Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Author: Myoung-jae Lee

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 285

ISBN-13: 1475725507

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In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.


Book Synopsis Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by : Myoung-jae Lee

Download or read book Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.

Micro-Econometrics

Micro-Econometrics

Author: Myoung-jae Lee

Publisher: Springer Science & Business Media

Published: 2009-09-28

Total Pages: 789

ISBN-13: 0387688412

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Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers


Book Synopsis Micro-Econometrics by : Myoung-jae Lee

Download or read book Micro-Econometrics written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2009-09-28 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Author:

Publisher:

Published: 2010

Total Pages:

ISBN-13:

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Book Synopsis Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by :

Download or read book Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models written by and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Panel Data Econometrics

Panel Data Econometrics

Author: Myoung-jae Lee

Publisher: Emerald Group Pub Limited

Published: 2002

Total Pages: 195

ISBN-13: 9780124406568

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Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.


Book Synopsis Panel Data Econometrics by : Myoung-jae Lee

Download or read book Panel Data Econometrics written by Myoung-jae Lee and published by Emerald Group Pub Limited. This book was released on 2002 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.

Econometrics

Econometrics

Author: G. S. Maddala

Publisher: Elsevier Health Sciences

Published: 1993-11-03

Total Pages: 812

ISBN-13:

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A source, reference and teaching supplement to econometrics. The papers in this volume provide comprehensive and up-to-date surveys of recent developments in various aspects of econometrics, covering a wide variety of applications of statistical methodology to econometric problems.


Book Synopsis Econometrics by : G. S. Maddala

Download or read book Econometrics written by G. S. Maddala and published by Elsevier Health Sciences. This book was released on 1993-11-03 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: A source, reference and teaching supplement to econometrics. The papers in this volume provide comprehensive and up-to-date surveys of recent developments in various aspects of econometrics, covering a wide variety of applications of statistical methodology to econometric problems.

Simulation-based Econometric Methods

Simulation-based Econometric Methods

Author: Christian Gouriéroux

Publisher: OUP Oxford

Published: 1997-01-09

Total Pages: 190

ISBN-13: 019152509X

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This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.


Book Synopsis Simulation-based Econometric Methods by : Christian Gouriéroux

Download or read book Simulation-based Econometric Methods written by Christian Gouriéroux and published by OUP Oxford. This book was released on 1997-01-09 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability density functions or in the moments can be circumvented by a simulation-based approach. After a brief survey of classical parametric and semi-parametric non-linear estimation methods and a description of problems in which criterion functions contain integrals, the authors present a general form of the model where it is possible to simulate the observations. They then move to calibration problems and the simulated analogue of the method of moments, before considering simulated versions of maximum likelihood, pseudo-maximum likelihood, or non-linear least squares. The general principle of indirect inference is presented and is then applied to limited dependent variable models and to financial series.

Generalized Method of Moments Estimation

Generalized Method of Moments Estimation

Author: Laszlo Matyas

Publisher: Cambridge University Press

Published: 1999-04-13

Total Pages: 332

ISBN-13: 9780521669672

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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.


Book Synopsis Generalized Method of Moments Estimation by : Laszlo Matyas

Download or read book Generalized Method of Moments Estimation written by Laszlo Matyas and published by Cambridge University Press. This book was released on 1999-04-13 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.

Microeconometrics

Microeconometrics

Author: A. Colin Cameron

Publisher: Cambridge University Press

Published: 2005-05-09

Total Pages: 1058

ISBN-13: 1139444867

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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.


Book Synopsis Microeconometrics by : A. Colin Cameron

Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Analysis of Panels and Limited Dependent Variable Models

Analysis of Panels and Limited Dependent Variable Models

Author: Cheng Hsiao

Publisher: Cambridge University Press

Published: 1999-07-29

Total Pages: 352

ISBN-13: 113943134X

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This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.


Book Synopsis Analysis of Panels and Limited Dependent Variable Models by : Cheng Hsiao

Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Handbook of Measurement Error Models

Handbook of Measurement Error Models

Author: Grace Y. Yi

Publisher: CRC Press

Published: 2021-09-28

Total Pages: 648

ISBN-13: 1351588591

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Measurement error arises ubiquitously in applications and has been of long-standing concern in a variety of fields, including medical research, epidemiological studies, economics, environmental studies, and survey research. While several research monographs are available to summarize methods and strategies of handling different measurement error problems, research in this area continues to attract extensive attention. The Handbook of Measurement Error Models provides overviews of various topics on measurement error problems. It collects carefully edited chapters concerning issues of measurement error and evolving statistical methods, with a good balance of methodology and applications. It is prepared for readers who wish to start research and gain insights into challenges, methods, and applications related to error-prone data. It also serves as a reference text on statistical methods and applications pertinent to measurement error models, for researchers and data analysts alike. Features: Provides an account of past development and modern advancement concerning measurement error problems Highlights the challenges induced by error-contaminated data Introduces off-the-shelf methods for mitigating deleterious impacts of measurement error Describes state-of-the-art strategies for conducting in-depth research


Book Synopsis Handbook of Measurement Error Models by : Grace Y. Yi

Download or read book Handbook of Measurement Error Models written by Grace Y. Yi and published by CRC Press. This book was released on 2021-09-28 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: Measurement error arises ubiquitously in applications and has been of long-standing concern in a variety of fields, including medical research, epidemiological studies, economics, environmental studies, and survey research. While several research monographs are available to summarize methods and strategies of handling different measurement error problems, research in this area continues to attract extensive attention. The Handbook of Measurement Error Models provides overviews of various topics on measurement error problems. It collects carefully edited chapters concerning issues of measurement error and evolving statistical methods, with a good balance of methodology and applications. It is prepared for readers who wish to start research and gain insights into challenges, methods, and applications related to error-prone data. It also serves as a reference text on statistical methods and applications pertinent to measurement error models, for researchers and data analysts alike. Features: Provides an account of past development and modern advancement concerning measurement error problems Highlights the challenges induced by error-contaminated data Introduces off-the-shelf methods for mitigating deleterious impacts of measurement error Describes state-of-the-art strategies for conducting in-depth research