This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the general reader with the equivalent of a bachelor's degree in economics, statistics or some more technical field. It covers the standard tools of microeconometrics, OLS, instrumental variables, Heckman selection and difference in difference. In addition, it introduces bounds, factor models, mixture models and empirical Bayesian analysis. Key Features: Focuses on the assumptions underlying the algorithms rather than their statistical properties. Presents cutting-edge analysis of factor models and finite mixture models. Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately. Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems. Introduces R programming concepts throughout the book. Includes appendices that discuss some of the standard statistical concepts and R programming used in the book.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications.
From Dornbusch to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model
Cross-correlated Random Regression Coefficients: A Refinement and Some Supporting Evidence
Delusions of Dominance: A Critique of the Theory of Large-scale Industrial Dominance and of the Pretence of Government to "restructure"...
For courses in Applied Econometrics, Political Methodology, and Sociological Methods or a one-year graduate course in Econometrics for social scientists. This text introduces applied econometrics, and presents the theoretical background.
Indispensable à tous les étudiants en économétrie, quel que soit leur niveau, l'ouvrage de William Greene est La référence en la matière.
本教材是专为本科高年级和研究生低年级学生学习经济计量学所设计的一本初中级教材。该书列入“当代经济学系列丛书.当代经济学教学参考书系”, ...
MBA 专业精品教材。
本书内容包括:计量经济学导论,简单线性回归模型,区间估计和假设检验,多元回归模型,异方差等.
Chapter one provides some definitions, hypothesis test construction methods, and a description of techniques to be used and models to be studied.