Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics ... in Economic Theory and Econometrics)

Book Description

This collection of papers delivered at the fifth international Symposium in Economic Theory and Econometrics in 1988 is devoted to recent advances in the estimation and testing of models that impose relatively weak restrictions on the stochastic behavior of data. Particularly in highly nonlinear models, empirical results are very sensitive to the choice of the parametric form of the distribution of the observable variables, and often nonparametric and semiparametric models are a preferable alternative. Methods and applications that do not require strong parametric assumptions for their validity, that are based on kernels and on series expansions, and methods for independent and dependent observations, are investigated and developed in these essays by renowned econometricians.

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

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A Modern Counterpart of the Maddala's Book
a useful book for an otherwise daunting field

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
Myoung-jae Lee , and Myoung-j. Lee
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

Econometrics | Economics | Business & Investing | Subjects | Books

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ASIN: 0387953760

Book Description

The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. In the last fifteen years or so however, new methods have been developed to allow more flexible models which utilise infinite-dimensional parameters. Simultaneously, methods of moments estimation have also become more widely used and applied. In this book, the author provides a survey of these modern techniques and how they are applied to limited dependent variable (LDV) models. As well as covering many classical approaches, the topics covered include: instrumental variable estimation, the generalized method of moments, extremum estimators, methods of simulated moments, minimum distance estimation, nonparametric density and regression function estimation, and semiparametric methods for LDV. As a result, many graduate students and research workers will appreciate this up-to-date account. An appendix describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.

Customer Reviews:

A Modern Counterpart of the Maddala's Book.......1999-08-24

Ph.D students and researchers in applied microeconomics will enjoy this book, because this book is, to my knowledge, the first reasonably coherent and complete overview of semi-(non)parametric microeconometrics.

translated from Kwantitatieve Methoden 55, 1997 May.

a useful book for an otherwise daunting field.......1998-09-04

The book does a very good job of surveying the literature on semiparametric methods for modeling choice. This is an important field, and is not well covered in other textbooks. Of course the book requires some sophistication on the part of the user, namely a graduate level backround in econometrics.

Semiparametric Methods in Econometrics (Lecture Notes in Statistics)

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Semiparametric methods

Semiparametric Methods in Econometrics (Lecture Notes in Statistics)
Joel L. Horowitz
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

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Nonparametric Econometrics
Nonparametric and Semiparametric Models
Identification Problems in the Social Sciences
Nonparametric Smoothing and Lack-of-Fit Tests (Springer Series in Statistics)
Partial Identification of Probability Distributions (Springer Series in Statistics)

ASIN: 0387984771

Book Description

Many econometric models contain unknown functions as well as finite- dimensional parameters. Examples of such unknown functions are the distribution function of an unobserved random variable or a transformation of an observed variable. Econometric methods for estimating population parameters in the presence of unknown functions are called "semiparametric." During the past 15 years, much research has been carried out on semiparametric econometric models that are relevant to empirical economics. This book synthesizes the results that have been achieved for five important classes of models. The book is aimed at graduate students in econometrics and statistics as well as professionals who are not experts in semiparametic methods. The usefulness of the methods will be illustrated with applications that use real data.

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Semiparametric methods.......2000-06-10

This book has an excellent command on semiparametric methods. These methods are frequently used in econometrics. As a tradition many economists used to estimate parametric models. But estimating parametric models requires many assumptions. First of all while estimating a parametric model you assume that you know the functional form of data generating process. If your assumption is not true, your model will not give estimates for the conditional mean function. Thus, economists began to use nonparametric models. However, in order to use nonparametric methods, we need a very large data set, which is not the case in many economic applications. Thus semiparametrioc methods are efficient to implement in many applications. Joel Horowitz is one of the most experienced people in this area and his book is a good point to start learning semiparametric methods.

Asymptotic normality of narrow-band least squares in the stationary [An article from: Journal of Econometrics]

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Asymptotic normality of narrow-band least squares in the stationary [An article from: Journal of Econometrics]
B.J. Christensen , and M.O. Nielsen
Manufacturer: Elsevier
ProductGroup: Book
Binding: Digital

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ASIN: B000PA9XSU

Book Description

This digital document is a journal article from Journal of Econometrics, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

Description:
We consider semiparametric frequency domain analysis of cointegration between long memory processes, i.e. fractional cointegration, allowing derivation of useful long-run relations even among stationary processes. The approach is due to Robinson (1994b. Annals of Statistics 22, 515-539) and uses a degenerating part of the periodogram near the origin to form a narrow-band frequency domain least squares (FDLS) estimator of the cointegrating relation, which is consistent for arbitrary short-run dynamics. We derive the asymptotic distribution theory for the FDLS estimator of the cointegration vector in the stationary long memory case, thus complementing Robinson's consistency result. An application to the relation between the volatility realized in the stock market and the associated implicit volatility derived from option prices is offered.

Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings [An article from: Journal of Econometrics]

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Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings [An article from: Journal of Econometrics]
R.C. Sickles
Manufacturer: Elsevier
ProductGroup: Book
Binding: Digital
ASIN: B000RR4796

Book Description

This digital document is a journal article from Journal of Econometrics, published by Elsevier in 2005. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.

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The paper analyzes a number of competing approaches to modeling efficiency in panel studies. The specifications considered include the fixed effects stochastic frontier, the random effects stochastic frontier, the Hausman-Taylor random effects stochastic frontier, and the random and fixed effects stochastic frontier with an AR(1) error. I have summarized the foundations and properties of estimators that have appeared elsewhere and have described the model assumptions under which each of the estimators have been developed. I discuss parametric and nonparametric treatments of time varying efficiency including the Battese-Coelli estimator and linear programming approaches to efficiency measurement. Monte Carlo simulation is used to compare the various estimators and to assess their relative performances under a variety of misspecified settings. A brief illustration of the estimators is conducted using U.S. banking data.

Immigration and international trade: A semiparametric fixed effect instrumental variable empirical investigation (Working paper in economics)

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Immigration and international trade: A semiparametric fixed effect instrumental variable empirical investigation (Working paper in economics)
Kusum Mundra
Manufacturer: Dept. of Economics, University of California, Riverside
ProductGroup: Book
Binding: Unknown Binding

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ASIN: B0006RI2H0

Semiparametric dynamic panel: Fixed effect instrumental variable estimators (Working paper in economics)

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Semiparametric dynamic panel: Fixed effect instrumental variable estimators (Working paper in economics)
Kusum Mundra
Manufacturer: Dept. of Economics, University of California, Riverside
ProductGroup: Book
Binding: Unknown Binding

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ASIN: B0006RI2GG

Semiparametric panel data estimation: An application to immigrants homelink effect on U.S. producer trade flows (Working paper in economics)

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Semiparametric panel data estimation: An application to immigrants homelink effect on U.S. producer trade flows (Working paper in economics)
Aman Ullah
Manufacturer: Dept. of Economics, University of California, Riverside
ProductGroup: Book
Binding: Unknown Binding

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Semiparametric varying parameter panel data models: An application to estimation of speed of convergence (Working paper in economics)

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Semiparametric varying parameter panel data models: An application to estimation of speed of convergence (Working paper in economics)
Subodh Kumar
Manufacturer: Dept. of Economics, University of California, Riverside
ProductGroup: Book
Binding: Unknown Binding

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ASIN: B0006RI2HA

Book Description

This book teaches new lawyers how to effectively make and oppose motions and help experienced lawyers create more original and innovative work. It teaches the basics of motion practice, with a particular focus on the written motion and provides expert advice on making motions more persuasive. It discusses the tools of persuasion and the marshaling of facts, law and form to produce a winning motion. Instead of merely laying out the rules, the book outlines the analysis that the lawyer must make in writing and presenting a motion.

Book Description

Multidisciplinary analyses of the effects of technology on work and the economy. A robot can build a car. But a robot cannot buy a car ... The explosion in the development of computer- and robotic-based manufacturing is seeing the rapid expansion of laborless production systems. Such systems create enormous instability, both for the overall economy where money previously paid in wages is now invested in labor-saving technology and therefore cannot be spent on goods, and for workers whose jobs are being deskilled or are simply disappearing. Bringing together contributions from workers employed in the new electronics and information industries with work from theorists in economics, politics and science, Cutting Edge provides an up-to-the-minute analysis of the complex relations between technology and work. Individual essays look at topics including the cyclical nature of a technologically driven economy, the privatization of knowledge that new information industries demand, and the strategies that trade unionists and governments might deploy to protect jobs and living standards.

Contributors: Abdul Alkalimat, George Caffentzis, Guglielmo Carchedi, Jim Davis, Thomas A. Hirschl, Martin Kenney, Jonathan King, Sally Lerner, Tessa Morris-Suzuki, Gerardo Otero, Nelson Peery, Ramin Ramtin, Dan Schiller, Steffanie Scott, Michael Stack and Nick Witheford.

