Micro Econometrics

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Microeconometrics

A. Colin Cameron,Pravin K. Trivedi
Microeconometrics Book PDF

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 1058 pages
File Size : 54,5 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.

Micro-Econometrics

Myoung-jae Lee
Micro Econometrics Book PDF

Author : Myoung-jae Lee
Publisher : Springer Science & Business Media
Page : 789 pages
File Size : 47,7 Mb
Release : 2009-09-28
Category : Business & Economics
ISBN : 9780387688411

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Micro-Econometrics by Myoung-jae Lee Pdf

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers

Spatial Microeconometrics

Giuseppe Arbia,Giuseppe Espa,Diego Giuliani
Spatial Microeconometrics Book PDF

Author : Giuseppe Arbia,Giuseppe Espa,Diego Giuliani
Publisher : Routledge
Page : 251 pages
File Size : 50,9 Mb
Release : 2021-03-25
Category : Business & Economics
ISBN : 9781317563488

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Spatial Microeconometrics by Giuseppe Arbia,Giuseppe Espa,Diego Giuliani Pdf

Spatial Microeconometrics introduces the reader to the basic concepts of spatial statistics, spatial econometrics and the spatial behavior of economic agents at the microeconomic level. Incorporating useful examples and presenting real data and datasets on real firms, the book takes the reader through the key topics in a systematic way. The book outlines the specificities of data that represent a set of interacting individuals with respect to traditional econometrics that treat their locational choices as exogenous and their economic behavior as independent. In particular, the authors address the consequences of neglecting such important sources of information on statistical inference and how to improve the model predictive performances. The book presents the theory, clarifies the concepts and instructs the readers on how to perform their own analyses, describing in detail the codes which are necessary when using the statistical language R. The book is written by leading figures in the field and is completely up to date with the very latest research. It will be invaluable for graduate students and researchers in economic geography, regional science, spatial econometrics, spatial statistics and urban economics.

Learning Microeconometrics with R

Christopher P. Adams
Learning Microeconometrics with R Book PDF

Author : Christopher P. Adams
Publisher : CRC Press
Page : 399 pages
File Size : 45,6 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.

Financial, Macro and Micro Econometrics Using R

Hrishikesh D. Vinod
Financial Macro and Micro Econometrics Using R Book PDF

Author : Hrishikesh D. Vinod
Publisher : North Holland
Page : 350 pages
File Size : 49,6 Mb
Release : 2020-01-24
Category : Electronic
ISBN : 9780128202500

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Financial, Macro and Micro Econometrics Using R by Hrishikesh D. Vinod Pdf

Financial, Macro and Micro Econometrics Using R, Volume 42, provides state-of-the-art information on important topics in econometrics, including multivariate GARCH, stochastic frontiers, fractional responses, specification testing and model selection, exogeneity testing, causal analysis and forecasting, GMM models, asset bubbles and crises, corporate investments, classification, forecasting, nonstandard problems, cointegration, financial market jumps and co-jumps, among other topics. Presents chapters authored by distinguished, honored researchers who have received awards from the Journal of Econometrics or the Econometric Society Includes descriptions and links to resources and free open source R Gives readers what they need to jumpstart their understanding on the state-of-the-art

Micro-econometrics for Policy, Program, and Treatment Effects

Myoung-jae Lee
Micro econometrics for Policy Program and Treatment Effects Book PDF

Author : Myoung-jae Lee
Publisher : Oxford University Press on Demand
Page : 263 pages
File Size : 50,8 Mb
Release : 2005
Category : Business & Economics
ISBN : 9780199267682

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Micro-econometrics for Policy, Program, and Treatment Effects by Myoung-jae Lee Pdf

This is one of the first books to provide a textbook exposition of the literature on how to measure accurately the 'effects' of a 'treatment,' such as a drug, educational program, or tax regime, on a response variable like an illness, GPA, or income. The book focuses on non-experimental, micro-economic estimation. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Microeconometrics

A. Colin Cameron,Pravin K. Trivedi
Microeconometrics Book PDF

Author : A. Colin Cameron,Pravin K. Trivedi
Publisher : Cambridge University Press
Page : 1064 pages
File Size : 50,9 Mb
Release : 2005-05-09
Category : Business & Economics
ISBN : 0521848059

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

The book is oriented to the practitioner.

Financial Microeconometrics

Marek Gruszczyński
Financial Microeconometrics Book PDF

Author : Marek Gruszczyński
Publisher : Springer
Page : 215 pages
File Size : 52,7 Mb
Release : 2020-12-06
Category : Business & Economics
ISBN : 3030342212

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Financial Microeconometrics by Marek Gruszczyński Pdf

This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research in order to predict companies getting into financial distress. Presented in a clear and straightforward manner, it also suggests methods for linking corporate governance to financial performance, and discusses what the determinants of accounting disclosures are. Exploring these questions by way of numerous practical examples, this book is intended for researchers, practitioners and students who are not yet familiar with the variety of approaches available for data analysis and microeconometrics. “This book on financial microeconometrics is an excellent starting point for research in corporate finance and accounting. In my view, the text is positioned between a narrative and a scientific treatise. It is based on a vast amount of literature but is not overloaded with formulae. My appreciation of financial microeconometrics has very much increased. The book is well organized and properly written. I enjoyed reading it.” Wolfgang Marty, Senior Investment Strategist, AgaNola AG

Microeconometrics and MATLAB: An Introduction

Abi Adams,Damian Clarke,Simon Quinn
Microeconometrics and MATLAB An Introduction Book PDF

Author : Abi Adams,Damian Clarke,Simon Quinn
Publisher : Oxford University Press
Page : 256 pages
File Size : 53,9 Mb
Release : 2016-01-14
Category : Business & Economics
ISBN : 9780191069444

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Microeconometrics and MATLAB: An Introduction by Abi Adams,Damian Clarke,Simon Quinn Pdf

This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.

