Microeconometrics

Methods and Applications

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Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Cambridge University Press

ISBN: 1139444867

Category: Business & Economics

Page: N.A

View: 8692

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.

Regression Analysis of Count Data

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Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Cambridge University Press

ISBN: 1107717795

Category: Business & Economics

Page: 587

View: 8174

Students in both social and natural sciences often seek regression methods to explain the frequency of events, such as visits to a doctor, auto accidents, or new patents awarded. This book, now in its second edition, provides the most comprehensive and up-to-date account of models and methods to interpret such data. The authors combine theory and practice to make sophisticated methods of analysis accessible to researchers and practitioners working with widely different types of data and software in areas such as applied statistics, econometrics, marketing, operations research, actuarial studies, demography, biostatistics and quantitative social sciences. The new material includes new theoretical topics, an updated and expanded treatment of cross-section models, coverage of bootstrap-based and simulation-based inference, expanded treatment of time series, multivariate and panel data, expanded treatment of endogenous regressors, coverage of quantile count regression, and a new chapter on Bayesian methods.

Sozialwissenschaftliche Datenanalyse

Eine Einführung

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Author: Johannes Kopp,Daniel Lois

Publisher: Springer-Verlag

ISBN: 3658023007

Category: Social Science

Page: 217

View: 1084

Soziologie als empirische Erfahrungswissenschaft beschäftigt sich mit der Beschreibung der sozialen Welt und der Überprüfung theoretischer Mechanismen mit Hilfe statistischer Verfahren. Wer diese Arbeiten verstehen, aber auch kritisch diskutieren will, muss ein Mindestmaß an Verständnis für die Verfahren der sozialwissenschaftlichen Datenanalyse mitbringen. Im Mittelpunkt des vorliegenden Buches steht der Versuch, die entsprechenden statistischen Grundkenntnisse für eigene Analysen zu vermitteln. Darüber hinaus sollen den Lesern die Hilfsmittel an die Hand gegeben werden, um vorhandene Analysen kritisch reflektieren und gegebenenfalls eben auch fundiert kritisieren zu können.

Applied Microeconometrics Using Stata

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Author: Adrian Colin Cameron,Pravin K. Trivedi

Publisher: Stata Press

ISBN: 9781597180160

Category: Mathematics

Page: N.A

View: 7445

Covering important topics omitted from basic introductions to Stata, Microeconometrics Using Statashows how to do microeconometric research using Stata. It provides the most complete and up-to-date survey of microeconometric methods available in Stata. After a brief introduction to Stata, the authors present linear regression, simulation, and generalized least squares methods. The section on cross-sectional techniques is complete with up-to-date treatments of instrumental-variables methods for linear models as well as quantile regression methods. The next section covers estimators for the parameters of linear panel-data models. The book explores standard random-effects and fixed-effects methods, along with mixed linear models used in many areas outside of econometrics. After introducing methods for nonlinear regression models, the authors discuss how to code new, nonlinear estimators in Stata. They show how to easily implement new nonlinear estimators. The authors also cover inference using analytical and bootstrap approximations to the distribution of test statistics. The book then contains a section on methods for different nonlinear models, including multinomial, selection, count-data, and nonlinear panel-data models. By combining intuitive introductions and detailed discussions of Stata examples, this bookprovides an invaluable hands-on introduction to microeconometrics.

Immobilienwirtschaftslehre - Ökonomie

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Author: Nico B. Rottke,Michael Voigtländer

Publisher: Springer-Verlag

ISBN: 3658181958

Category: Business & Economics

Page: 921

View: 7403

In diesem Band stehen volkswirtschaftliche Zusammenhänge und ihre Anwendung im Fokus. Konsequent wird der Begriff der „Immobilienökonomie“ als interdisziplinärer volkswirtschaftlicher Bestandteil der Immobilienwirtschaftslehre genutzt. Das Werk ist gegliedert in fünf Teile: Teil A – Grundlagen – nimmt eine Einordnung von Bedeutung, Besonderheiten, Methoden und Struktur der Immobilienökonomie vor. Teil B widmet sich den Wechselbeziehungen zwischen Makroökonomie und Immobilienmarkt. Im Vordergrund steht die Bedeutung der Geldpolitik sowie der Beziehungen von Konsum, Investition und Inflation zu Immobilienpreisen. Im Anschluss kommt in Teil C die mikroökonomische Perspektive zum Tragen und setzt den Fokus auf das Spannungsverhältnis zwischen staatlicher Regulierung und Marktlösungen. Herausforderungen des Leerstands werden ebenso diskutiert wie der Einfluss von Steuern auf immobilienwirtschaftliche Entscheidungen. Teil D behandelt das für den transaktionsbasierten Ansatz zentrale Thema des Kapitalmarktes. Das Werk schließt in Teil E mit einem Blick auf Prognosen des Immobilienmarktes und widmet sich so einem Kernthema der Volkswirtschaftslehre und der Immobilienökonomie: der Ökonometrie.

