Semiparametric Estimation of Binary Discrete Choice Models PDF Download

Author: Margarida Genius
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 274

View

Book Description

Author: William H. Greene
Publisher: Cambridge University Press
ISBN: 1139485954
Category : Business & Economics
Languages : en
Pages : 383

View

Book Description
It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.

Author: Steven Durlauf
Publisher: Springer
ISBN: 0230280811
Category : Literary Criticism
Languages : en
Pages : 365

View

Book Description
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.

Author: Joel L. Horowitz
Publisher: Springer Science & Business Media
ISBN: 0387928707
Category : Business & Economics
Languages : en
Pages : 278

View

Book Description
Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author’s previous book on semiparametric methods in econometrics. Nearly half of the material is new.

Author: Trueman Scott Thompson
Publisher:
ISBN:
Category :
Languages : en
Pages : 310

View

Book Description

Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521424318
Category : Business & Economics
Languages : en
Pages : 512

View

Book Description
Papers from a 1988 symposium on the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

Author: Thanasis Stengos
Publisher: MDPI
ISBN: 3038979643
Category : Business & Economics
Languages : en
Pages : 224

View

Book Description
The present Special Issue collects a number of new contributions both at the theoretical level and in terms of applications in the areas of nonparametric and semiparametric econometric methods. In particular, this collection of papers that cover areas such as developments in local smoothing techniques, splines, series estimators, and wavelets will add to the existing rich literature on these subjects and enhance our ability to use data to test economic hypotheses in a variety of fields, such as financial economics, microeconomics, macroeconomics, labor economics, and economic growth, to name a few.

Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 9780521848053
Category : Business & Economics
Languages : en
Pages : 1064

View

Book Description
The book is oriented to the practitioner.

Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 9780521524131
Category : Business & Economics
Languages : en
Pages : 316

View

Book Description
Sample Text

Author: David A. Hensher
Publisher: Cambridge University Press
ISBN: 1107092647
Category : Business & Economics
Languages : en
Pages : 1219

View

Book Description
A fully updated second edition of this popular introduction to applied choice analysis, written for graduate students, researchers, professionals and consultants.