Microeconometrics of Banking

Hans Degryse,Moshe Kim,Steven Ongena
Microeconometrics of Banking Book PDF

Author : Hans Degryse,Moshe Kim,Steven Ongena
Publisher : Oxford University Press, USA
Page : 249 pages
File Size : 45,6 Mb
Release : 2009
Category : Business & Economics
ISBN : 9780195340471

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Microeconometrics of Banking by Hans Degryse,Moshe Kim,Steven Ongena Pdf

This title provides a compendium to recent work in empirical banking. It follows the structure in 'The Microeconomics of Banking' by Xavier Freixas and Jean Charles Rochet in arranging the relevant methodologies, applications and results to achieve a coherent synthesis between available theory and supporting empirics.

Microeconometrics

Steven Durlauf,L. Blume
Microeconometrics Book PDF

Author : Steven Durlauf,L. Blume
Publisher : Springer
Page : 365 pages
File Size : 47,5 Mb
Release : 2016-06-07
Category : Literary Criticism
ISBN : 9780230280816

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Microeconometrics by Steven Durlauf,L. Blume Pdf

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.

Microeconometrics Using Stata

Adrian Colin Cameron,P. K. Trivedi
Microeconometrics Using Stata Book PDF

Author : Adrian Colin Cameron,P. K. Trivedi
Publisher : Unknown
Page : 0 pages
File Size : 54,9 Mb
Release : 2022
Category : Econometrics
ISBN : 1597183598

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

"Microeconometrics Using Strata, Second Edition is aimed at both students and researchers of economics and related social science. The first volume is intended to be a self-contained treatment that might also be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference. It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods"--Cubierta trasera.

Econometric Analysis of Cross Section and Panel Data, second edition

Jeffrey M. Wooldridge
Econometric Analysis of Cross Section and Panel Data second edition Book PDF

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 1095 pages
File Size : 55,6 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.

Microeconometrics in Business Management

Jerzy Witold Wisniewski
Microeconometrics in Business Management Book PDF

Author : Jerzy Witold Wisniewski
Publisher : John Wiley & Sons
Page : 215 pages
File Size : 46,7 Mb
Release : 2015-10-26
Category : Mathematics
ISBN : 9781119096801

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Microeconometrics in Business Management by Jerzy Witold Wisniewski Pdf

This book introduces the application of microeconometric methods for modelling various aspects of economic activity for small to large size enterprises, using methods that are based on both time-series and cross-section approaches. The information obtained from using these estimated models can then be used to inform business decisions that improve the efficiency of operations and planning. Basic models used in the modelling of the business (single-equation and multiple-equation systems) are introduced whilst a wide range of economic activity including major aspects of financial management, demand for labour, administrative staff and labour productivity are also explored. Microeconometrics in Business Management: Introduces econometric methods which can be used in the modelling of economic activity and forecasting, to help improve the efficiency of business operations and planning. Describes econometric entities through multiple-equation and single-equation microeconometric models. Explores the process of building and adapting basic microeconometric tools. Presents numerous micromodels based on time-series data and statistical cross-sectional sequences, which can be used in any enterprise. Features numerous real –world applications along with examples drawn from the authors own experience. Is supported by a companion website featuring practice problems and statistical data to aid students to construct and estimate micro models. Features end of chapter exercises with examples present in free software GRETL. This book serves as a valuable resource for students, business management practitioners and researchers in econometric micro-model construction and various decision-making processes.

Spatial Microeconometrics

Giuseppe Arbia,Giuseppe Espa,Diego Giuliani
Spatial Microeconometrics Book PDF

Author : Giuseppe Arbia,Giuseppe Espa,Diego Giuliani
Publisher : Routledge
Page : 259 pages
File Size : 55,8 Mb
Release : 2021-03-26
Category : Business & Economics
ISBN : 9781317563471

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Spatial Microeconometrics by Giuseppe Arbia,Giuseppe Espa,Diego Giuliani Pdf

Spatial Microeconometrics introduces the reader to the basic concepts of spatial statistics, spatial econometrics and the spatial behavior of economic agents at the microeconomic level. Incorporating useful examples and presenting real data and datasets on real firms, the book takes the reader through the key topics in a systematic way. The book outlines the specificities of data that represent a set of interacting individuals with respect to traditional econometrics that treat their locational choices as exogenous and their economic behavior as independent. In particular, the authors address the consequences of neglecting such important sources of information on statistical inference and how to improve the model predictive performances. The book presents the theory, clarifies the concepts and instructs the readers on how to perform their own analyses, describing in detail the codes which are necessary when using the statistical language R. The book is written by leading figures in the field and is completely up to date with the very latest research. It will be invaluable for graduate students and researchers in economic geography, regional science, spatial econometrics, spatial statistics and urban economics.