Search Results: microeconometrics-using-stata-revised-edition

Microeconometrics Using Stata, Revised Edition

Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Stata Press

ISBN: 9781597180733

Category: Mathematics

Page: 706

View: 4226

A complete and up-to-date survey of microeconometric methods available in Stata, Microeconometrics Using Stata, Revised Edition is an outstanding introduction to microeconometrics and how to execute microeconometric research using Stata. It covers topics left out of most microeconometrics textbooks and omitted from basic introductions to Stata. This revised edition has been updated to reflect the new features available in Stata 11 that are useful to microeconomists. Instead of using mfx and the user-written margeff commands, the authors employ the new margins command, emphasizing both marginal effects at the means and average marginal effects. They also replace the xi command with factor variables, which allow you to specify indicator variables and interaction effects. Along with several new examples, this edition presents the new gmm command for generalized method of moments and nonlinear instrumental-variables estimation. In addition, the chapter on maximum likelihood estimation incorporates enhancements made to ml in Stata 11. Throughout the book, the authors use simulation methods to illustrate features of the estimators and tests described and provide an in-depth Stata example for each topic discussed. They also show how to use Stata’s programming features to implement methods for which Stata does not have a specific command. The unique combination of topics, intuitive introductions to methods, and detailed illustrations of Stata examples make this book an invaluable, hands-on addition to the library of anyone who uses microeconometric methods.

Microeconometrics using Stata

Author: Adrian Colin Cameron,P. K. Trivedi

Publisher: Statacorp Lp

ISBN: 9781597180481

Category: Business & Economics

Page: 692

View: 8864

An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata'真s programming features to implement methods for which Stata does not have a specific command.Multi/Card Deck Copy

Microeconometrics

Methods and Applications

Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Cambridge University Press

ISBN: 1139444867

Category: Business & Economics

Page: N.A

View: 2088

This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.

An Introduction to Modern Econometrics Using Stata

Author: Christopher F. Baum

Publisher: Stata Press

ISBN: 1597180130

Category: Business & Economics

Page: 341

View: 6097

Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata. As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the multiple linear regression model, linear and nonlinear Wald tests, constrained least-squares estimation, Lagrange multiplier tests, and hypothesis testing of nonnested models. Subsequent chapters center on the consequences of failures of the linear regression model's assumptions. The book also examines indicator variables, interaction effects, weak instruments, underidentification, and generalized method-of-moments estimation. The final chapters introduce panel-data analysis and discrete- and limited-dependent variables and the two appendices discuss how to import data into Stata and Stata programming. Presenting many of the econometric theories used in modern empirical research, this introduction illustrates how to apply these concepts using Stata. The book serves both as a supplementary text for undergraduate and graduate students and as a clear guide for economists and financial analysts.

e-Study Guide for: Microeconometrics Using Stata, Revised Edition by A. Colin Cameron, ISBN 9781597180733

Author: Cram101 Textbook Reviews

Publisher: Cram101 Textbook Reviews

ISBN: 1478432500

Category: Education

Page: 40

View: 7639

Never Highlight a Book Again! Just the FACTS101 study guides give the student the textbook outlines, highlights, practice quizzes and optional access to the full practice tests for their textbook.

Microeconometrics Using Stata, Revised Edition

Economics, Mathematical and quantitative methods (economics)

Author: CTI Reviews

Publisher: Cram101 Textbook Reviews

ISBN: 147845797X

Category: Education

Page: 50

View: 2309

Facts101 is your complete guide to Microeconometrics Using Stata, Revised Edition. In this book, you will learn topics such as as those in your book plus much more. With key features such as key terms, people and places, Facts101 gives you all the information you need to prepare for your next exam. Our practice tests are specific to the textbook and we have designed tools to make the most of your limited study time.

Regression Analysis of Count Data

Author: A. Colin Cameron,Pravin K. Trivedi

Publisher: Cambridge University Press

ISBN: 1107014166

Category: Business & Economics

Page: 596

View: 6243

This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.

An Introduction to Survival Analysis Using Stata, Second Edition

Author: Mario Cleves

Publisher: Stata Press

ISBN: 1597180416

Category: Computers

Page: 372

View: 2137

An Introduction to Survival Analysis Using Stata, Third Edition provides the foundation to understand various approaches for analyzing time-to-event data. It is not only a tutorial for learning survival analysis but also a valuable reference for using Stata to analyze survival data. Although the book assumes knowledge of statistical principles, simple probability, and basic Stata, it takes a practical, rather than mathematical, approach to the subject. This updated third edition highlights new features of Stata 11, including competing-risks analysis and the treatment of missing values via multiple imputation. Other additions include new diagnostic measures after Cox regression, Stata's new treatment of categorical variables and interactions, and a new syntax for obtaining prediction and diagnostics after Cox regression. After reading this book, you will understand the formulas and gain intuition about how various survival analysis estimators work and what information they exploit. You will also acquire deeper, more comprehensive knowledge of the syntax, features, and underpinnings of Stata's survival analysis routines.

Econometric Analysis of Cross Section and Panel Data

Author: Jeffrey M Wooldridge

Publisher: MIT Press

ISBN: 0262232588

Category: Business & Economics

Page: 1064

View: 9654

Introduction -- Conditional expectations and related concepts in econometrics -- Basic asymptotic theory -- Single-equation linear model and ordinary least squares estimation -- Instrumental variables estimation of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and generalized least squares -- System estimation by instrumental variables -- Simultaneous equations models -- Basic linear unobserved effects panel data models -- More topics in linear unobserved effects models -- M-estimation, nonlinear regression, and quantile regression -- Maximum likelihood methods -- Generalized method of moments and minimum distance estimation -- Binary response models -- Multinomial and ordered response models -- Corner solution responses -- Count, fractional, and other nonnegative responses -- Censored data, sample selection, and attrition -- Stratified sampling and cluster sampling -- Estimating average treatment effects -- Duration analysis.

