Author: R. J. SmithPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Non-nested Tests for Instrumental Variable Regression Models with Differing Conditioning Sets
Author: R. J. SmithNon-nested Tests for Instrumental Variable Regression Models with Differing Conditioning Sets
Author: Richard J. SmithContents of Recent Economics Journals
Author: Advanced Econometric Methods
Author: Thomas B. FombyPublisher: Springer Science & Business Media
ISBN: 1441987460
Category : Business & Economics
Languages : en
Pages : 637
Book Description
This book had its conception in 1975in a friendly tavern near the School of Businessand PublicAdministration at the UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill) were graduate students of the third (Johnson), and were (and are) concerned about teaching econometrics effectively at the graduate level. We decided then to write a book to serve as a comprehensive text for graduate econometrics. Generally, the material included in the bookand itsorganization have been governed by the question, " Howcould the subject be best presented in a graduate class?" For content, this has meant that we have tried to cover " all the bases " and yet have not attempted to be encyclopedic. The intended purpose has also affected the levelofmathematical rigor. We have tended to prove only those results that are basic and/or relatively straightforward. Proofs that would demand inordinant amounts of class time have simply been referenced. The book is intended for a two-semester course and paced to admit more extensive treatment of areas of specific interest to the instructor and students. We have great confidence in the ability, industry, and persistence of graduate students in ferreting out and understanding the omitted proofs and results. In the end, this is how one gains maturity and a fuller appreciation for the subject in any case. It is assumed that the readers of the book will have had an econometric methods course, using texts like J. Johnston's Econometric Methods, 2nd ed.
Non-nested Tests for Errors-in-variables Models
Author: Mahmood A. BodlaPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 434
Book Description
Discrete Choice Methods with Simulation
Author: Kenneth TrainPublisher: Cambridge University Press
ISBN: 0521766559
Category : Business & Economics
Languages : en
Pages : 399
Book Description
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
British Reports, Translations and Theses
Author: British Library. Document Supply CentrePublisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 592
Book Description
Statistical modeling : a fresh approach
Author: Daniel Theodore KaplanPublisher:
ISBN: 9780983965879
Category : Mathematical statistics
Languages : en
Pages : 388
Book Description
"Statistical Modeling: A Fresh Approach introduces and illuminates the statistical reasoning used in modern research throughout the natural and social sciences, medicine, government, and commerce. It emphasizes the use of models to untangle and quantify variation in observed data. By a deft and concise use of computing coupled with an innovative geometrical presentation of the relationship among variables. A Fresh Approach reveals the logic of statistical inference and empowers the reader to use and understand techniques such as analysis of covariance that appear widely in published research but are hardly ever found in introductory texts."-- book cover
The Null Distribution of Non-nested Tests with Nearly Orthogonal Regression Models
Author: Leo MichelisPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 35
Book Description
Robustness Tests for Quantitative Research
Author: Eric NeumayerPublisher: Cambridge University Press
ISBN: 1108415393
Category : Business & Economics
Languages : en
Pages : 269
Book Description
This highly accessible book presents robustness testing as the methodology for conducting quantitative analyses in the presence of model uncertainty.