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Analysis of panel data / / Cheng Hsiao [[electronic resource]]
| Analysis of panel data / / Cheng Hsiao [[electronic resource]] |
| Autore | Hsiao Cheng <1943-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2003 |
| Descrizione fisica | 1 online resource (xiv, 366 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/5195 |
| Collana | Econometric Society monographs |
| Soggetto topico |
Econometrics
Panel analysis Analysis of variance |
| ISBN |
1-316-08580-5
1-280-16297-X 0-511-06140-4 0-511-12101-6 1-139-14866-4 0-511-05507-2 0-511-32657-2 0-511-75420-5 0-511-06986-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface to the Second Edition; Preface to the First Edition; CHAPTER 1 Introduction; CHAPTER 2 Analysis of Covariance; CHAPTER 3 Simple Regression with Variable Intercepts; CHAPTER 4 Dynamic Models with Variable Intercepts; CHAPTER 5 Simultaneous-Equations Models; CHAPTER 6 Variable-Coefficient Models; CHAPTER 7 Discrete Data; CHAPTER 8 Truncated and Censored Data; CHAPTER 9 Incomplete Panel Data; CHAPTER 10 Miscellaneous Topics; CHAPTER 11 A Summary View; Notes; References; Author Index; Subject Index |
| Record Nr. | UNINA-9910450016103321 |
Hsiao Cheng <1943->
|
||
| Cambridge : , : Cambridge University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis of panel data / / Cheng Hsiao [[electronic resource]]
| Analysis of panel data / / Cheng Hsiao [[electronic resource]] |
| Autore | Hsiao Cheng <1943-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2003 |
| Descrizione fisica | 1 online resource (xiv, 366 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/5195 |
| Collana | Econometric Society monographs |
| Soggetto topico |
Econometrics
Panel analysis Analysis of variance |
| ISBN |
1-316-08580-5
1-280-16297-X 0-511-06140-4 0-511-12101-6 1-139-14866-4 0-511-05507-2 0-511-32657-2 0-511-75420-5 0-511-06986-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Half-title; Series-title; Title; Copyright; Dedication; Contents; Preface to the Second Edition; Preface to the First Edition; CHAPTER 1 Introduction; CHAPTER 2 Analysis of Covariance; CHAPTER 3 Simple Regression with Variable Intercepts; CHAPTER 4 Dynamic Models with Variable Intercepts; CHAPTER 5 Simultaneous-Equations Models; CHAPTER 6 Variable-Coefficient Models; CHAPTER 7 Discrete Data; CHAPTER 8 Truncated and Censored Data; CHAPTER 9 Incomplete Panel Data; CHAPTER 10 Miscellaneous Topics; CHAPTER 11 A Summary View; Notes; References; Author Index; Subject Index |
| Record Nr. | UNINA-9910783113403321 |
|
Hsiao Cheng <1943->
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||
| Cambridge : , : Cambridge University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis of panels and limited dependent variable models : in honour of G.S. Maddala / / edited by Cheng Hsiao [and others] [[electronic resource]]
| Analysis of panels and limited dependent variable models : in honour of G.S. Maddala / / edited by Cheng Hsiao [and others] [[electronic resource]] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 1999 |
| Descrizione fisica | 1 online resource (x, 338 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/5195 |
| Soggetto topico |
Econometrics
Panel analysis |
| ISBN |
1-107-11568-X
1-280-16188-4 0-511-11708-6 0-511-04012-1 0-511-15588-3 0-511-32894-X 0-511-49314-2 0-511-05105-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A note on left censoring / Takeshi Amemiya -- Autoregressive models with sample selectivity for panel data / Manuel Arellano, Olympia Bover, Jose M. Labeaga -- Mixture of normals probit models / John Geweke, Michael Keane -- Estimation of dynamic limited-dependent rational expectations models / Lung-Fei Lee -- A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogeneity / Mahmoud A. El-Gamal, David M. Grether -- Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth / Marc Nerlove -- Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables / Seung Chan Ahn, Peter Schmidt -- Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors / Jan F. Kiviet -- Re-examining the rational expectations hypothesis using panel data on multi-period forecasts / Anthony Davies, Kajal Lahiri -- Prediction from the regression model with one-way error components / Richard T. Baillie, Badi H. Baltagi -- Bayes estimation of short-run coefficients in dynamic panel data models / Cheng Hsiao, M. Hashem Pesaran, A. Kamil Tahmiscioglu -- Bias reduction in estimating long-run relationships from dynamic heterogeneous panels / M. Hashem Pesaran, Zhongyun Zhao. |
