Econometric Analysis Of Count Data

Econometric Analysis of Count Data PDF
Author: Rainer Winkelmann
Publisher: Springer Science & Business Media
ISBN: 3662041499
Size: 47.43 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 282
View: 5484

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Econometric Analysis Of Count Data

by Rainer Winkelmann, Econometric Analysis Of Count Data Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Count Data books, The primary objective of this book is to provide an introduction to the econometric modeling of count data for graduate students and researchers. It should serve anyone whose interest lies either in developing the field fur ther, or in applying existing methods to empirical questions. Much of the material included in this book is not specific to economics, or to quantita tive social sciences more generally, but rather extends to disciplines such as biometrics and technometrics. Applications are as diverse as the number of congressional budget vetoes, the number of children in a household, and the number of mechanical defects in a production line. The unifying theme is a focus on regression models in which a dependent count variable is modeled as a function of independent variables which mayor may not be counts as well. The modeling of count data has come of age. Inclusion of some of the fundamental models in basic textbooks, and implementation on standard computer software programs bear witness to that. Based on the standard Poisson regression model, numerous extensions and alternatives have been developed to address the common challenges faced in empirical modeling (unobserved heterogeneity, selectivity, endogeneity, measurement error, and dependent observations in the context of panel data or multivariate data, to name but a few) as well as the challenges that are specific to count data (e. g. , over dispersion and underdispersion).


Regression Analysis Of Count Data

Regression Analysis of Count Data PDF
Author: A. Colin Cameron
Publisher: Cambridge University Press
ISBN: 1107717795
Size: 69.65 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 587
View: 5963

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Regression Analysis Of Count Data

by A. Colin Cameron, Regression Analysis Of Count Data Books available in PDF, EPUB, Mobi Format. Download Regression Analysis Of Count Data books, 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.


Econometric Analysis Of Cross Section And Panel Data

Econometric Analysis of Cross Section and Panel Data PDF
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 9780262232197
Size: 79.32 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 752
View: 670

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Econometric Analysis Of Cross Section And Panel Data

by Jeffrey M. Wooldridge, Econometric Analysis Of Cross Section And Panel Data Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Cross Section And Panel Data books, A comprehensive state-of-the-art text on microeconometric methods.


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: 0262296799
Size: 64.39 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 1096
View: 437

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Econometric Analysis Of Cross Section And Panel Data Second Edition

by Jeffrey M. Wooldridge, Econometric Analysis Of Cross Section And Panel Data Second Edition Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Cross Section And Panel Data Second Edition books, 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.


Count Data Models

Count Data Models PDF
Author: Rainer Winkelmann
Publisher: Springer Science & Business Media
ISBN: 366221735X
Size: 53.92 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 216
View: 4311

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Count Data Models

by Rainer Winkelmann, Count Data Models Books available in PDF, EPUB, Mobi Format. Download Count Data Models books, This book presents statistical methods for the analysis of events. The primary focus is on single equation cross section models. The book addresses both the methodology and the practice of the subject and it provides both a synthesis of a diverse body of literature that hitherto was available largely in pieces, as well as a contribution to the progress of the methodology, establishing several new results and introducing new models. Starting from the standard Poisson regression model as a benchmark, the causes, symptoms and consequences of misspecification are worked out. Both parametric and semi-parametric alternatives are discussed. While semi-parametric models allow for robust interference, parametric models can identify features of the underlying data generation process.


Econometric Analysis Of Health Data

Econometric Analysis of Health Data PDF
Author: Andrew M. Jones
Publisher: John Wiley & Sons
ISBN: 9780470841457
Size: 24.10 MB
Format: PDF, Docs
Category : Medical
Languages : en
Pages : 246
View: 6238

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Econometric Analysis Of Health Data

by Andrew M. Jones, Econometric Analysis Of Health Data Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Health Data books, Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selected from papers presented at the European Workshops on Econometrics and Health Economics and published in Health Economics. Topics covered include: * Latent Variables * Unobservable heterogeneity and selection problems * Count data and survival analysis * Flexible and semiparametric estimators for limited dependent variables * Classical and simulation methods for panel data * Publication marks the tenth anniversary of the Workshop series. Doctoral students and researchers in health economics and microeconomics will find this book invaluable. Researchers in related fields such as labour economics and biostatistics will also find the content of use.


Econometric Analysis Of Panal Data

Econometric Analysis of Panal Data PDF
Author: Badi H. Baltagi
Publisher: Wiley
ISBN: 9780471499374
Size: 17.45 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 304
View: 6753

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Econometric Analysis Of Panal Data

by Badi H. Baltagi, Econometric Analysis Of Panal Data Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Panal Data books, This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.


Solutions Manual And Supplementary Materials For Econometric Analysis Of Cross Section And Panel Data

Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data PDF
Author: Jeffrey M. Wooldridge
Publisher: MIT Press
ISBN: 9780262232333
Size: 40.99 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 211
View: 4948

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Solutions Manual And Supplementary Materials For Econometric Analysis Of Cross Section And Panel Data

by Jeffrey M. Wooldridge, Solutions Manual And Supplementary Materials For Econometric Analysis Of Cross Section And Panel Data Books available in PDF, EPUB, Mobi Format. Download Solutions Manual And Supplementary Materials For Econometric Analysis Of Cross Section And Panel Data books, Solutions manual for a widely used graduate econometrics text.


The Oxford Handbook Of Panel Data

The Oxford Handbook of Panel Data PDF
Author: Badi Hani Baltagi
Publisher: Oxford Handbooks
ISBN: 0199940045
Size: 71.85 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 683
View: 6511

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The Oxford Handbook Of Panel Data

by Badi Hani Baltagi, The Oxford Handbook Of Panel Data Books available in PDF, EPUB, Mobi Format. Download The Oxford Handbook Of Panel Data books, Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.


Econometric Analysis Of Panel Data

Econometric Analysis of Panel Data PDF
Author: Badi Baltagi
Publisher: John Wiley & Sons
ISBN: 0470518863
Size: 27.95 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 366
View: 3679

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Econometric Analysis Of Panel Data

by Badi Baltagi, Econometric Analysis Of Panel Data Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Panel Data books, Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.