for graduate students who (intend to) study psychometrics and need an overview of the field, and for researchers interested in the current developments in the field. Chapters [3], [5], [8], [16] and [19] are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Author: Tim Futing Liao
Publisher: SAGE
Published: 1994-06-30
Total Pages: 100
ISBN-13: 9780803949997
DOWNLOAD EBOOKWhat is the probability that something will occur, and how is that probability altered by a change in an independent variable? To answer these questions, Tim Futing Liao introduces a systematic way of interpreting commonly used probability models. Since much of what social scientists study is measured in noncontinuous ways and, therefore, cannot be analyzed using a classical regression model, it becomes necessary to model the likelihood that an event will occur. This book explores these models first by reviewing each probability model and then by presenting a systematic way for interpreting the results from each.
Author: Adonis Yatchew
Publisher: Cambridge University Press
Published: 2003-06-02
Total Pages: 238
ISBN-13: 9780521012263
DOWNLOAD EBOOKThis 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.
