wyszukanych pozycji: 6
Estimation, Inference and Specification Analysis
ISBN: 9780521574464 / Angielski / Miękka / 1996 / 396 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models and gives the conditions under which parameters of interest can be consistently estimated despite misspecification and the consequences of misspecification for hypothesis testing in estimating the...
This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based me...
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192,98 zł |
The Econometric Analysis of Transition Data
ISBN: 9780521437899 / Angielski / Miękka / 1992 / 368 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of...
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which i...
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cena:
192,98 zł |
Applied Nonparametric Regression
ISBN: 9780521429504 / Angielski / Miękka / 1992 / 352 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Applied Nonparametric Regression brings together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs has made curve estimation popular. This volume focuses on the applications and practical problems of two central aspects of curve smoothing: the choice of smoothing parameters and the construction of confidence bounds. The methods covered in this text have numerous applications in many areas using statistical analysis. Examples are drawn from economics--such as the estimation of Engel...
Applied Nonparametric Regression brings together in one place the techniques for regression curve smoothing involving more than one variable. The comp...
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cena:
188,07 zł |
Limited-Dependent and Qualitative Variables in Econometrics
ISBN: 9780521338257 / Angielski / Miękka / 1986 / 414 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice...
This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be contin...
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cena:
217,55 zł |
Axioms of Cooperative Decision Making
ISBN: 9780521424585 / Angielski / Miękka / 1991 / 348 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. Problems of fair division, equitable cost-sharing, division of a joint benefit, or the choice of a truly democratic voting rule are familiar subjects of dispute in technologically advanced democracies. This book provides a comprehensive and unified presentation of these technically heterogeneous subjects that are linked by common axioms.
Problems of fair division, equitable cost-sharing, division of a joint benefit, or the choice of a truly democratic voting rule are familiar subjects ...
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cena:
276,52 zł |
Instrumental Variables
ISBN: 9780521385824 / Angielski / Miękka / 1990 / 236 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one...
Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. I...
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cena:
316,26 zł |