Microeconometrics

Methods and Applications

Author: A. Colin Cameron,Pravin K. Trivedi,Pravinchandra Kantilal Trivedi

Publisher: Cambridge University Press

ISBN: 9780521848053

Category: Business & Economics

Page: 1034

View: 3472

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This text is the most comprehensive work to date on microeconometrics, its methods and applications.
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Microeconometrics

Methods and Applications

Author: A. Colin Cameron,Pravin K. Trivedi,Pravinchandra Kantilal Trivedi

Publisher: Cambridge University Press

ISBN: 9780521848053

Category: Business & Economics

Page: 1034

View: 5847

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This text is the most comprehensive work to date on microeconometrics, its methods and applications.
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Regression Analysis of Count Data

Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Cambridge University Press

ISBN: 1107014166

Category: Business & Economics

Page: 566

View: 7949

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This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.
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Applied Microeconometrics Using Stata

Author: Adrian Colin Cameron,Pravin K. Trivedi

Publisher: Stata Press

ISBN: 9781597180160

Category: Mathematics

Page: N.A

View: 6609

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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.
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Financial Microeconometrics

A Research Methodology in Corporate Finance and Accounting

Author: Marek Gruszczyński

Publisher: Springer Nature

ISBN: 3030342190

Category: Business & Economics

Page: 215

View: 4962

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This book explores new topics in modern research on empirical corporate finance and applied accounting, especially the econometric analysis of microdata. Dubbed “financial microeconometrics” by the author, this concept unites both methodological and applied approaches. The book examines how quantitative methods can be applied in corporate finance and accounting research in order to predict companies getting into financial distress. Presented in a clear and straightforward manner, it also suggests methods for linking corporate governance to financial performance, and discusses what the determinants of accounting disclosures are. Exploring these questions by way of numerous practical examples, this book is intended for researchers, practitioners and students who are not yet familiar with the variety of approaches available for data analysis and microeconometrics. “This book on financial microeconometrics is an excellent starting point for research in corporate finance and accounting. In my view, the text is positioned between a narrative and a scientific treatise. It is based on a vast amount of literature but is not overloaded with formulae. My appreciation of financial microeconometrics has very much increased. The book is well organized and properly written. I enjoyed reading it.” Wolfgang Marty, Senior Investment Strategist, AgaNola AG
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Econometric Methods for Labour Economics

Author: Stephen Bazen

Publisher: Oxford University Press

ISBN: 0199576793

Category: Business & Economics

Page: 148

View: 3375

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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.
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Bayesian Non- and Semi-parametric Methods and Applications

Author: Peter Rossi

Publisher: Princeton University Press

ISBN: 1400850304

Category: Business & Economics

Page: 224

View: 6298

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This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number of normal components in the mixture or an infinite number bounded only by the sample size. By using flexible distributional approximations instead of fixed parametric models, the Bayesian approach can reap the advantages of an efficient method that models all of the structure in the data while retaining desirable smoothing properties. Non-Bayesian non-parametric methods often require additional ad hoc rules to avoid "overfitting," in which resulting density approximates are nonsmooth. With proper priors, the Bayesian approach largely avoids overfitting, while retaining flexibility. This book provides methods for assessing informative priors that require only simple data normalizations. The book also applies the mixture of the normals approximation method to a number of important models in microeconometrics and marketing, including the non-parametric and semi-parametric regression models, instrumental variables problems, and models of heterogeneity. In addition, the author has written a free online software package in R, "bayesm," which implements all of the non-parametric models discussed in the book.
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Microeconometrics of Banking

Methods, Applications, and Results

Author: Hans Degryse,Moshe Kim,Steven Ongena

Publisher: Oxford University Press, USA

ISBN: 0195340477

Category: Business & Economics

Page: 234

View: 4007

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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
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