Estimation of Panel Data Regression Models with Two-sided Censoring Or Truncation
Title | Estimation of Panel Data Regression Models with Two-sided Censoring Or Truncation PDF eBook |
Author | |
Publisher | |
Pages | |
Release | 2011 |
Genre | |
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Estimation of Panel Data Models with Two-sided Censoring
Title | Estimation of Panel Data Models with Two-sided Censoring PDF eBook |
Author | Søren Leth-Petersen |
Publisher | |
Pages | |
Release | 2006 |
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Least Absolute Deviations Estimation for Censored and Truncated Regression Models
Title | Least Absolute Deviations Estimation for Censored and Truncated Regression Models PDF eBook |
Author | James Leo Powell |
Publisher | |
Pages | 262 |
Release | 1981 |
Genre | Econometrics |
ISBN |
Panel Data Econometrics with R
Title | Panel Data Econometrics with R PDF eBook |
Author | Yves Croissant |
Publisher | John Wiley & Sons |
Pages | 321 |
Release | 2018-11-05 |
Genre | Mathematics |
ISBN | 1118949161 |
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Econometrics of Panel Data
Title | Econometrics of Panel Data PDF eBook |
Author | Erik Biørn |
Publisher | Oxford University Press |
Pages | 417 |
Release | 2017 |
Genre | Business & Economics |
ISBN | 0198753446 |
Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by cross-section data or time-series data. Panel data analysis is a core field in modern econometrics and multivariate statistics, and studies based on such data occupy a growing part of the field in many other disciplines. The book is intended as a text for master and advanced undergraduate courses. It may also be useful for PhD-students writing theses in empirical and applied economics and readers conducting empirical work on their own. The book attempts to take the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation. A distinctive feature is that more attention is given to unbalanced panel data, the measurement error problem, random coefficient approaches, the interface between panel data and aggregation, and the interface between unbalanced panels and truncated and censored data sets. The 12 chapters are intended to be largely self-contained, although there is also natural progression. Most of the chapters contain commented examples based on genuine data, mainly taken from panel data applications to economics. Although the book, inter alia, through its use of examples, is aimed primarily at students of economics and econometrics, it may also be useful for readers in social sciences, psychology, and medicine, provided they have a sufficient background in statistics, notably basic regression analysis and elementary linear algebra.
Essays in Honor of Jerry Hausman
Title | Essays in Honor of Jerry Hausman PDF eBook |
Author | Badi H. Baltagi |
Publisher | Emerald Group Publishing |
Pages | 576 |
Release | 2012-12-17 |
Genre | Business & Economics |
ISBN | 1781903077 |
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Nonparametric Regression for Censored and Truncated Data
Title | Nonparametric Regression for Censored and Truncated Data PDF eBook |
Author | Chul-Ki Kim |
Publisher | |
Pages | 174 |
Release | 1995 |
Genre | |
ISBN |