Estimation and Testing in Dynamic, Nonlinear Panel Data Models
Author: Margaret Susan Loudermilk
Publisher:
Published: 2006
Total Pages: 256
ISBN-13:
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Panel 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
Modeling Ordered Choices
Author: William H. Greene
Publisher: Cambridge University Press
Published: 2010-04-08
Total Pages: 383
ISBN-13: 1139485954
DOWNLOAD EBOOKIt is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.
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.
Panel Data Econometrics with R
Author: Yves Croissant
Publisher: John Wiley & Sons
Published: 2018-08-10
Total Pages: 435
ISBN-13: 1118949188
DOWNLOAD EBOOKPanel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Advances in Economics and Econometrics
Author: Econometric Society. World Congress
Publisher: Cambridge University Press
Published: 2003-01-20
Total Pages: 316
ISBN-13: 9780521524131
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Matrix Differential Calculus with Applications in Statistics and Econometrics
Author: Jan R. Magnus
Publisher: John Wiley & Sons
Published: 2019-03-15
Total Pages: 660
ISBN-13: 1119541166
DOWNLOAD EBOOKA brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it. Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference. Fulfills the need for an updated and unified treatment of matrix differential calculus Contains many new examples and exercises based on questions asked of the author over the years Covers new developments in field and features new applications Written by a leading expert and pioneer of the theory Part of the Wiley Series in Probability and Statistics Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Econometric Analysis of Panel Data
Author: Badi Baltagi
Publisher: John Wiley & Sons
Published: 2008-06-30
Total Pages: 239
ISBN-13: 0470518863
DOWNLOAD EBOOKWritten by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.
Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes
Author: Feng Qu
Publisher: World Scientific
Published: 2020-08-24
Total Pages: 167
ISBN-13: 9811220794
DOWNLOAD EBOOKThis book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
Applied Econometrics with R
Author: Christian Kleiber
Publisher: Springer Science & Business Media
Published: 2008-12-10
Total Pages: 229
ISBN-13: 0387773185
DOWNLOAD EBOOKR is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.