Econometric Methods for Labour Economics

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Author: Stephen Bazen

Publisher: Oxford University Press

ISBN: 0199576793

Category: Business & Economics

Page: 148

View: 1084

An accessible presentation of the standard statistical techniques used by labour economists. It emphasises both the input and output of empirical analysis and covers the application of five major econometric methods.

Handbuch der sozialwissenschaftlichen Datenanalyse

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Author: Christof Wolf,Henning Best

Publisher: Springer-Verlag

ISBN: 3531920383

Category: Political Science

Page: 1098

View: 7990

Das Handbuch der sozialwissenschaftlichen Datenanalyse bietet in über 40 Kapiteln eine umfassende Darstellung multivariater Analyseverfahren. Schwerpunkte des Handbuchs bilden Grundlagen der Datenanalyse, regressionsanalytische Verfahren für Quer- und Längsschnittsdaten sowie Skalierungsverfahren. Behandelt werden u. a. OLS-, logistische und robuste Regression, Strukturgleichungsmodelle, Mehrebenen-, Panel-, Ereignisdaten- und Zeitreihenanalyse, MDS und Rasch-Modelle. Darüber hinaus werden viele neuere Verfahren dargestellt, etwa multiple Imputation, Bootstrappen, Analyse latenter Klassen und propensity score matching. Jedes Kapitel beginnt mit einer allgemein verständlichen Einführung. Es folgt eine Darstellung der mathematisch-statistischen Grundlagen. Anschließend wird jedes Verfahren anhand eines sozialwissenschaftlichen Beispiels vorgestellt. Die Beiträge enden mit Hinweisen auf typische Anwendungsfehler und einer kommentierten Literaturempfehlung.

Annual Review of Gerontology and Geriatrics, Volume 33, 2013

Healthy Longevity

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Author: Jean-Marie Robine, PhD,Carol Jagger, PhD,Eileen M. Crimmins, PhD

Publisher: Springer Publishing Company

ISBN: 0826109950

Category: Social Science

Page: 280

View: 4491

Developed countries and certain regions of economically emerging nations have displaying a rapidly growing population of the oldest-oldónonagenarians, centenarians, and supercentenarians. As this trend continues, we must redirect some of our research on aging to the experience of advanced old age and discovering individual and community factors that improve the quality of life during this life stage. This state-of-the science, multidisciplinary Annual provides a comprehensive discussion of the factors promoting healthy survival and/or ensuring a good quality of life for the oldest elderly. It features an international representation that includes Denmark, Finland, France, Italy, the Netherlands, the United Kingdom, Sweden, Japan, and North America. The Annual disseminates the most current research regarding this population and notes gaps in our knowledge. The book addresses ongoing demo-epidemiological changes regarding longevity, estimates of oldest-old populations, and prevalence of chronic and degenerative diseases, frailty, and old-age dependency. The meaning of healthy longevity as a theoretical concept is explored. Grounded in the fundamental issue of whether or not the prevalence of poor health or poor quality of life inevitably increases with age, recent research and ongoing studies from a variety of perspectives are presented from several nations. The book clarifies the known and hypothetical factors favoring healthy longevity, from genes to social integration. Additionally, chapters explore gender differences in age trajectories and changes over time. Special attention is given to the social and cognitive dimensions of healthy longevity. Key Features: Disseminates new scholarly research about a rapidly growing segment of the populationóthe oldest old Offers multidisciplinary and international perspectives about the factors that promote healthy survival and improve quality of life Addresses the social and cognitive dimensions of healthy longevity Provides important information regarding health care costs for this population Includes the research of seasoned and emerging scholars

Microeconometrics of Banking

Methods, Applications, and Results

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Author: Hans Degryse,Moshe Kim,Steven Ongena

