Semiparametric Methods in Econometrics
Semiparametric Methods in Econometrics

Author: Joel L. Horowitz

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 211

ISBN-13: 1461206219

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Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.

Partially Linear Models
Partially Linear Models

Author: Wolfgang Härdle

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 210

ISBN-13: 3642577008

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In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.

A Companion to Theoretical Econometrics
A Companion to Theoretical Econometrics

Author: Badi H. Baltagi

Publisher: John Wiley & Sons

Published: 2008-04-15

Total Pages: 736

ISBN-13: 047099830X

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A 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.

Microeconometrics
Microeconometrics

Author: Steven Durlauf

Publisher: Springer

Published: 2016-06-07

Total Pages: 365

ISBN-13: 0230280811

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Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

Handbook of Data Analysis
Handbook of Data Analysis

Author: Melissa A Hardy

Publisher: SAGE Publications

Published: 2009-06-17

Total Pages: 729

ISBN-13: 1446242897

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A fundamental book for social researchers. It provides a first-class, reliable guide to the basic issues in data analysis. Scholars and students can turn to it for teaching and applied needs with confidence.

Handbook of Econometrics
Handbook of Econometrics

Author: James Joseph Heckman

Publisher: Elsevier

Published: 2007

Total Pages: 1013

ISBN-13: 0444506314

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As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...