Customer Reviews:

New productive forces, new class, new society.......2004-10-28

A great collection of essays for those looking to understand and begin their studies of the new technological/electronics revolution occuring in the productive forces of society and its resultant new class formations and alignments. A praise to Herr Marx!! The productive forces do take the lead and along with the deeper proletarianization and destitution of the masses(to the point of their labor becoming redundant) and the high level of technology and robotics in production, there is but only one way to go.

Interesting Collection of Essays.......2003-01-22

Very thought inspiring collection of essays that address the social and economic implications of technology. Not very light reading and not very heavy - somewhere in between. May help to have some very elementary economics background. Worth reading if you're interested in understanding what technology may do to capitalism and the workforce.

Welcome to the Machine.......2000-03-23

This collection of essays examines the historical and current role of technologies- never neutral, but always integral to a dominant class' agenda and planning masked as a reified objectivity - in partially determining the class struggle. Particularly, the ongoing telecommunications, "information" and robotics sectors introduce a qualitatively radical transformation of social relations by appropiating into capital the mind and soul of the workers, rendering us redundant just as the steam engine and electric motor technologies earlier rendered workers' bodies and physical power partially without value. The increasing genocide (for the workers at the low edge of the global hierarchy) and pauperization of various degrees for the rest by the corporate transnational state is made possible for the greedy rulers and technocrats by the degradation of the power of labor in the context of a society approaching total automation and terrabit-per-second panoptic global communications. The maintenance of coercive class relations through such contrived means as "intellectual property rights", the artificial scarcity and thought control induced by such media as cable tv and the dismantling of public services is turning more of us into a new Roman proletariat, with technology serving the role of ancient slaves in marginalizing our vital endeavors. Instead, we're force fed a sad circus of televised slaughters for our patriotic entertainment while the Reagans, Bushes, Clintons and Mc.Cains thank us "for serving". A worthy book which I found full of insights for aggessive resistance against the old masters now beaming in cyber cloth. To their new digital hype, we should be armed with essays like these- along with some physical ammunition, for certain- and give a convincing reply of Non Serviat.

Considerably advanced my revolutionary understanding!.......1998-04-12

Cutting Edge has considerably advanced my revolutionarly understanding. I intend to read parts of it again & again. My 10 rating should be applied only to parts of this collection of essays. The balance of the book I would rate a 5. I was particularly impressed with chapter 8, The Digital Advantage by Jim Davis & Michael Stack. Warning! Don't read this chapter before bed time. My brain was so stimulated, I had a hard time getting to sleep after I read it. This chapter alone is worth the price of the book. Great stuff! On a scale of 1 to 10, it's a 20! The other chapters that got the a lot of yellow from my hilighter: Introduction, Robots & Capitalism, High-Tech Hype, The Digital Advantage, The Biotechnology Revolution, Structural Unemployment & the Qualitative Transformation of Capitalism, The New Technological Imperative in Africa, and The Birth of a Modern Proletariat by one of my heroes, Nelson Peery. I strongly recommend this book to any thinking person!

Information excellent, Index would be appreciated.......1998-02-22

The book and modern application and interpretation of classical Marxist economics is excellent. It would have been helpful to have an Index as this text is excellent as a reference and the editors could have taken time to properly index pertinent topics (e.g. When value is created by labor p.75)

Book Description

The dominant theme throughout this book is that you can thrive in tough times. Reilly begins with background information: "Since 1854 we've had 32 recessions, each lasting about 1-1/2 years, and the average expansion of three years." There is a chapter for salespeople filled with behind-the-scenes and frontline selling tips. And there is a management chapter that hits the leadership theme for tough times. This book is filled with dozens of practical suggestions for anyone in business. It is a quick read, but you will probably read it more than once.

Customer Reviews:

Practical, self-reliant advice.......2001-11-09

In rough times, approximately 25% of businesses fail, 70% survive, and 5% thrive. Since 1854, the United States has had thirty-two economic downturns, and all signs indicate that the cyclical economy is here to stay. Marketing expert Tom Reilly's How To Sell And Manage In Tough Times And Tough Markets is a sobering, critical appraisal of how to become part of the 5% that thrives during the inevitable downturns of the market, and how to best adapt to a cyclical economy rather than be crushed whenever it rolls over you. Practical, self-reliant advice to help executives focus on finding a solution rather than worry about blame fills How To Sell And Manage In Tough Times And Tough Markets. Very strongly recommended for any entrepreneurs, salespeople, and corporate managers, who plan to profitably stay in business.