| Altri titoli varianti | Analysis of Panels & Limited Dependent Variable Models |
| Record Nr. | UNINA-9910449783903321 |
| Cambridge : , : Cambridge University Press, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Analysis of panels and limited dependent variable models : in honour of G.S. Maddala / / edited by Cheng Hsiao [and others] [[electronic resource]]
| Analysis of panels and limited dependent variable models : in honour of G.S. Maddala / / edited by Cheng Hsiao [and others] [[electronic resource]] |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 1999 |
| Descrizione fisica | 1 online resource (x, 338 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/5195 |
| Soggetto topico |
Econometrics
Panel analysis |
| ISBN |
1-107-11568-X
1-280-16188-4 0-511-11708-6 0-511-04012-1 0-511-15588-3 0-511-32894-X 0-511-49314-2 0-511-05105-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | A note on left censoring / Takeshi Amemiya -- Autoregressive models with sample selectivity for panel data / Manuel Arellano, Olympia Bover, Jose M. Labeaga -- Mixture of normals probit models / John Geweke, Michael Keane -- Estimation of dynamic limited-dependent rational expectations models / Lung-Fei Lee -- A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogeneity / Mahmoud A. El-Gamal, David M. Grether -- Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth / Marc Nerlove -- Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables / Seung Chan Ahn, Peter Schmidt -- Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors / Jan F. Kiviet -- Re-examining the rational expectations hypothesis using panel data on multi-period forecasts / Anthony Davies, Kajal Lahiri -- Prediction from the regression model with one-way error components / Richard T. Baillie, Badi H. Baltagi -- Bayes estimation of short-run coefficients in dynamic panel data models / Cheng Hsiao, M. Hashem Pesaran, A. Kamil Tahmiscioglu -- Bias reduction in estimating long-run relationships from dynamic heterogeneous panels / M. Hashem Pesaran, Zhongyun Zhao. |
| Altri titoli varianti | Analysis of Panels & Limited Dependent Variable Models |
| Record Nr. | UNINA-9910777347803321 |
| Cambridge : , : Cambridge University Press, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asymptotic theory for econometricians / / Halbert White
| Asymptotic theory for econometricians / / Halbert White |
| Autore | White Halbert |
| Pubbl/distr/stampa | Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 |
| Descrizione fisica | 1 online resource (241 p.) |
| Disciplina |
330.015195
330/.01/5195 |
| Collana | Economic Theory, Econometrics, and Mathematical Economics |
| Soggetto topico | Econometrics - Asymptotic theory |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-4832-9442-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Asymptotic Theory for Econometricians; Copyright Page; Dedication; Table of Contents; Preface; CHAPTER I. The Linear Model and Instrumental Variables Estimators; Text; References; For Further Reading; CHAPTER II. Consistency; II.1 Limits; II.2 Almost Sure Convergence; II.3 Convergence in Probability; II.4 Convergence in rth Mean; References; CHAPTER III. Laws of Large Numbers; III.1 Independent Identically Distributed Observations; III.2 Independent Heterogeneously Distributed Observations; III.3 Dependent Identically Distributed Observations
