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Author: Ray C. Fair Publisher: Harvard University Press ISBN: 9780674831803 Category : Business & Economics Languages : en Pages : 504
Book Description
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Author: Ray C. Fair Publisher: Harvard University Press ISBN: 9780674831803 Category : Business & Economics Languages : en Pages : 504
Book Description
This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often neglected problem of moving from theoretical to econometric models. In addition, he provides an extensive discussion of optimal control techniques and methods for estimating and analyzing rational expectations models. A computer program that handles all the techniques in the book is available from the author, making it possible to use the techniques with little additional programming. The book presents the logic of this program. A smaller program for personal microcomputers for analysis of Fair's United States model is available from Urban Systems Research & Engineering, Inc. Anyone wanting to learn how to use large macroeconomic models, including researchers, graduate students, economic forecasters, and people in business and government both in the United States and abroad, will find this an essential guidebook.
Author: Jeffrey M. Wooldridge Publisher: MIT Press ISBN: 0262232588 Category : Business & Economics Languages : en Pages : 1095
Book Description
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: Food and Agriculture Organization of the United Nations Publisher: Food & Agriculture Org. ISBN: 9789251006337 Category : Business & Economics Languages : en Pages : 420
Book Description
Nonformal general equilibrium, consistency approaches and frameworks. General, systems simulation approach. Linear programming models. Multi-level planning models. Operational usefluness of analysis and models to users.
Author: George M. Guess Publisher: Georgetown University Press ISBN: 9780878407682 Category : Political Science Languages : en Pages : 384
Book Description
This edition contains updated materials involving actual complex policy issues, such as cigarette smoking regulations, air pollution control, public transit financing, HIV/AIDS prevention programmes, and prison overcrowding.
Author: Anders Wallgren Publisher: John Wiley & Sons ISBN: 0470027789 Category : Mathematics Languages : en Pages : 258
Book Description
There is a growing interest in developing register-based surveys; that is surveys based upon already available administrative data. Since huge amounts of such data are generated within various administrative systems, the opportunity exists to use the data for statistical analysis without any of the costs involved in data collection. Register-based surveys require their own methodology and the development of these methods is an important challenge to statistical science. Instead of methods on how to collect data, methods for integrating data from different sources are necessary. How should administrative data be transformed to meet the statistical needs? Register-based Statistics offers readers a detailed account of the principles and practices of this increasingly popular area of statistics. Provides a comprehensive overview of register-based statistics, both in terms of theory and advanced application. Uses real life examples taken from Statistics Sweden to illustrate fundamental global principles. Proposes a much-needed systematic terminology for the field. Describes how to create statistical registers and a methodology for integration of data from many sources as a key tool for the future. Develops estimation methods and quality concepts for register-based surveys. Discusses statistical systems consisting of many statistical registers and surveys, highlighting the importance of consistency and coherence. Register-based Statistics provides a unique guide for all those working in statistical agencies. It will also prove invaluable for academic researchers and teachers in statistics, and statisticians working with administrative systems in government institutions and enterprises.
Author: Gaikar Vilas Bhau Publisher: Springer Nature ISBN: 9464630426 Category : Mathematics Languages : en Pages : 1514
Book Description
This is an open access book. 2022 International Conference on Mathematical Statistics and Economic Analysis(MSEA 2022) will be held in Dalian, China from May 27 to 29, 2022. Based on probability theory, mathematical statistics studies the statistical regularity of a large number of random phenomena, and infers and forecasts the whole. Economic development is very important to people's life and the country. Through data statistics and analysis, we can quickly understand the law of economic development. This conference combines mathematical statistics and economic analysis for the first time to explore the relationship between them, so as to provide a platform for experts and scholars in the field of mathematical statistics and economic analysis to exchange and discuss.
Author: A Stewart Fotheringham Publisher: SAGE ISBN: 1446206505 Category : Social Science Languages : en Pages : 529
Book Description
The widespread use of Geographical Information Systems (GIS) has significantly increased the demand for knowledge about spatial analytical techniques across a range of disciplines. As growing numbers of researchers realise they are dealing with spatial data, the demand for specialised statistical and mathematical methods designed to deal with spatial data is undergoing a rapid increase. Responding to this demand, The Handbook of Spatial Analysis is a comprehensive and authoritative discussion of issues and techniques in the field of Spatial Data Analysis. Its principal focus is on: • why the analysis of spatial data needs separate treatment • the main areas of spatial analysis • the key debates within spatial analysis • examples of the application of various spatial analytical techniques • problems in spatial analysis • areas for future research Aimed at an international audience of academics, The Handbook of Spatial Analysis will also prove essential to graduate level students and researchers in government agencies and the private sector.
Author: Ray C. Fair
Author: Ray C. Fair
Author: 
Author: Jeffrey M. Wooldridge
Author: Food and Agriculture Organization of the United Nations
Author: George M. Guess
Author: United States. Congress. Joint Committee on Taxation
Author: Anders Wallgren
Author: Gaikar Vilas Bhau
Author: 
Author: A Stewart Fotheringham