Nonparametric Econometrics: Theory and Practice

Book Description

Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers.

Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data--nominal and ordinal--in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory.

This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types--continuous, nominal, and ordinal--within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables.

Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.

The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)

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This was the econometrics bible but they never updated it
Precise and concise
outdated

The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)
George G. Judge , William E. Griffiths , R. Carter Hill , Helmut Lütkepohl , and Tsoung-Chao Lee
Manufacturer: Wiley
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Binding: Hardcover

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Introduction to the Theory and Practice of Econometrics, 2nd Edition

ASIN: 047189530X

Book Description

This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.

Customer Reviews:

This was the econometrics bible but they never updated it.......2005-04-02

Judge, et al. was the standard reference in econometrics in the late 80s and early 90s. It's a terrific text because it has both theory and applications (with emphasis on the former, though). The best thing about it at the time of its publication was it was very complete, covering almost everything that was known in econometrics at the time.

Unfortunately, the book was never updated, and now nobody uses it; instead, people use the poorly written one by William Greene, which contributes to the poor education in grad-level econometrics these days. (Have you noticed that today's econometrics students, even the Ph.D. ones and even some assistant professors, don't even understand the relationship between R-squared and t-statistic? I get asked "why am I getting super-high t-statistics while my R^2 is so low?" all the time. If they had read Judge et al., they would have known the answer.)

Even though I loved this book in teh early 90s, I cannot recommend it as a reference book because it is pretty much out of date. Sure, most of the basic stuff (OLS, 2SLS, limited dependent, etc.) is the same, but people who buy a thick book like this want an up-to-date volume, and this book unfortunately does not fit the bill. It's so sad that such a comprehensive and well-written volume has totally languished into obscurity.

Precise and concise.......2003-06-19

Another review stated that Green was a clearer book than Judge et al. No way. This book starts and concludes thoughts without the constant refer to section blah blah blah found in Green. Also Judge et al. is accurate; something sorely missing in Green. Hamilton on the other hand focuses strictly on time series, and forecasting. If you want a solid reference for econometrics this is the most complete and well thought out book available.

outdated.......2000-11-16

I don't want to say too much about this book. I use it a lot. But I think what is in this book has been said so much more clearly elsewhere. I would rather attack econometrics using Greene's clarity or if I were interested in time-series, I would much rather have Hamilton. It is okay. It was a warhorse for its time. But unless you need it for a class, I think there are better references out there.

Risk Analysis in Theory and Practice (Academic Press Advanced Finance)

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Risk Analysis in Theory and Practice (Academic Press Advanced Finance)
Jean-Paul Chavas
Manufacturer: Academic Press
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Binding: Hardcover

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Discrete Choice Methods with Simulation

ASIN: 0121706214

Book Description

The objective of this book is to present this analytical framework and to illustrate how it can be used in the investigation of economic decisions under risk. In a sense, the economics of risk is a difficult subject: it involves understanding human decisions in the absence of perfect information. How do we make decisions when we do not know some of events affecting us? The complexities of our uncertain world and of how humans obtain and process information make this difficult. In spite of these difficulties, much progress has been made. First, probability theory is the corner stone of risk assessment. This allows us to measure risk in a fashion that can be communicated among decision makers or researchers. Second, risk preferences are now better understood. This provides useful insights into the economic rationality of decision making under uncertainty. Third, over the last decades, good insights have been developed about the value of information. This helps better understand the role of information in human decision making and this book provides a systematic treatment of these issues in the context of both private and public decisions under uncertainty.

* Balanced treatment of conceptual models and applied analysis
* Considers both private and public decisions under uncertainty
* Website presents application exercises in EXCEL

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The economics of risk has been a fascinating area of inquiry for at least two reasons. First, hardly any situation requiring economic decisions is certain. The sources of uncertainty are multiple and pervasive, including price risk, income risk, weather risk, and health risk. Resultantly, both private and public decisions under risk render considerable interest. Second, in recent years, there's been significant progress in understanding human behavior under uncertainty. Consequently, we now have a more refined framework to analyze decision making under risk. The author presents an analytical framework and illustrates how to use it to investigate economic decisions under risk. In a sense, the economics of risk is a difficult subject: it involves understanding human decisions in the absence of perfect information. How do we make decisions when we do not know some of events affecting us?

Introduction to the Theory and Practice of Econometrics, 2nd Edition

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Introduction to the Theory and Practice of Econometrics

Introduction to the Theory and Practice of Econometrics, 2nd Edition
George G. Judge , R. Carter Hill , William E. Griffiths , Helmut Lütkepohl , and Tsoung-Chao Lee
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

Econometrics | Economics | Business & Investing | Subjects | Books

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Econometric Analysis (5th Edition)
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The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)
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ASIN: 0471624144

Book Description

This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.

Customer Reviews:

Introduction to the Theory and Practice of Econometrics.......2000-05-12

The book is excellent for the mathematically inclined student who masters well linear lagebra. It uses matrix notaion extensively and enables one to generalize results without getting lost. I used that book in my intermediate econometrics course at the undergraduate level. I am convinced it is a mistake to start learning econometrics by first using the algebraic approach then the matrix approach. This only brings about confusion. This book is excellent as when one thinks hard through theoretical results it is much easier to get a good grasp of the empirical results one finds in applied work. I always consult this book first when I am a bit rusty in classical and special topics in econometrics. The book is not up to date to more modern econometrics such as cointegration and unit root analysis (those subjects don't exist in it).