III.4 Dependent Heterogeneously Distributed ObservationsIII.5 Martingale Difference Sequences; References; CHAPTER IV. Asymptotic Normality; IV.1 Convergence in Distribution; IV.2 Hypothesis Testing; IV.3 Asymptotic Efficiency; References; CHAPTER V. Central Limit Theory; V.1 Independent Identically Distributed Observations; V.2 Independent Heterogeneously Distributed Observations; V.3 Dependent Identically Distributed Observations; V.4 Dependent Heterogeneously Distributed Observations; V.5 Martingale Difference Sequences; References; CHAPTER VI. Estimating Asymptotic Covariance Matrices VI.1 General Structure of VnVI.2 Case 1: Ωn (Block) Diagonal; VI.3 Case 2: Ωn (Block) Band Diagonal; VI.4 Case 3: General Case; References; CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices; VII.1 General Results; VII.2 Case 1: Contemporaneous Covariance; VII.3 Case 2: Heteroskedasticity; VII.4 Case 3: Serial Correlation; References; CHAPTER VIII. Directions For Further Study; VIII.1 Extensions of the Linear Model; VIII.2 Nonlinear Models; VIII.3 Other Estimation Techniques; VIII.4 Model Misspecification; References; Solution Set; Index |
| Record Nr. | UNINA-9910481014503321 |
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White Halbert
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| Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asymptotic theory for econometricians / / Halbert White
| Asymptotic theory for econometricians / / Halbert White |
| Autore | White Halbert |
| Pubbl/distr/stampa | Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 |
| Descrizione fisica | 1 online resource (241 p.) |
| Disciplina |
330.015195
330/.01/5195 |
| Collana | Economic Theory, Econometrics, and Mathematical Economics |
| Soggetto topico | Econometrics - Asymptotic theory |
| ISBN | 1-4832-9442-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Asymptotic Theory for Econometricians; Copyright Page; Dedication; Table of Contents; Preface; CHAPTER I. The Linear Model and Instrumental Variables Estimators; Text; References; For Further Reading; CHAPTER II. Consistency; II.1 Limits; II.2 Almost Sure Convergence; II.3 Convergence in Probability; II.4 Convergence in rth Mean; References; CHAPTER III. Laws of Large Numbers; III.1 Independent Identically Distributed Observations; III.2 Independent Heterogeneously Distributed Observations; III.3 Dependent Identically Distributed Observations
III.4 Dependent Heterogeneously Distributed ObservationsIII.5 Martingale Difference Sequences; References; CHAPTER IV. Asymptotic Normality; IV.1 Convergence in Distribution; IV.2 Hypothesis Testing; IV.3 Asymptotic Efficiency; References; CHAPTER V. Central Limit Theory; V.1 Independent Identically Distributed Observations; V.2 Independent Heterogeneously Distributed Observations; V.3 Dependent Identically Distributed Observations; V.4 Dependent Heterogeneously Distributed Observations; V.5 Martingale Difference Sequences; References; CHAPTER VI. Estimating Asymptotic Covariance Matrices VI.1 General Structure of VnVI.2 Case 1: Ωn (Block) Diagonal; VI.3 Case 2: Ωn (Block) Band Diagonal; VI.4 Case 3: General Case; References; CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices; VII.1 General Results; VII.2 Case 1: Contemporaneous Covariance; VII.3 Case 2: Heteroskedasticity; VII.4 Case 3: Serial Correlation; References; CHAPTER VIII. Directions For Further Study; VIII.1 Extensions of the Linear Model; VIII.2 Nonlinear Models; VIII.3 Other Estimation Techniques; VIII.4 Model Misspecification; References; Solution Set; Index |
| Record Nr. | UNINA-9910786793703321 |
|
White Halbert
|
||
| Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asymptotic theory for econometricians / / Halbert White
| Asymptotic theory for econometricians / / Halbert White |
| Autore | White Halbert |
| Pubbl/distr/stampa | Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 |
| Descrizione fisica | 1 online resource (241 p.) |
| Disciplina |
330.015195
330/.01/5195 |
| Collana | Economic Theory, Econometrics, and Mathematical Economics |
| Soggetto topico | Econometrics - Asymptotic theory |
