Download or read book Identification and Inference for Econometric Models written by Donald W. K. Andrews and published by Cambridge University Press. This book was released on 2005-06-17 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.

Download or read book Testing for Weak Instruments in Linear IV Regression written by James H. Stock and published by . This book was released on 2002 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt: Weak instruments can produce biased IV estimators and hypothesis tests with large size distortions. But what, precisely, are weak instruments, and how does one detect them in practice? This paper proposes quantitative definitions of weak instruments based on the maximum IV estimator bias, or the maximum Wald test size distortion, when there are multiple endogenous regressors. We tabulate critical values that enable using the first-stage F-statistic (or, when there are multiple endogenous regressors, the Cragg-Donald (1993) statistic) to test whether given instruments are weak. A technical contribution is to justify sequential asymptotic approximations for IV statistics with many weak instruments.

Download or read book Econometric Theory and Practice written by P. C. B. Phillips and published by Cambridge University Press. This book was released on 2006-01-09 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The essays in this book explore important theoretical and applied advances in econometrics.

Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Download or read book Developing a Protocol for Observational Comparative Effectiveness Research A User s Guide written by Agency for Health Care Research and Quality (U.S.) and published by Government Printing Office. This book was released on 2013-02-21 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)

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 High dimensional Econometrics And Identification written by Chihwa Kao and published by World Scientific. This book was released on 2019-04-05 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncovering the true signal when the data could be very noisy, such as time-series spurious regression and weak instruments problems, to name a few. In this book, High-Dimensional Econometrics and Identification, we illustrate the true signal and, hence, identification can be recovered even with noisy data in high-dimensional data, e.g., large panels. High-dimensional data in econometrics is the rule rather than the exception. One of the tools to analyze large, high-dimensional data is the panel data model.High-Dimensional Econometrics and Identification grew out of research work on the identification and high-dimensional econometrics that we have collaborated on over the years, and it aims to provide an up-todate presentation of the issues of identification and high-dimensional econometrics, as well as insights into the use of these results in empirical studies. This book is designed for high-level graduate courses in econometrics and statistics, as well as used as a reference for researchers.

Download or read book A Guide to Modern Econometrics written by Marno Verbeek and published by John Wiley & Sons. This book was released on 2017-07-31 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.

Download or read book The Oxford Handbook of Leadership and Organizations written by David Day and published by Oxford University Press. This book was released on 2014-05-20 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the leadership field continues to evolve, there are many reasons to be optimistic about the various theoretical and empirical contributions in better understanding leadership from a scholarly and scientific perspective. The Oxford Handbook of Leadership and Organizations brings together a collection of comprehensive, state-of-the-science reviews and perspectives on the most pressing historical and contemporary leadership issues - with a particular focus on theory and research - and looks to the future of the field. It provides a broad picture of the leadership field as well as detailed reviews and perspectives within the respective areas. Each chapter, authored by leading international authorities in the various leadership sub-disciplines, explores the history and background of leadership in organizations, examines important research issues in leadership from both quantitative and qualitative perspectives, and forges new directions in leadership research, practice, and education.

Download or read book How Are Farmers Adapting to Climate Change in Vietnam written by Bingxin Yu and published by Intl Food Policy Res Inst. This book was released on 2013-03-11 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vietnam is likely to be among the countries hardest hit by climate change, threatening its legacy as a champion in leveraging agriculture for development. This paper examines how a changing climate may affect rice production and how Vietnamese farmers are likely to adapt to various climatic conditions using an innovative yield function approach, taking into account sample selection bias and endogeneity of inputs. Model results suggest that although climate change can potentially reduce rice production, farmers will respond mainly by adjusting the production portfolio and levels of input use. However, investments in rural infrastructure and human capital will have to support farmers in the adaptation process if production levels and farm incomes are to be sustained in the future.

Download or read book International Trade and Economic Dynamics written by Takashi Kamihigashi and published by Springer Science & Business Media. This book was released on 2008-10-16 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: Renowned trade theorist Koji Shimomura passed away in February 2007 at the age of 54. He published nearly 100 articles in international academic journals. The loss of this extremely productive economist has been an enormous shock to the economic profession. This volume has emerged from the great desire on the part of the profession to honor his contributions to economic research. Contributors include authoritative figures in trade theory such as Murray Kemp, Ronald Jones, Henry Wan, and Wilfred Ethier, world-renowned macroeconomists such as Stephen Turnovski and Costas Azariadis, and leading Japanese economists such as Kazuo Nishimura, Makoto Yano, Ryuzo Sato, and Koichi Hamada. This broad range of contributors reflects Koji Shimomura’s many connections as well as the respect he earned in the economic profession. This volume offers the reader a rare opportunity to learn the views of so many renowned economists from different schools of thought.

