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 | : 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 | : Yudhishter L. Mahajan |
Publisher | : |
Total Pages | : 430 |
Release | : 1975 |
Genre | : Econometrics |
ISBN | : |
Download Monetary Sector Evaluation of Econometric Models Book in PDF, ePub and Kindle
Author | : Badi Baltagi |
Publisher | : John Wiley & Sons |
Total Pages | : 239 |
Release | : 2008-06-30 |
Genre | : Business & Economics |
ISBN | : 0470518863 |
Download Econometric Analysis of Panel Data Book in PDF, ePub and Kindle
Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.
Author | : Nathan Balke |
Publisher | : Emerald Group Publishing |
Total Pages | : 467 |
Release | : 2012-11-29 |
Genre | : Business & Economics |
ISBN | : 1781903069 |
Download DSGE Models in Macroeconomics Book in PDF, ePub and Kindle
This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy
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 | : W. Allen Spivey |
Publisher | : A E I Press |
Total Pages | : 92 |
Release | : 1979 |
Genre | : Business & Economics |
ISBN | : |
Download Econometric Model Performance in Forecasting and Policy Assessment Book in PDF, ePub and Kindle
Monograph on current econometric models used in economic forecasting and economic policy assessment - presents the methodology of linear and nonlinear simulation models, and includes a statistical analysis of forecast errors of major econometric models. Bibliography pp. 73 to 77, graphs and statistical tables.
Author | : Giovanni Cerulli |
Publisher | : Springer Nature |
Total Pages | : 354 |
Release | : 2022-11-02 |
Genre | : Business & Economics |
ISBN | : 366265945X |
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, regression-discontinuity-design, and synthetic control method, and are given practical guidelines for selecting and applying suitable methods for specific policy contexts. The second revised and extended edition features two new chapters on some recent development of difference-in-differences. Specifically, chapter 5 introduces advanced difference-in-differences methods when many times are available and treatment can be either time-varying or fixed at a specific time. Chapter 6 introduces the synthetic control method, a treatment effect estimation approach suitable when only one unit is treated. Both chapters present applications using the software Stata.