| ISBN | 1-4832-9442-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Asymptotic Theory for Econometricians; Copyright Page; Dedication; Table of Contents; Preface; CHAPTER I. The Linear Model and Instrumental Variables Estimators; Text; References; For Further Reading; CHAPTER II. Consistency; II.1 Limits; II.2 Almost Sure Convergence; II.3 Convergence in Probability; II.4 Convergence in rth Mean; References; CHAPTER III. Laws of Large Numbers; III.1 Independent Identically Distributed Observations; III.2 Independent Heterogeneously Distributed Observations; III.3 Dependent Identically Distributed Observations
III.4 Dependent Heterogeneously Distributed ObservationsIII.5 Martingale Difference Sequences; References; CHAPTER IV. Asymptotic Normality; IV.1 Convergence in Distribution; IV.2 Hypothesis Testing; IV.3 Asymptotic Efficiency; References; CHAPTER V. Central Limit Theory; V.1 Independent Identically Distributed Observations; V.2 Independent Heterogeneously Distributed Observations; V.3 Dependent Identically Distributed Observations; V.4 Dependent Heterogeneously Distributed Observations; V.5 Martingale Difference Sequences; References; CHAPTER VI. Estimating Asymptotic Covariance Matrices VI.1 General Structure of VnVI.2 Case 1: Ωn (Block) Diagonal; VI.3 Case 2: Ωn (Block) Band Diagonal; VI.4 Case 3: General Case; References; CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices; VII.1 General Results; VII.2 Case 1: Contemporaneous Covariance; VII.3 Case 2: Heteroskedasticity; VII.4 Case 3: Serial Correlation; References; CHAPTER VIII. Directions For Further Study; VIII.1 Extensions of the Linear Model; VIII.2 Nonlinear Models; VIII.3 Other Estimation Techniques; VIII.4 Model Misspecification; References; Solution Set; Index |
| Record Nr. | UNINA-9910812509203321 |
|
White Halbert
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||
| Orlando, Florida ; ; London, [England] : , : Academic Press, Inc. : , : Academic Press, Inc. (London) Ltd., , 1984 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Companion to Theoretical Econometrics [[electronic resource]]
| A Companion to Theoretical Econometrics [[electronic resource]] |
| Autore | Baltagi Badi H (Badi Hani) |
| Pubbl/distr/stampa | Hoboken : , : Wiley, , 2008 |
| Descrizione fisica | 1 online resource (730 pages) |
| Disciplina |
330.015195
330/.01/5195 |
| Altri autori (Persone) | BaltagiBadi H (Badi Hani) |
| Collana | Blackwell companions to contemporary economics. |
| Soggetto topico |
Econometrics
Econometria |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-78268-973-7
9786610237685 0-470-99624-2 0-470-99830-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Companion to Theoretical Econometrics; Contents; List of Figures; List of Tables; List of Contributors; Preface; List of Abbreviations; Introduction; 1 Artificial Regressions; 2 General Hypothesis Testing; 3 Serial Correlation; 4 Heteroskedasticity; 5 Seemingly Unrelated Regression; 6 Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications; 7 Identification in Parametric Models; 8 Measurement Error and Latent Variables; 9 Diagnostic Testing; 10 Basic Elements of Asymptotic Theory; 11 Generalized Method of Moments; 12 Collinearity
13 Nonnested Hypothesis Testing: An Overview14 Spatial Econometrics; 15 Essentials of Count Data Regression; 16 Panel Data Models; 17 Qualitative Response Models; 18 Self-Selection; 19 Random Coefficient Models; 20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing; 21 Durations; 22 Simulation Based Inference for Dynamic Multinomial Choice Models; 23 Monte Carlo Test Methods in Econometrics; 24 Bayesian Analysis of Stochastic Frontier Models; 25 Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics; 26 Spurious Regressions in Econometrics 27 Forecasting Economic Time Series28 Time Series and Dynamic Models; 29 Unit Roots; 30 Cointegration; 31 Seasonal Nonstationarity and Near-Nonstationarity*; 32 Vector Autoregressions; Index |
| Record Nr. | UNINA-9910145559003321 |
