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Panel Data Econometrics with R

Panel Data Econometrics with R PDF Author: Yves Croissant
Publisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435

Book Description
Panel 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.

Panel Data Econometrics with R

Panel Data Econometrics with R PDF Author: Yves Croissant
Publisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435

Book Description
Panel 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.

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Nonstationary Panels, Panel Cointegration, and Dynamic Panels PDF Author: Badi H. Baltagi
Publisher: Elsevier
ISBN: 0762306882
Category : Business & Economics
Languages : en
Pages : 351

Book Description
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.

Identification and Inference for Econometric Models

Identification and Inference for Econometric Models PDF Author: Donald W. K. Andrews
Publisher: Cambridge University Press
ISBN: 9780521844413
Category : Business & Economics
Languages : en
Pages : 606

Book Description
This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Econometric Analysis of Cross Section and Panel Data, second edition

Econometric Analysis of Cross Section and Panel Data, second edition PDF 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.

The Econometrics of Panel Data

The Econometrics of Panel Data PDF Author: Lászlo Mátyás
Publisher: Advanced Studies in Theoretical and Applied Econometrics
ISBN:
Category : Business & Economics
Languages : en
Pages : 992

Book Description
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.

Introductory Econometrics

Introductory Econometrics PDF Author: Jeffrey M. Wooldridge
Publisher: South Western Educational Publishing
ISBN: 9780324788907
Category : Econometrics
Languages : en
Pages : 865

Book Description
INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e International Edition illustrates how empirical researchers think about and apply econometric methods in real-world practice. The text's unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering questions in business, policy evaluation, and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices. Its unique organization separates topics by the kinds of data being analyzed , leading to an appreciation for the important issues that arise in drawing conclusions from the different kinds of data economists use. Packed with relevant applications, INTRODUCTORY ECONOMETRICS offers a wealth of interesting data sets that can be used to reproduce the examples in the text or as the starting point for original research projects.

Longitudinal and Panel Data

Longitudinal and Panel Data PDF Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 9780521535380
Category : Business & Economics
Languages : en
Pages : 492

Book Description
An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Measurement Error

Measurement Error PDF Author: John P. Buonaccorsi
Publisher: CRC Press
ISBN: 1420066587
Category : Mathematics
Languages : en
Pages : 465

Book Description
Over the last 20 years, comprehensive strategies for treating measurement error in complex models and accounting for the use of extra data to estimate measurement error parameters have emerged. Focusing on both established and novel approaches, Measurement Error: Models, Methods, and Applications provides an overview of the main techniques and illu

Another Look at the Instrumental-variable Estimation of Error-components Models

Another Look at the Instrumental-variable Estimation of Error-components Models PDF Author: Manuel Arellano
Publisher:
ISBN:
Category : Error analysis (Mathematics)
Languages : en
Pages : 28

Book Description


Econometric Models For Industrial Organization

Econometric Models For Industrial Organization PDF Author: Matthew Shum
Publisher: World Scientific
ISBN: 981310967X
Category : Business & Economics
Languages : en
Pages : 154

Book Description
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.