Applied Microeconometrics Using Stata

Author : Adrian Colin Cameron,Pravin K. Trivedi
Publisher : Stata Press
Page : 128 pages
File Size : 44,8 Mb
Release : 2008-12-15
Category : Mathematics
ISBN : 1597180165

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Applied Microeconometrics Using Stata by Adrian Colin Cameron,Pravin K. Trivedi Pdf

Covering important topics omitted from basic introductions to Stata, Microeconometrics Using Statashows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. After a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. By combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.

Author : Adrian Colin Cameron,Pravin K. Trivedi
Publisher : Unknown
Page : 738 pages
File Size : 50,8 Mb
Release : 2009
Category : Business & Economics
ISBN : UOM:39015078791251

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Microeconometrics Using Stata by Adrian Colin Cameron,Pravin K. Trivedi Pdf

This outstanding introduction to microeconometrics research using Stata offers the most complete and up-to-date survey of methods available. The authors address each topic with an in-depth example and demonstrate how to use Stata's programming features to implement methods for which the application does not have a specific command.

Author : Adrian Colin Cameron
Publisher : Unknown
Page : 128 pages
File Size : 55,7 Mb
Release : 2022
Category : Econometrics
ISBN : 1597183636

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Microeconometrics Using Stata by Adrian Colin Cameron Pdf

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 1058 pages
File Size : 54,9 Mb
Release : 2005-05-09
Category : Business & Economics
ISBN : 9781139444866

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Microeconometrics by A. Colin Cameron,Pravin K. Trivedi Pdf

This 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.

Author : Adrian Colin Cameron
Publisher : Unknown
Page : 128 pages
File Size : 47,9 Mb
Release : 2022
Category : Econometrics
ISBN : 1597183644

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Microeconometrics Using Stata by Adrian Colin Cameron Pdf

Author : Nigar Hashimzade,Michael A. Thornton
Publisher : Edward Elgar Publishing
Page : 627 pages
File Size : 54,8 Mb
Release : 2013-01-01
Category : Business & Economics
ISBN : 9780857931023

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Handbook of Research Methods and Applications in Empirical Macroeconomics by Nigar Hashimzade,Michael A. Thornton Pdf

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.

Author : Christopher P. Adams
Publisher : CRC Press
Page : 399 pages
File Size : 40,7 Mb
Release : 2020-12-29
Category : Business & Economics
ISBN : 9781000282382

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Learning Microeconometrics with R by Christopher P. Adams Pdf

Focuses on the assumptions underlying the algorithms rather than their statistical properties Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems Introduces R programming concepts throughout the book. Includes appendices that discuss many of the concepts introduced in the book, as well as measures of uncertainty in microeconometrics.

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 1095 pages
File Size : 41,6 Mb
Release : 2010-10-01
Category : Business & Economics
ISBN : 9780262232586

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Econometric Analysis of Cross Section and Panel Data, second edition by Jeffrey M. Wooldridge Pdf

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Author : Christopher F. Baum
Publisher : Stata Press
Page : 362 pages
File Size : 42,9 Mb
Release : 2006-08-17
Category : Business & Economics
ISBN : 9781597180139

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An Introduction to Modern Econometrics Using Stata by Christopher F. Baum Pdf

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.

Author : Kyle C. Longest
Publisher : SAGE Publications
Page : 282 pages
File Size : 45,8 Mb
Release : 2014-07-02
Category : Social Science
ISBN : 9781483356648

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Using Stata for Quantitative Analysis by Kyle C. Longest Pdf

Using Stata for Quantitative Analysis, Second Edition offers a brief, but thorough introduction to analyzing data with Stata software. It can be used as a reference for any statistics or methods course across the social, behavioral, and health sciences since these fields share a relatively similar approach to quantitative analysis. In this book, author Kyle Longest teaches the language of Stata from an intuitive perspective, furthering students’ overall retention and allowing a student with no experience in statistical software to work with data in a very short amount of time. The self-teaching style of this book enables novice Stata users to complete a basic quantitative research project from start to finish. The Second Edition covers the use of Stata 13 and can be used on its own or as a supplement to a research methods or statistics textbook.

Author : Xing Liu
Publisher : SAGE Publications
Page : 553 pages
File Size : 52,5 Mb
Release : 2015-09-30
Category : Social Science
ISBN : 9781483319742

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Applied Ordinal Logistic Regression Using Stata by Xing Liu Pdf

The first book to provide a unified framework for both single-level and multilevel modeling of ordinal categorical data, Applied Ordinal Logistic Regression Using Stata by Xing Liu helps readers learn how to conduct analyses, interpret the results from Stata output, and present those results in scholarly writing. Using step-by-step instructions, this non-technical, applied book leads students, applied researchers, and practitioners to a deeper understanding of statistical concepts by closely connecting the underlying theories of models with the application of real-world data using statistical software.

Author : Ricardo Perez Truglia
Publisher : Unknown
Page : 170 pages
File Size : 44,8 Mb
Release : 2014-10-02
Category : Electronic
ISBN : 1502580209

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Applied Econometrics Using Stata by Ricardo Perez Truglia Pdf

Applied Econometrics using StataBy Ricardo Perez Truglia

Author : J. Scott Long,Jeremy Freese
Publisher : Stata Press
Page : 559 pages
File Size : 48,6 Mb
Release : 2006
Category : Computers
ISBN : 9781597180115

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Regression Models for Categorical Dependent Variables Using Stata, Second Edition by J. Scott Long,Jeremy Freese Pdf

The goal of the book is to make easier to carry out the computations necessary for the full interpretation of regression nonlinear models for categorical outcomes usign Stata.

Author : Christian Kleiber,Achim Zeileis
Publisher : Springer Science & Business Media
Page : 229 pages
File Size : 46,6 Mb
Release : 2008-12-10
Category : Business & Economics
ISBN : 9780387773186

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Applied Econometrics with R by Christian Kleiber,Achim Zeileis Pdf

R 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.

Author : Adrian Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 597 pages
File Size : 51,7 Mb
Release : 2013-05-27
Category : Business & Economics
ISBN : 9781107014169

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Regression Analysis of Count Data by Adrian Colin Cameron,Pravin K. Trivedi Pdf

This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.