Download or read book Microeconometrics Using Stata written by Adrian Colin Cameron and published by . This book was released on 2022 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Microeconometrics Using Strata, Second Edition is aimed at both students and researchers of economics and related social science. The first volume is intended to be a self-contained treatment that might also be used as an applied econometrics course text. It focuses on the linear regression model and includes instrumental-variables estimation, random- and fixed-effects models, quantile regression, and analytical and bootstrap inference. It additionally provides a brief introduction to nonlinear regression models. The second volume covers models for binary, multinomial, censored, duration, and count outcomes for both cross-sectional and panel datasets. It then covers causal methods for exogenous and endogenous treatment evaluations, spatial regression, semiparametric methods, machine learning for prediction and for causal inference, and Bayesian methods"--Cubierta trasera.
Download or read book Microeconometrics written by A. Colin Cameron and published by Cambridge University Press. This book was released on 2005-05-09 with total page 1058 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
Download or read book Microeconometrics Using Stata written by Adrian Colin Cameron and published by . This book was released on 2009 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: This outstanding introduction to microeconometrics research using Stata offers the most complete and up-to-date survey of methods available. The authors address each topic with an in-depth example and demonstrate how to use Stata's programming features to implement methods for which the application does not have a specific command.
Download or read book An Introduction to Modern Econometrics Using Stata written by Christopher F. Baum and published by Stata Press. This book was released on 2006-08-17 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, this introduction illustrates how to apply econometric theories used in modern empirical research using Stata. The author emphasizes the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how to apply the theories to real data sets. The book first builds familiarity with the basic skills needed to work with econometric data in Stata before delving into the core topics, which range from the multiple linear regression model to instrumental-variables estimation.
Download or read book Using Stata for Quantitative Analysis written by Kyle C. Longest and published by SAGE Publications. This book was released on 2014-07-02 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using Stata for Quantitative Analysis, Second Edition offers a brief, but thorough introduction to analyzing data with Stata software. It can be used as a reference for any statistics or methods course across the social, behavioral, and health sciences since these fields share a relatively similar approach to quantitative analysis. In this book, author Kyle Longest teaches the language of Stata from an intuitive perspective, furthering students’ overall retention and allowing a student with no experience in statistical software to work with data in a very short amount of time. The self-teaching style of this book enables novice Stata users to complete a basic quantitative research project from start to finish. The Second Edition covers the use of Stata 13 and can be used on its own or as a supplement to a research methods or statistics textbook.
Download or read book Applied Microeconometrics Using Stata written by Adrian Colin Cameron and published by Stata Press. This book was released on 2008-12-15 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Microeconometrics Using Stata written by Adrian Colin Cameron and published by . This book was released on 2022 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Econometric Analysis of Cross Section and Panel Data second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Handbook of Research Methods and Applications in Empirical Macroeconomics written by Nigar Hashimzade and published by Edward Elgar Publishing. This book was released on 2013-01-01 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
Download or read book Learning Microeconometrics with R written by Christopher P. Adams and published by CRC Press. This book was released on 2020-12-29 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on the assumptions underlying the algorithms rather than their statistical properties Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems Introduces R programming concepts throughout the book. Includes appendices that discuss many of the concepts introduced in the book, as well as measures of uncertainty in microeconometrics.
Download or read book Microeconometrics Using Stata written by Adrian Colin Cameron and published by . This book was released on 2022 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Stata Programming written by Christopher F. Baum and published by Stata Press. This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The second edition of this book contains several new recipes illustrating how do-files, ado-files, and Mata functions can be used to solve programming problems. Several recipes have also been updated to reflect new features in Stata added between versions 10 and 14. The discussion of maximum-likelihood function evaluators has been significantly expanded in this edition. The new topics covered in this edition include factor variables and operatores; use of margins, marginsplot, and suest; Mata-based likelihood function evaluators; and associative arrays."--Preface.
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 Econometrics in Theory and Practice written by Panchanan Das and published by Springer Nature. This book was released on 2019-09-05 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
Download or read book A Practitioner s Guide to Stochastic Frontier Analysis Using Stata written by Subal C. Kumbhakar and published by Cambridge University Press. This book was released on 2015-01-26 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how to estimate production, cost, and profit efficiency and introduce the basic theory of each model in an accessible way, using empirical examples that demonstrate the interpretation and application of models. This book also provides computer code, allowing users to apply the models in their own work, and incorporates the most recent stochastic frontier models developed in academic literature. Such recent developments include models of heteroscedasticity and exogenous determinants of inefficiency, scaling models, panel models with time-varying inefficiency, growth models, and panel models that separate firm effects and persistent and transient inefficiency. Immensely helpful to applied researchers, this book bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.
Download or read book An Introduction to Stata for Health Researchers written by Svend Juul and published by Stata Press. This book was released on 2006-03-15 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed to assist those working in health research, An Introduction to Stata for Health Researchers explains how to maximize the versatile Stata program for data management, statistical analysis, and graphics for research. The first nine chapters are devoted to becoming familiar with Stata and the essentials of effective data management. The text is also a valuable companion reference for more advanced users. It covers a host of useful applications for health researchers including the analysis of stratified data via epitab and regression models; linear, logistic, and Poisson regression; survival analysis including Cox regression, standardized rates, and correlation/ROC analysis of measurements.
Download or read book Data Management Using Stata written by Michael N Mitchell and published by Stata Press. This book was released on 2020-06-25 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition of Data Management Using Stata focuses on tasks that bridge the gap between raw data and statistical analysis. It has been updated throughout to reflect new data management features that have been added over the last 10 years. Such features include the ability to read and write a wide variety of file formats, the ability to write highly customized Excel files, the ability to have multiple Stata datasets open at once, and the ability to store and manipulate string variables stored as Unicode. Further, this new edition includes a new chapter illustrating how to write Stata programs for solving data management tasks. As in the original edition, the chapters are organized by data management areas: reading and writing datasets, cleaning data, labeling datasets, creating variables, combining datasets, processing observations across subgroups, changing the shape of datasets, and programming for data management. Within each chapter, each section is a self-contained lesson illustrating a particular data management task (for instance, creating date variables or automating error checking) via examples. This modular design allows you to quickly identify and implement the most common data management tasks without having to read background information first. In addition to the "nuts and bolts" examples, author Michael Mitchell alerts users to common pitfalls (and how to avoid them) and provides strategic data management advice. This book can be used as a quick reference for solving problems as they arise or can be read as a means for learning comprehensive data management skills. New users will appreciate this book as a valuable way to learn data management, while experienced users will find this information to be handy and time saving--there is a good chance that even the experienced user will learn some new tricks.
