Journal of Economic Literature
Author:
Publisher:
Published: 2005-12
Total Pages: 304
ISBN-13:
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Dissertation Abstracts International
Author:
Publisher:
Published: 2008
Total Pages: 700
ISBN-13:
DOWNLOAD EBOOKPanel Data Econometrics
Author: Mike Tsionas
Publisher: Academic Press
Published: 2019-06-19
Total Pages: 434
ISBN-13: 0128144319
DOWNLOAD EBOOKPanel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. - Provides a vast array of empirical applications useful to practitioners from different application environments - Accompanied by extensive case studies and empirical exercises - Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings - Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Handbook of Quantile Regression
Author: Roger Koenker
Publisher: CRC Press
Published: 2017-10-12
Total Pages: 739
ISBN-13: 1351646567
DOWNLOAD EBOOKQuantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss. Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide variety of data analytic settings including time series, survival analysis, and longitudinal data. By focusing attention on local slices of the conditional distribution of response variables it is capable of providing a more complete, more nuanced view of heterogeneous covariate effects. Applications of quantile regression can now be found throughout the sciences, including astrophysics, chemistry, ecology, economics, finance, genomics, medicine, and meteorology. Software for quantile regression is now widely available in all the major statistical computing environments. The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.
Econometric Theory and Practice
Author: P. C. B. Phillips
Publisher: Cambridge University Press
Published: 2006-01-09
Total Pages: 390
ISBN-13: 9780521807234
DOWNLOAD EBOOKThe essays in this book explore important theoretical and applied advances in econometrics.
Microeconometrics
Author: A. Colin Cameron
Publisher: Cambridge University Press
Published: 2005-05-09
Total Pages: 1058
ISBN-13: 1139444867
DOWNLOAD EBOOKThis 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.
Essays in Honor of M. Hashem Pesaran
Author: Alexander Chudik
Publisher: Emerald Group Publishing
Published: 2022-01-18
Total Pages: 376
ISBN-13: 1802620656
DOWNLOAD EBOOKThe collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Essays in Nonlinear Time Series Econometrics
Author: Niels Haldrup
Publisher: Oxford University Press, USA
Published: 2014-05
Total Pages: 393
ISBN-13: 0199679959
DOWNLOAD EBOOKA book on nonlinear economic relations that involve time. It covers specification testing of linear versus non-linear models, model specification testing, estimation of smooth transition models, volatility modelling using non-linear model specification, analysis of high dimensional data set, and forecasting.
Modern Econometric Analysis
Author: Olaf Hübler
Publisher: Springer Science & Business Media
Published: 2007-04-29
Total Pages: 236
ISBN-13: 3540326936
DOWNLOAD EBOOKIn this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.
The Oxford Handbook of Panel Data
Author: Badi Hani Baltagi
Publisher:
Published: 2015
Total Pages: 705
ISBN-13: 0199940045
DOWNLOAD EBOOKThe 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.