Guerrilla Marketing Weapons: 100 Affordable Marketing Methods for Maximizing Profits from Your Small Business
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Completely outdated

You don't need this book!

Guerrilla Marketing Weapons

New to Marketing

This book should get 10 stars

Guerrilla Marketing Weapons: 100 Affordable Marketing Methods for Maximizing Profits from Your Small Business
Jay Conrad Levinson
Manufacturer: Guerilla Marketing Intl
ProductGroup: Book
Binding: Audio Cassette

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Guerrilla Marketing Excellence: The 50 Golden Rules for Small-Business Success (Guerrilla Marketing)

ASIN: 1881668029

Customer Reviews:

Completely outdated.......2007-09-18

When I bought this book, I didn't realize it was published in 1990, so there is nada regarding the internet. If you have even a modicum of knowledge regarding marketing, it's a complete waste of time. This is for someone with zero or little marketing background. Absolutely elementary information.

You don't need this book!.......2007-06-28

I have lost my 3 hours to read it. Don't loose yours!
There is nothing interesting in this book and very easy concept

Guerrilla Marketing Weapons .......2007-01-09

Anyone who wants to be successful should have this.
Others should not.

New to Marketing.......2006-11-11

Super book for anyone new to Marketing. Lot's of practical advice for free of cheap ways to get your business noticed.

This book should get 10 stars.......2005-11-30

When I first started my business 13 years ago I didn't know the first thing about marketing. The book is divided into two parts, 50 things you can do that don't cost anything and 50 things that cost. This book was my bible and there were only 3 things that wouldn't work with my business. My phone began to ring and my friends were impressed with my marketing skills. I didn't feel I had marketing skills. I just knew how to read and follow instructions. I highly recommend this book for anyone getting started or for anyone just wanting to jump start their business and see if there is anything that they could do and maybe aren't.

Book Description

Although Iraq remains hostile to the United States, Baghdad has repeatedly compromised, and at times caved, in response to U.S. pressure and threats. An analysis of attempts to coerce Iraq since Desert Storm reveals that military strikes and other forms of pressure that threatened Saddam Husayn's relationship with his power base proved effective at forcing concessions from the Iraqi regime. When coercing Saddam or other foes, U.S. policymakers should design a strategy around the adversary's center of gravity while seeking to neutralize adversary efforts to counter-coerce the United States and appreciating the policy constraints imposed by domestic politics and international alliances.

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Customer Reviews:

Good Background For Today's Events.......2003-04-15

I thought this book had a great history of the events from the end of the first Gulf War to start of 2001. The author's detail out each major event and UN resolution and what the Iraq and US did or did not do as a result. It was interesting that many times, basically every time, there was a new resolution Iraq ended up first playing games and then backing down. It almost seamed to be the behavior of a spoiled brat. It was also very interesting where the authors can show that Iraq got close to having the UN stop the sanctions, but each time Saddam would do something dumb and the world would demand that the sanctions be put back in place. What also comes through is the very difficult if almost impossible position the UN is in trying to enforce resolutions when the only power they have is rented / given to them by other countries. What this has created is a situation that only resolutions heavily supported by the US get the US military backing thus have the teeth to be effective.

The one downside of the book was the chapter long discussion on what coercion meant the definition and how the word should correctly be used. Nice info for a high school reader but it just slowed the book down for the rest of us. Overall I liked the book, it was a bit dry and could have been a bit more detailed, but it was a nice review of the past ten years. The real value is putting some facts behind what has been so talked about over the past year and what was the Iraqi position as it related to the UN resolutions. If you have been interested in this situation over the past year then you will probably enjoy this book.

A Short Course in International Economics: Understanding the Dynamics of the International Marketplace (Short Course in International Trade Series) (Short Course in International Trade Series)
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A Short Course in International Economics: Understanding the Dynamics of the International Marketplace (Short Course in International Trade Series) (Short Course in International Trade Series)
Jeffrey E. Curry
Manufacturer: World Trade Press
ProductGroup: Book
Binding: Paperback

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Short Course books are written from an international perspective for an international audience.

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This law handbook contains information on basic business legislation, laws and regulatoins affecting export-import, business, foreign investments, property rights, taxation and banking. (Updated annually)

Guinea Bissau Business Law Handbook (World Investment and Business Guide Library)

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Guinea Bissau Business Law Handbook (World Investment and Business Guide Library)

Manufacturer: Intl Business Pubns USA
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Guinea Business Law Handbook
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Emerging Markets Investment Center
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Guinea Business Law Handbook
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