Download or read book Count Data Models with Selectivity written by Rainer Winkelmann and published by . This book was released on 1996 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Analysis of Count Data written by Rainer Winkelmann and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with econometric models for the analysis of event counts. The interest of econometricians in this class of models has started in the mid-eighties. After more than one decade of intensive research, the litera ture has reached a level of maturity that calls for a systematic and accessible exposition of the main results and methods. Such an exposition is the aim of the book. Count data models have found their way into the curricula of micro-econometric classes and are available on standard computer software. The basic methods have been used in countless applications in fields such as labor economics, health economics, insurance economics, urban economics, and economic demography, to name but a few. Other, more recent, methods are poised to become standard tools soon. While the book is oriented towards the empirical economists and applied econometrician, it should be useful to statisticians and biometricians as well. A first edition of this book was published in 1994 under the title "Count Data Models - Econometric Theory and an Application to Labor Mobility" . While this edition keeps the character and broad organization of this first edition, and its emphasis on combining a summary of the existing literature with several new results and methods, it is substantially revised and enlarged. Many parts have been completely rewritten and several new sections have New sections include: count data models for dependent processes; been added.
Download or read book Count Data Models written by Rainer Winkelmann and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Econometric Analysis of Count Data written by Rainer Winkelmann and published by Springer Science & Business Media. This book was released on 2003 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many other sections have been entirely rewritten and extended."--BOOK JACKET.
Download or read book Functional Form and Heterogeneity in Models for Count Data written by William Greene and published by Now Publishers Inc. This book was released on 2007 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the standard log gamma model for introducing heterogeneity into the loglinear conditional means for these models. The lognormal model provides a versatile alternative specification that is more flexible (and more natural) than the log gamma form, and provides a platform for several "two part" extensions, including zero inflation, hurdle, and sample selection models. (We briefly present some alternative approaches to modeling heterogeneity.) We also resolve some features in Hausman, Hall and Griliches (1984, Economic models for count data with an application to the patents-R & D relationship, Econometrica 52, 909-938) widely used panel data treatments for the Poisson and negative binomial models that appear to conflict with more familiar models of fixed and random effects. Finally, we consider a bivariate Poisson model that is also based on the lognormal heterogeneity model. Two recent applications have used this model. We suggest that the correlation estimated in their model frameworks is an ambiguous measure of the correlation of the variables of interest, and may substantially overstate it. We conclude with a detailed application of the proposed methods using the data employed in one of the two aforementioned bivariate Poisson studies
Download or read book Flexible Imputation of Missing Data Second Edition written by Stef van Buuren and published by CRC Press. This book was released on 2018-07-17 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Missing data pose challenges to real-life data analysis. Simple ad-hoc fixes, like deletion or mean imputation, only work under highly restrictive conditions, which are often not met in practice. Multiple imputation replaces each missing value by multiple plausible values. The variability between these replacements reflects our ignorance of the true (but missing) value. Each of the completed data set is then analyzed by standard methods, and the results are pooled to obtain unbiased estimates with correct confidence intervals. Multiple imputation is a general approach that also inspires novel solutions to old problems by reformulating the task at hand as a missing-data problem. This is the second edition of a popular book on multiple imputation, focused on explaining the application of methods through detailed worked examples using the MICE package as developed by the author. This new edition incorporates the recent developments in this fast-moving field. This class-tested book avoids mathematical and technical details as much as possible: formulas are accompanied by verbal statements that explain the formula in accessible terms. The book sharpens the reader’s intuition on how to think about missing data, and provides all the tools needed to execute a well-grounded quantitative analysis in the presence of missing data.
Download or read book Cointegration Causality and Forecasting written by Halbert White and published by Oxford University Press, USA. This book was released on 1999 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Download or read book Econometric Analysis of Count Data written by Rainer Winkelmann and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 291 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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).
Download or read book Regression Analysis of Count Data written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book The Econometrics of Panel Data written by László Mátyás and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.
Download or read book Economic Theory Dynamics and Markets written by Takashi Negishi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Theory, Dynamics, and Markets. The collection of essays in honor of Ryuzo Sato, written by his colleagues and students, covers the many fields of economic theory and policy to which he has contributed. The first section pays tribute to his contributions to mathematical economics and economic theory. Ryuzo Sato is known for his work in growth theory and technical progress, and the second section has a number of papers on macroeconomics and dynamics. The third section has a number of papers on financial markets and their functioning in Japan and the United States. The next section examines various aspects of the economics of firms and industry. Ryuzo Sato has been very involved in analyzing the economic and business relations between Japan and the United States, and the last section is devoted to comparative analysis of economic systems.
Download or read book Regression Analysis of Count Data written by Adrian Colin Cameron and published by Cambridge University Press. This book was released on 2013-05-27 with total page 597 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.
Download or read book Handbook of Health Economics written by A J. Culyer and published by Elsevier. This book was released on 2000-07-19 with total page 1138 pages. Available in PDF, EPUB and Kindle. Book excerpt: What new theories, evidence, and policies have shaped health economics in the 21st century? Editors Mark Pauly, Thomas McGuire, and Pedro Pita Barros assemble the expertise of leading authorities in this survey of substantive issues. In 16 chapters they cover recent developments in health economics, from medical spending growth to the demand for health care, the markets for pharmaceutical products, the medical workforce, and equity in health and health care. Its global perspective, including an emphasis on low and middle-income countries, will result in the same high citations that made Volume 1 (2000) a foundational text. Presents coherent summaries of major subjects and methodologies, marking important advances and revisions. Serves as a frequently used non-journal reference. Introduces non-economists to the best research in health economics.
Download or read book Econometrics of Risk written by Van-Nam Huynh and published by Springer. This book was released on 2014-12-15 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, methods using non-Gaussian heavy-tailed distributions, methods using non-Gaussian copulas to properly take into account dependence between different quantities, methods taking into account imprecise ("fuzzy") expert knowledge, and many other innovative techniques. This versatile volume helps practitioners to learn how to apply new techniques of econometrics of risk, and researchers to further improve the existing models and to come up with new ideas on how to best take into account economic risks.
Download or read book Handbook of Mixture Analysis written by Sylvia Fruhwirth-Schnatter and published by CRC Press. This book was released on 2019-01-04 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mixture models have been around for over 150 years, and they are found in many branches of statistical modelling, as a versatile and multifaceted tool. They can be applied to a wide range of data: univariate or multivariate, continuous or categorical, cross-sectional, time series, networks, and much more. Mixture analysis is a very active research topic in statistics and machine learning, with new developments in methodology and applications taking place all the time. The Handbook of Mixture Analysis is a very timely publication, presenting a broad overview of the methods and applications of this important field of research. It covers a wide array of topics, including the EM algorithm, Bayesian mixture models, model-based clustering, high-dimensional data, hidden Markov models, and applications in finance, genomics, and astronomy. Features: Provides a comprehensive overview of the methods and applications of mixture modelling and analysis Divided into three parts: Foundations and Methods; Mixture Modelling and Extensions; and Selected Applications Contains many worked examples using real data, together with computational implementation, to illustrate the methods described Includes contributions from the leading researchers in the field The Handbook of Mixture Analysis is targeted at graduate students and young researchers new to the field. It will also be an important reference for anyone working in this field, whether they are developing new methodology, or applying the models to real scientific problems.
Download or read book Mathematische Annalen written by Alfred Clebsch and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook Of Applied Econometrics And Statistical Inference written by Aman Ullah and published by CRC Press. This book was released on 2002-01-29 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.
