Micro Econometrics

M. Lee
Micro Econometrics
Popraw tę książkę | Dodaj inne wydanie


This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametric estimators and specification tests, and semi(non)-parametric methods. The coverage is up-to-date and broad as well as in depth. Many empirical examples are included along with a computer program appendix. Both graduate students and researchers, applied or theoretical, in all disciplines using observational data will find this book useful as a textbook as well as a research monograph for self-study and reference. The second edition is three times length of the first edition One chapter on liner equation systems has been added and several new sections on panel data are new. Also sections for the following topics have been added: LDV's with endogenous regressors, competing risks, nonparametric survival and hazard function estimation, rank-based semiparametric methods, differencing-based semiparametric methods, semiparametric estimators for duration models, integrated moment specification tests, nonparametric control function approaches, nonparametric additive models, various transformation of response variables, and nonparametric specification and significance tests. The appendix now contains the proofs for some important results in the main text and new sections for the following topics: review of mathematical and statistical backgrounds, nested logit, U-statistics, GMM with integrated squared moments, goodness-of-fit tests for distribution functions, joint test for all quantiles, review on test, non-nested model test, stratified sampling and weighted M-estimator, empirical likelihood estimator, stochastic-process convergence and applications, and bootstrap. The author, Myoung-jae Lee, is currently a Professor of Economics at Korea University, and has written Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables (2002, Academic Press) and Micro-Econometrics for Policy, Program, and Treatment Effects (2005, Oxford University Press), which complement the current book in covering micro-econometrics as a whole. The author published extensively across the broad spectrum of micro-econometrics, writing more than 40 academic papers in international journals including top econometrics and statistics journals.
Data wydania: 2009
ISBN: 978-0-387-95376-2, 9780387953762
Język: angielski
Wydawnictwo: Springer

Gdzie kupić

Księgarnie internetowe
Sprawdzam dostępność...
Dodaj ogłoszenie
2 osoby szukają tej książki

Moja Biblioteczka

Już przeczytana? Jak ją oceniasz?


Coś mi się wydaje, że książka Micro Econometrics aż się prosi o Twoją recenzję. Chyba jej nie odmówisz?
️ Napisz pierwszą recenzje

Moja opinia o książce

Cytaty z książki

O nie! Książka Micro Econometrics. czuje się pominięta, bo nikt nie dodał jeszcze do niej cytatu. Może jej pomożesz i dodasz jakiś?
Dodaj cytat
O nas Kontakt Pomoc
Polityka prywatności Regulamin
© 2022 nakanapie.pl