Download or read book Understanding Socioeconomic Differences in Health An Economic Approach written by and published by Rozenberg Publishers. This book was released on 2010 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Banks Liability Structure and Mortgage Lending During the Financial Crisis written by Jihad Dagher and published by International Monetary Fund. This book was released on 2012-06-01 with total page 43 pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine the impact of banks’ exposure to market liquidity shocks through wholesale funding on their supply of credit during the financial crisis in the United States. We focus on mortgage lending to minimize the impact of confounding demand factors that could potentially be large when comparing banks’ overall lending across heterogeneous categories of credit. The disaggregated data on mortgage applications that we use allows us to study the time variations in banks’ decisions to grant mortgage loans, while controlling for bank, borrower, and regional characteristics. The wealth of data also allows us to carry out matching exercises that eliminate imbalances in observable applicant characteristics between wholesale and retail banks, as well as various other robustness tests. We find that banks that were more reliant on wholesale funding curtailed their credit significantly more than retail-funded banks during the crisis. The demand for mortgage credit, on the other hand, declined evenly across wholesale and retail banks. To understand the aggregate implications of our findings, we exploit the heterogeneity in mortgage funding across U.S. Metropolitan Statistical Areas (MSAs) and find that wholesale funding was a strong and significant predictor of a sharper decline in overall mortgage credit at the MSA level.

Download or read book Small Business in a Global Economy written by Scott L. Newbert and published by Bloomsbury Publishing USA. This book was released on 2015-05-05 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt: This informative set analyzes the dynamics involved with creating, growing, and managing small businesses amid different geographic, institutional, and political environments. This two-volume work explores the behavior and decision making of small companies; their business strategies for launch, growth, and survival; and their contribution to the larger global economy. Utilizing information and data gleaned from proven entrepreneurs and small business operations, this reference provides insight into the political, environmental, and competitive forces that support and impede small business ownership, and offers strategies for navigating them. Written by leading researchers from around the world, the set presents a broad view of the small business sector, focusing on conception, ownership, financing, and growth strategies. A look at external factors features the impact of political and environmental influences; extant regulations affecting small firms; and programs for promoting this sector. The first volume takes a micro view of the small business phenomenon, profiling the owner and the skills necessary to be successful. The second volume utilizes a macro approach, focusing on the operational concerns of and the environment factors bearing upon small businesses.

Download or read book Mendelian Randomization written by Stephen Burgess and published by CRC Press. This book was released on 2021-06-22 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mendelian Randomization: Methods For Causal Inference Using Genetic Variants provides thorough coverage of the methods and practical elements of Mendelian randomization analysis. It brings together diverse aspects of Mendelian randomization from the fields of epidemiology, statistics, genetics, and bioinformatics. Through multiple examples, the first part of the book introduces the reader to the concept of Mendelian randomization, showing how to perform simple Mendelian randomization investigations and interpret the results. The second part of the book addresses specific methodological issues relevant to the practice of Mendelian randomization, including robust methods, weak instruments, multivariable methods, and power calculations. The authors present the theoretical aspects of these issues in an easy-to-understand way by using non-technical language. The last part of the book examines the potential for Mendelian randomization in the future, exploring both methodological and applied developments. Features Offers first-hand, in-depth guidance on Mendelian randomization from leaders in the field Makes the diverse aspects of Mendelian randomization understandable to newcomers Illustrates technical details using data from applied analyses Discusses possible future directions for research involving Mendelian randomization Software code is provided in the relevant chapters and is also available at the supplementary website This book gives epidemiologists, statisticians, geneticists, and bioinformaticians the foundation to understand how to use genetic variants as instrumental variables in observational data. New in Second Edition: The second edition of the book has been substantially re-written to reduce the amount of technical content, and emphasize practical consequences of theoretical issues. Extensive material on the use of two-sample Mendelian randomization and publicly-available summarized data has been added. The book now includes several real-world examples that show how Mendelian randomization can be used to address questions of disease aetiology, target validation, and drug development

Download or read book Natural Resources Inequality and Conflict written by Hamid E. Ali and published by Springer Nature. This book was released on 2022-01-27 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume explores the link between natural resources and civil conflict, focusing especially on protest and violence in the context of mining and the extraction of minerals. The primary goal of the book is to analyze how the conflict-inducing effect of natural resources is mediated by inequality and grievances. Given the topicality of the current boom in mining, the main empirical focus is on non-fuel minerals. The work contains large-N studies of fuel and non-fuel resources and their effect on conflict. It presents case studies focusing on Zambia, India, Guatemala, and Burkina Faso, which investigate the mechanisms between the extraction of natural resources and violent conflict. Finally, the book provides a summary of the previous analyses.

Download or read book Fiscal Policy after the Financial Crisis written by Alberto Alesina and published by University of Chicago Press. This book was released on 2013-06-25 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: The recent recession has brought fiscal policy back to the forefront, with economists and policy makers struggling to reach a consensus on highly political issues like tax rates and government spending. At the heart of the debate are fiscal multipliers, whose size and sensitivity determine the power of such policies to influence economic growth. Fiscal Policy after the Financial Crisis focuses on the effects of fiscal stimuli and increased government spending, with contributions that consider the measurement of the multiplier effect and its size. In the face of uncertainty over the sustainability of recent economic policies, further contributions to this volume discuss the merits of alternate means of debt reduction through decreased government spending or increased taxes. A final section examines how the short-term political forces driving fiscal policy might be balanced with aspects of the long-term planning governing monetary policy. A direct intervention in timely debates, Fiscal Policy after the Financial Crisis offers invaluable insights about various responses to the recent financial crisis.