Patrick Sevestre – författare
Visar alla böcker från författaren Patrick Sevestre. Handla med fri frakt och snabb leverans.
4 produkter
4 produkter
Inbunden, Engelska, 2008
4 192 kr
Skickas inom 10-15 vardagar
Indeed, our ability to estimate and test nonlinear models have dramatically improved and issues such as the unobserved heterogeneity in nonlinear models, attrition and selectivity bias have received considerable attention.
Häftad, Engelska, 2016
4 070 kr
Skickas inom 10-15 vardagar
Indeed, our ability to estimate and test nonlinear models have dramatically improved and issues such as the unobserved heterogeneity in nonlinear models, attrition and selectivity bias have received considerable attention.
Häftad, Engelska, 2011
1 659 kr
Skickas inom 10-15 vardagar
Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.
Häftad, Engelska, 2011
1 659 kr
Skickas inom 10-15 vardagar
The aim of this volume is to provide 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. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.