Publisher: Oxford University Press, USA

ISBN: 0195340477

Category: Business & Economics

Page: 234

View: 538

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

The Oxford Handbook of Panel Data

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Author: Badi H. Baltagi

Publisher: Oxford University Press

ISBN: 0190210826

Category: Social Science

Page: 512

View: 988

The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Ökonometrie für Dummies

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Author: Roberto Pedace

Publisher: John Wiley & Sons

ISBN: 3527801529

Category: Business & Economics

Page: 388

View: 3474

Theorien verstehen und Techniken anwenden Was haben die Gehälter von Spitzensportlern und der Mindestlohn gemeinsam? Richtig, man kann sie mit Ökonometrie erforschen. Im Buch steht, wie es geht. Und nicht nur dafür, sondern für viele weitere Gebiete lohnt es sich, der zunächst etwas trocken und sperrig anmutenden Materie eine Chance zu geben. Lernen Sie von den Autoren, wie Sie spannende Fragen formulieren, passende Variablen festlegen, treffsichere Modelle entwerfen und Ihre Aussagen auf Herz und Nieren prüfen. Werden Sie sicher im Umgang mit Hypothesentests, Regressionsmodellen, Logit- & Probit-Modellen und allen weiteren gängigen Methoden der Ökonometrie. So begleitet Ökonometrie für Dummies Sie Schritt für Schritt und mit vielen Beispielen samt R Output durch dieses spannende Thema.

e-Study Guide for: Microeconometrics of Banking: Methods, Applications, and Results by Hans Degryse, ISBN 9780195340471

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Author: Cram101 Textbook Reviews

Publisher: Cram101 Textbook Reviews

ISBN: 1467237019

Category: Education

Page: 7

View: 1218

Never Highlight a Book Again! Just the FACTS101 study guides give the student the textbook outlines, highlights, practice quizzes and optional access to the full practice tests for their textbook.

Introduction to Estimating Economic Models

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Author: Atsushi Maki

Publisher: Routledge

ISBN: 1136885013

Category: Business & Economics

Page: 224

View: 8761

The book's comprehensive coverage on the application of econometric methods to empirical analysis of economic issues is impressive. It uncovers the missing link between textbooks on economic theory and econometrics and highlights the powerful connection between economic theory and empirical analysis perfectly through examples on rigorous experimental design. The use of data sets for estimation derived with the Monte Carlo method helps facilitate the understanding of the role of hypothesis testing applied to economic models. Topics covered in the book are: consumer behavior, producer behavior, market equilibrium, macroeconomic models, qualitative-response models, panel data analysis and time-series analysis. Key econometric models are introduced, specified, estimated and evaluated. The treatment on methods of estimation in econometrics and the discipline of hypothesis testing makes it a must-have for graduate students of economics and econometrics and aids their understanding on how to estimate economic models and evaluate the results in terms of policy implications.

Kausalanalyse

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Author: Jürgen van Koolwijk,Maria Wieken-Mayser

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 348681950X

Category: Social Science

Page: 199

View: 8871

Handbook of the Economics of International Migration

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Author: Barry Chiswick,Paul Miller

Publisher: Elsevier

ISBN: 044463388X

Category: Business & Economics

Page: 1702

View: 3731

The economic literature on international migration interests policymakers as well as academics throughout the social sciences. These volumes, the first of a new subseries in the Handbooks in Economics, describe and analyze scholarship created since the inception of serious attention began in the late 1970s. This literature appears in the general economics journals, in various field journals in economics (especially, but not exclusively, those covering labor market and human resource issues), in interdisciplinary immigration journals, and in papers by economists published in journals associated with history, sociology, political science, demography, and linguistics, among others. Covers a range of topics from labor market outcomes and fiscal consequences to the effects of international migration on the level and distribution of income – and everything in between. Encompasses a wide range of topics related to migration and is multidisciplinary in some aspects, which is crucial on the topic of migration Appeals to a large community of scholars interested in this topic and for whom no overviews or summaries exist

Financing the Family

Remittances to Central America in a Time of Crisis

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Author: Inter-American Development Bank

Publisher: Springer

ISBN: 1137333073

Category: Business & Economics

Page: 191

View: 3051

Interest in learning how to make the most of the potential developmental benefits of remittance flows has grown worldwide. Financing the Family adds to that body of knowledge with a summary of recent research that emphasizes experimental approaches, focuses on Central America, and analyzes the impact of the recent financial crisis.

Internet Econometrics

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Author: S. Allegrezza,A. Dubrocard

Publisher: Springer

ISBN: 0230364225

Category: Business & Economics

Page: 344

View: 9131

The proliferation of the internet has often been referred to as the fourth technological revolution. This book explores the diffusion of radical new communication technologies, and the subsequent transformation not only of products, but also of the organisation of production and business methods.