UID:
almahu_9947367904902882
Format:
1 online resource (741 p.)
ISBN:
1-281-02361-2
,
9786611023614
,
0-08-052479-6
Series Statement:
Handbooks in economics, 2
Content:
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Note:
Description based upon print version of record.
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Cover; Copyright Page; CONTENTS; Introduction to the Series; Contents of the Handbook; Preface to the Handbook; References; Part 11: NEW DEVELOPMENTS IN THEORETICAL ECONOMETRICS; Chapter 52. The Bootstrap; Abstract; Keywords; 1. Introduction; 2. The bootstrap sampling procedure and its consistency; 3. Asymptotic refinements; 4. Extensions; 5. Monte Carlo experiments; 6. Conclusions; Acknowledgements; Appendix A. Informal derivation of Equation (3.27); References; Chapter 53. Panel Data Models: Some Recent Developments; Abstract; Keywords; 1. Introduction
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2. Linear models with predetermined variables: identification3. Linear models with predetermined variables: estimation; 4. Nonlinear panel data models; 5. Conditional maximum likelihood estimation; 6. Discrete choice models with ?fixedŽ effects; 7. Tobit-type models with ?fixedŽ effects; 8. Models with lagged dependent variables; 9. ?RandomŽ effects models; 10. Concluding remarks; References; Chapter 54. Interactions-Based Models; Abstract; Keywords; 1. Introduction; 2. Binary choice with social interactions; 3. Identification: basic issues; 4. Further topics in identification
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5. Sampling properties6. Statistical analysis with grouped data; 7. Evidence; 8. Summary and conclusions; Appendix A; References; Chapter 55. Duration Models: Specification, Identification and Multiple Durations; Abstract; Keywords; 1. Introduction; 2. Basic concepts and notation; 3. Some structural models of durations; 4. The Mixed Proportional Hazard model; 5. Identification of the MPH model with single-spell data; 6. The MPH model with multi-spell data; 7. An informal classification of reduced-form multiple-duration models; 8. The Multivariate Mixed Proportional Hazard model
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9. Causal duration effects and selectivity10. Conclusions and recommendations; References; Part 12: COMPUTATIONAL METHODS IN ECONOMETRICS; Chapter 56. Computationally Intensive Methods for Integration in Econometrics; Abstract; Keywords; 1. Introduction; 2. Monte Carlo methods of integral approximation; 3. Approximate solution of discrete dynamic optimization problems; 4. Classical simulation estimation of the multinomial probit model; 5. Univariate latent linear models; 6. Multivariate latent linear models; 7. Bayesian inference for a dynamic discrete choice model
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Appendix A. The full univariate latent linear modelAppendix B. The full multivariate latent linear model; References; Chapter 57. Markov Chain Monte Carlo Methods: Computation and Inference; Abstract; Keywords; 1. Introduction; 2. Classical sampling methods; 3. Markov chains; 4. Metropolis-Hastings algorithm; 5. The Gibbs sampling algorithm; 6. Sampler performance and diagnostics; 7. Strategies for improving mixing; 8. MCMC algorithms in Bayesian estimation; 9. Sampling the predictive density; 10. MCMC methods in model choice problems; 11. MCMC methods in optimization problems
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12. Concluding remarks
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English
Additional Edition:
ISBN 0-444-82340-9
Language:
English
