Evaluation Of Econometric Models PDF Download
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| Author | : Jan Kmenta |
| Publisher | : Academic Press |
| Total Pages | : 425 |
| Release | : 2014-05-10 |
| Genre | : Business & Economics |
| ISBN | : 1483267342 |
Download Evaluation of Econometric Models Book in PDF, ePub and Kindle
Evaluation of Econometric Models presents approaches to assessing and enhancing the progress of applied economic research. This book discusses the problems and issues in evaluating econometric models, use of exploratory methods in economic analysis, and model construction and evaluation when theoretical knowledge is scarce. The data analysis by partial least squares, prediction analysis of economic models, and aggregation and disaggregation of nonlinear equations are also elaborated. This text likewise covers the comparison of econometric models by optimal control techniques, role of time series analysis in econometric model evaluation, and hypothesis testing in spectral regression. Other topics include the relevance of laboratory experiments to testing resource allocation theory and token economy and animal models for the experimental analysis of economic behavior. This publication is intended for students and researchers interested in evaluating econometric models.
| Author | : Giovanni Cerulli |
| Publisher | : Springer |
| Total Pages | : 319 |
| Release | : 2015-05-08 |
| Genre | : Business & Economics |
| ISBN | : 3662464055 |
Download Econometric Evaluation of Socio-Economic Programs Book in PDF, ePub and Kindle
This book provides advanced theoretical and applied tools for the implementation of modern micro-econometric techniques in evidence-based program evaluation for the social sciences. The author presents a comprehensive toolbox for designing rigorous and effective ex-post program evaluation using the statistical software package Stata. For each method, a statistical presentation is developed, followed by a practical estimation of the treatment effects. By using both real and simulated data, readers will become familiar with evaluation techniques, such as regression-adjustment, matching, difference-in-differences, instrumental-variables and regression-discontinuity-design and are given practical guidelines for selecting and applying suitable methods for specific policy contexts.
| Author | : David F. Hendry |
| Publisher | : Princeton University Press |
| Total Pages | : 378 |
| Release | : 2012-06-21 |
| Genre | : Business & Economics |
| ISBN | : 1400845653 |
Download Econometric Modeling Book in PDF, ePub and Kindle
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
| Author | : Jeffrey M. Wooldridge |
| Publisher | : MIT Press |
| Total Pages | : 1095 |
| Release | : 2010-10-01 |
| Genre | : Business & Economics |
| ISBN | : 0262232588 |
Download Econometric Analysis of Cross Section and Panel Data, second edition Book in PDF, ePub and Kindle
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.
| Author | : Clive W. J. Granger |
| Publisher | : Cambridge University Press |
| Total Pages | : 116 |
| Release | : 1999-09-30 |
| Genre | : Business & Economics |
| ISBN | : 9780521778251 |
Download Empirical Modeling in Economics Book in PDF, ePub and Kindle
Lucid account of the process of constructing and evaluating an empirical model.
| Author | : William E. Becker Jr. |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 266 |
| Release | : 2012-12-06 |
| Genre | : Business & Economics |
| ISBN | : 9400932715 |
Download Econometric Modeling in Economic Education Research Book in PDF, ePub and Kindle
Since its establishment in the 1950s the American Economic Association's Committee on Economic Education has sought to promote improved instruction in economics and to facilitate this objective by stimulating research on the teaching of economics. These efforts are most apparent in the sessions on economic education that the Committee organizes at the Association's annual meetings. At these sessions economists interested in economic education have opportunities to present new ideas on teaching and research and also to report the findings of their research. The record of this activity can be found in the Proceedings of the American Eco nomic Review. The Committee on Economic Education and its members have been actively involved in a variety of other projects. In the early 1960s it organized the National Task Force on Economic Education that spurred the development of economics teaching at the precollege level. This in turn led to the development of a standardized research instrument, a high school test of economic understanding. This was followed later in the 1960s by the preparation of a similar test of understanding college economics. The development of these two instruments greatly facilitated research on the impact of economics instruction, opened the way for application of increasingly sophisticated statistical methods in measuring the impact of economic education, and initiated a steady stream of research papers on a subject that previously had not been explored.
| Author | : John Geweke |
| Publisher | : Princeton University Press |
| Total Pages | : 176 |
| Release | : 2010-02-08 |
| Genre | : Business & Economics |
| ISBN | : 1400835240 |
Download Complete and Incomplete Econometric Models Book in PDF, ePub and Kindle
Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.
| Author | : Gregory C. Chow |
| Publisher | : |
| Total Pages | : 46 |
| Release | : 1978 |
| Genre | : Econometrics |
| ISBN | : |
Download Evaluation of Econometric Models by Decomposition and Aggregation Book in PDF, ePub and Kindle
| Author | : Michael D. Intriligator |
| Publisher | : Prentice Hall |
| Total Pages | : 662 |
| Release | : 1978 |
| Genre | : Business & Economics |
| ISBN | : |
Download Econometric Models, Techniques, and Applications Book in PDF, ePub and Kindle
Models and data; Single-equation estimation; Applications of single-equation estimation; Simultaneous equations; Applications of simultaneous-equations estimation; The uses of econometrics.
| Author | : Lawrence R. Klein |
| Publisher | : University of Pennsylvania Press |
| Total Pages | : 416 |
| Release | : 2016-11-11 |
| Genre | : Business & Economics |
| ISBN | : 1512803561 |
Download Econometric Model Performance Book in PDF, ePub and Kindle
Models of the American economy exist in government, research institutes, universities, and private corporations. Given the proliferation, it is wise to take stock because these models come from diverse sources and describe different conditions from alternative points of view. They could be saying different things about the economy. The high-level comparative studies in this volume, gathered from several issues of the International Economic Review, with a substantive introduction and the addition of more comparative material, evaluate the performance of eleven models of the American economy: the Wharton Mark Ill Model; Brookings Model; Hickman-Coen Annual Model; Liu-Hwa Monthly Model; Data Resources, Inc. (DRI) Model; Federal Reserve Bank of St. Louis Model; Michigan Quarterly Econometric (MOEM) Model; Wharton Annual and Industry Model; Anticipation Version of the Wharton Mark Ill Model/Fair Model; U.S. Department of Commerce (BEA) Model. Each of the proprietors or builders of these models describes his own system in his own words. These studies come closer than ever before to standardizing model operations for testing purposes. Some of the models are monthly, while others are annual. but the quarterly unit of time is the most frequent. Some are demand oriented, others are supply oriented, and focus on the input-output sectors of the economy. Some use only observed. objective data; others use subjective. anticipatory data. Both large and small models are included. In spite of the diversity, the contributors have cooperated to trace the differences between their models to root causes and to report jointly the results of their research. There are also some general papers that look at model performance from outside the CEME group.