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Baltagi Badi H (Badi Hani)
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| Hoboken : , : Wiley, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A companion to theoretical econometrics / / edited by Badi H. Baltagi
| A companion to theoretical econometrics / / edited by Badi H. Baltagi |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Malden, Mass., : Blackwell, 2001 |
| Descrizione fisica | 1 online resource (730 pages) |
| Disciplina |
330.015195
330/.01/5195 |
| Altri autori (Persone) | BaltagiBadi H (Badi Hani) |
| Collana | Blackwell companions to contemporary economics |
| Soggetto topico |
Econometrics
Economics, Mathematical Econometria |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-78268-973-7
9786610237685 0-470-99624-2 0-470-99830-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
A Companion to Theoretical Econometrics; Contents; List of Figures; List of Tables; List of Contributors; Preface; List of Abbreviations; Introduction; 1 Artificial Regressions; 2 General Hypothesis Testing; 3 Serial Correlation; 4 Heteroskedasticity; 5 Seemingly Unrelated Regression; 6 Simultaneous Equation Model Estimators: Statistical Properties and Practical Implications; 7 Identification in Parametric Models; 8 Measurement Error and Latent Variables; 9 Diagnostic Testing; 10 Basic Elements of Asymptotic Theory; 11 Generalized Method of Moments; 12 Collinearity
13 Nonnested Hypothesis Testing: An Overview14 Spatial Econometrics; 15 Essentials of Count Data Regression; 16 Panel Data Models; 17 Qualitative Response Models; 18 Self-Selection; 19 Random Coefficient Models; 20 Nonparametric Kernel Methods of Estimation and Hypothesis Testing; 21 Durations; 22 Simulation Based Inference for Dynamic Multinomial Choice Models; 23 Monte Carlo Test Methods in Econometrics; 24 Bayesian Analysis of Stochastic Frontier Models; 25 Parametric and Nonparametric Tests of Limited Domain and Ordered Hypotheses in Economics; 26 Spurious Regressions in Econometrics 27 Forecasting Economic Time Series28 Time Series and Dynamic Models; 29 Unit Roots; 30 Cointegration; 31 Seasonal Nonstationarity and Near-Nonstationarity*; 32 Vector Autoregressions; Index |
| Altri titoli varianti | Theoretical econometrics |
| Record Nr. | UNINA-9910812067303321 |
| Malden, Mass., : Blackwell, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A concise introduction to econometrics : an intuitive guide / / Philip Hans Franses [[electronic resource]]
| A concise introduction to econometrics : an intuitive guide / / Philip Hans Franses [[electronic resource]] |
| Autore | Franses Philip Hans <1963-> |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2002 |
| Descrizione fisica | 1 online resource (xi, 117 pages) : digital, PDF file(s) |
| Disciplina | 330/.01/5195 |
| Soggetto topico | Econometrics |
| ISBN |
1-107-12605-3
0-511-04272-8 1-280-15978-2 0-511-12092-3 0-511-14779-1 0-511-30503-6 0-511-49313-4 0-511-05447-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. A few basic tools -- Distributions -- The linear regression model -- Inference -- Some further considerations -- To summarize -- 3. Econometrics, a guided tour -- Practical questions -- Problem formulation -- Data collection -- Choice of an econometric model -- Empirical analysis -- Answering practical questions -- 4. Seven case studies -- Convergence between rich and poor countries -- Direct mail target selection -- Automatic trading -- Forecasting sharp increases in unemployment -- Modeling brand choice dynamics -- Two noneconomic illustrations -- 5. Conclusion -- Always take an econometrics course! -- Econometrics is practice. |
| Record Nr. | UNINA-9910450390503321 |
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Franses Philip Hans <1963->
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| Cambridge : , : Cambridge University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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