Ethical Business Leadership: Balancing Theory and Practice (Advanced Studies in Theoretical and Applied Econometrics)

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Ethical Business Leadership: Balancing Theory and Practice (Advanced Studies in Theoretical and Applied Econometrics)
Sherwin Klein
Manufacturer: Peter Lang Publishing
ProductGroup: Book
Binding: Hardcover

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ASIN: 0820457108

Econometric Theory and Practice: Frontiers of Analysis and Applied Research

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Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 0521807239

Book Description

Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometrics, all of which Professor Phillips has directly influenced through his scholarly contribution as well as through his remarkable achievements as a teacher. The essays are organized to cover topics in higher-order asymptotics, deficient instruments, nonstationary, LAD and quantile regression, and nonstationary panels. These topics span both theoretical and applied approaches and are intended for use by professionals and advanced graduate students.

Econometric Modelling in Theory and Practice

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Econometric Modelling in Theory and Practice

Manufacturer: Springer
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ASIN: 9024725534

Econometrics in Theory and Practice: Festschrift for Hans Schneeweiss

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Econometrics in Theory and Practice: Festschrift for Hans Schneeweiss

Manufacturer: Springer-Verlag Telos
ProductGroup: Book
Binding: Hardcover

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ASIN: 3790811165

Book Description

This "Festschrift" is published to honour the academic career of Hans Schneeweiß, who celebrates his 65th birthday in Spring 1998. The individual chapters contain contributions by his friends and colleagues to the areas in which he himself has excelled and stimulated further research. Econometrics in Theory and Practice is a collection of survey articles and research papers from the field of theoretical and applied econometrics. It contains articles on errors-in-variables, decision theory and statistics which show the current status of research in these areas. The book addresses all those concerned with the topics mentioned in their own work.

The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

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The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

Manufacturer: Springer
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Arts & Economics: Analysis & Cultural Policy
Time and Space in Economics
The Economics of Casino Gambling

ASIN: 0387257543

Book Description

This completely restructured, updated third edition of the volume first published in 1992 provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

Much work has been done over the last four decades: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models, the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data are also explored, such as attrition, heterogeneity, selectivity bias, pseudo-panels etc. Recently, much work has been done about unit roots and co integration using panel data. Some other fields have also experienced a strong development such as the econometrics of policy evaluation and the analysis of qualitative and truncated dependent variable models, among others, which all are also discussed.

The third, enhanced edition provides a complete and up to date presentation of these theoretical developments as well as surveys about how these econometric tools are used to study firms and household’s behaviors and/or more macroeconomic phenomena such as economic growth. It contains sixteen entirely new chapters while the others have been largely revised to account for recent developments in the field.

Part I is concerned with the fundamentals of panel data econometrics, both linear and non linear; Part II deals with more advanced topics such as dynamic models, simultaneity and measurement errors, unit roots and co integration, incomplete panels and selectivity, duration and count models, etc. This volume also provides insights into the use of panel data in empirical studies. Part III deals with surveys in several major fields of applied economics, such as investment demand, foreign direct investment and international trade, production efficiency, labour supply, transitions on the labour market, etc. Six new chapters about R&D and innovation, wages, health economics, policy evaluation, growth empirics and the impact of monetary policy have been included.

Economics in Theory and Practice: An Eclectic Approach: Essays in Honor of F.G. Adams (Advanced Studies in Theoretical and Applied Econometrics)

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Economics in Theory and Practice: An Eclectic Approach: Essays in Honor of F.G. Adams (Advanced Studies in Theoretical and Applied Econometrics)

Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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Book Description

Leading experts in the analysis of ethnicity and indigenous rights explore the questions of why and how the circumstances of indigenous peoples are improving in some places of the world, while their human rights continue to be abused in others. Drawing on case studies from Asia, Africa, Australia, and the Americas, chapters explore how political organization, natural resource management, economic development, and conflicting definitions over cultural, linguistic, religious, and territorial identity have informed indigenous strategies for empowerment.

Combining rich ethnographic descriptions with clear theoretical analyses, At the Risk of Being Heard considers the paradoxical challenges and opportunities confronting indigenous peoples at the dawn of the twenty-first century. In the face of state-sanctioned violence, indigenous peoples encounter considerable risks when asserting their rights, especially to self-determination. Yet, if they remain silent or absent from new arenas of power, hiding in marginalized homelands or cultural practices, they risk being invisible to those allies that would aid them in their struggles for survival.

At the Risk of Being Heard offers needed insights for individuals working on issues of governance, sustainable development, resource management, globalization, and indigenous affairs. It will undoubtedly appeal to undergraduate and graduate students in anthropology, sociology, history, political science, peace studies, and to those students in courses that explore relationships among postcolonial states, indigenous peoples, and human rights.

Bartholomew Dean is Assistant Professor of Anthropology, University of Kansas. Jerome M. Levi is Associate Professor of Anthropology, Carleton College.

Book Description

A global movement against capitalism has taken root. It calls on us to reclaim our lives from the control of corporations. Anti-Capitalism explains why we need a socially controlled economy, what that means and how it could work. This book outlines a political strategy to take us towards that transformation. The changes required are politically revolutionary, but practically straightforward. The flexibility of the market can be combined with social control of the economy. What's more, the universal distrust of powerful institutions has now made room for the politics of economic democracy. Though about economics, the book demands no in-depth knowledge of the subject. It is aimed at students and activists who know there must be a better way of organizing the world, but are not sure what it is.

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