Author: Dale W. Jorgenson
Publisher: The MIT Press
Keywords: equilibrium, modeling, general, econometric, vol, growth
Number of Pages: 478
Published: 1998-12-04
List price: $70.00
ISBN-10: 0262100738
ISBN-13: 9780262100731

Volume 1: Econometric General Equilibrium Modeling presents an econometric approach to general equilibrium modeling of the impact of economic policies. Earlier approaches were based on the "calibration" of general equilibrium models to a single data point. The obvious disadvantage of calibration is that it requires highly restrictive assumptions about technology and preferences, such as fixed input-output coefficients. These assumptions are contradicted by the massive evidence of energy conservation in response to higher world energy prices, beginning in 1973. The econometric approach to gener

Authors:Karim M. Abadir, Jan R. Magnus,
Publisher: Cambridge University Press
Keywords: exercises, econometric, algebra, matrix
Number of Pages: 464
Published: 2005-08-22
List price: $112.00
ISBN-10: 0521822890
ISBN-13: 9780521822893

The first volume of the Econometric Exercises Series, Matrix Algebra contains exercises relating to course material in matrix algebra that students are expected to know while enrolled in an (advanced) undegraduate or a postgraduate course in econometrics or statistics. The book features a comprehensive collection of exercises with complete answers. More than just a collection of exercises, the volume is a textbook organized in a completely different manner than the usual textbook. It can be used as a self-contained course in matrix algebra or as a supplementary text.

Author: Prof. Badi Baltagi
Publisher: Wiley
Keywords: data, panel, analysis, econometric
Number of Pages: 314
Published: 2005-07-18
List price: unknow
ISBN-10: 0470014563
ISBN-13: 9780470014561

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, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions wi

Author: Jeffrey M. Wooldridge
Publisher: The MIT Press
Keywords: panel, data, section, cross, analysis, econometric
Number of Pages: 776
Published: 2001-10-01
List price: $82.00
ISBN-10: 0262232197
ISBN-13: 9780262232197

This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association. The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified ap

Author: Cheng Hsiao
Publisher: Cambridge University Pre
Keywords: society, monographs, econometric, data, panel, analysis
Number of Pages: 384
Published: 2003-02-24
List price: $110.00
ISBN-10: 0521818559
ISBN-13: 9780521818551

Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior, as compared to cross-sectional or time series data models. This second edition represents a substantial revision of the highly successful first edition (1986). Recent advances in panel data research are presented in an accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in ec

Author: Wolfgang Härdle
Publisher: Cambridge University Pre
Keywords: society, monographs, econometric, regression, nonparametric, applied
Number of Pages: 352
Published: 1992-01-31
List price: $65.00
ISBN-10: 0521429501
ISBN-13: 9780521429504

Applied Nonparametric Regression brings together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs has made curve estimation popular. This volume focuses on the applications and practical problems of two central aspects of curve smoothing: the choice of smoothing parameters and the construction of confidence bounds. The methods covered in this text have numerous applications in many areas using statistical analysis. Examples are drawn from economics--such as the estimation of Engel curv

Author: Nelson Mark
Publisher: Wiley-Blackwell
Keywords: econometric, methods, theory, finance, macroeconomics, international
Number of Pages: 296
Published: 2001-08-29
List price: unknow
ISBN-10: 063122288X
ISBN-13: 9780631222880

This short, concrete, and to-the-point book guides students through this vast field of conflicting opinions. The book begins from the premise that students benefit most from seeing a balanced treatment of all available views. For instance, this book provides coverage of both ad hoc and optimizing models. It also explores divisions such as flexible price versus sticky price models, rationality versus irrationality, and calibration versus statistical inference. By giving consideration to each of these ’mini debates;, this book shows how each approach has its good and bad points.