Data Management Using Stata

A Practical Handbook

Author: Michael N. Mitchell

Publisher: Stata Press

ISBN: N.A

Category: Mathematics

Page: 387

View: 996

Using simple language and illustrative examples, this book comprehensively covers data management tasks that bridge the gap between raw data and statistical analysis. Rather than focus on clusters of commands, the author takes a modular approach that enables readers to quickly identify and implement the necessary task without having to access background information first. Each section in the chapters presents a self-contained lesson that illustrates a particular data management task via examples, such as creating data variables and automating error checking. The text also discusses common pitfalls and how to avoid them and provides strategic data management advice. Ideal for both beginning statisticians and experienced users, this handy book helps readers solve problems and learn comprehensive data management skills.

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata

Author: Subal C. Kumbhakar,Hung-Jen Wang,Alan P. Horncastle

Publisher: Cambridge University Press

ISBN: 1316194493

Category: Business & Economics

Page: N.A

View: 2807

A Practitioner's Guide to Stochastic Frontier Analysis Using Stata provides practitioners in academia and industry with a step-by-step guide on how to conduct efficiency analysis using the stochastic frontier approach. The authors explain in detail how to estimate production, cost, and profit efficiency and introduce the basic theory of each model in an accessible way, using empirical examples that demonstrate the interpretation and application of models. This book also provides computer code, allowing users to apply the models in their own work, and incorporates the most recent stochastic frontier models developed in academic literature. Such recent developments include models of heteroscedasticity and exogenous determinants of inefficiency, scaling models, panel models with time-varying inefficiency, growth models, and panel models that separate firm effects and persistent and transient inefficiency. Immensely helpful to applied researchers, this book bridges the chasm between theory and practice, expanding the range of applications in which production frontier analysis may be implemented.

An Introduction to Stata Programming, Second Edition

Author: Christopher F. Baum

Publisher: Stata Press

ISBN: 9781597181501

Category: Computers

Page: 412

View: 5315

In this second edition of An Introduction to Stata Programming, the author introduces concepts by providing the background and importance for the topic, presents common uses and examples, then concludes with larger, more applied examples referred to as "cookbook recipes." This is a great reference for anyone who wants to learn Stata programming. For those learning, the author assumes familiarity with Stata and gradually introduces more advanced programming tools. For the more advanced Stata programmer, the book introduces Stata's Mata programming language and optimization routines.

Health Econometrics Using Stata

Author: Partha Deb,Edward C. Norton,Willard Graham Manning (Jr.)

Publisher: N.A

ISBN: 9781597182287

Category: Medical care

Page: 264

View: 3023

Health Econometrics Using Stata by Partha Deb, Edward C. Norton, and Willard G. Manning provides an excellent overview of the methods used to analyze data on healthcare expenditure and use. Aimed at researchers, graduate students, and practitioners, this book introduces readers to widely used methods, shows them how to perform these methods in Stata, and illustrates how to interpret the results. Each method is discussed in the context of an example using an extract from the Medical Expenditure Panel Survey. After the overview chapters, the book provides excellent introductions to a series of topics aimed specifically at those analyzing healthcare expenditure and use data. The basic topics of linear regression, the generalized linear model, and log and Box-Cox models are covered with a tight focus on the problems presented by these data. Using this foundation, the authors cover the more advanced topics of models for continuous outcome with mass points, count models, and models for heterogeneous effects. Finally, they discuss endogeneity and how to address inference questions using data from complex surveys. The authors use their formidable experience to guide readers toward useful methods and away from less recommended ones. Their discussion of "health econometric myths" and the chapter presenting a framework for approaching health econometric estimation problems are especially useful for this aspect.

Introduction to Time Series using Stata

Author: Sean Becketti

Publisher: Stata Press

ISBN: 9781597181327

Category: Mathematics

Page: 741

View: 5128

Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

Regression Models for Categorical Dependent Variables Using Stata, Second Edition

Author: J. Scott Long,Jeremy Freese

Publisher: Stata Press

ISBN: 1597180114

Category: Computers

Page: 527

View: 9747

After reviewing the linear regression model and introducing maximum likelihood estimation, Long extends the binary logit and probit models, presents multinomial and conditioned logit models and describes models for sample selection bias.

Financial Econometrics Using Stata

Author: Simona Boffelli,Giovanni Urga

Publisher: Stata Press

ISBN: 9781597182140

Category:

Page: N.A

View: 7696

Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples.

A Gentle Introduction to Stata, Second Edition

Author: Alan C. Acock

Publisher: Stata Press

ISBN: 1597180432

Category: Computers

Page: 333

View: 5944

Updated to reflect the new features of Stata 11, A Gentle Introduction to Stata, Third Edition continues to help new Stata users become proficient in Stata. After reading this introductory text, you will be able to enter, build, and manage a data set as well as perform fundamental statistical analyses. New to the Third Edition A new chapter on the analysis of missing data and the use of multiple-imputation methods Extensive revision of the chapter on ANOVA Additional material on the application of power analysis The book covers data management; good work habits, including the use of basic do-files; basic exploratory statistics, including graphical displays; and analyses using the standard array of basic statistical tools, such as correlation, linear and logistic regression, and parametric and nonparametric tests of location and dispersion. Rather than splitting these topics by their Stata implementation, the material on graphics and postestimation are woven into the text in a natural fashion. The author teaches Stata commands by using the menus and dialog boxes while still stressing the value of do-files. Each chapter includes exercises and real data sets are used throughout.

French Renaissance Monarchy

Francis I & Henry II

Author: R. J. Knecht

Publisher: Routledge

ISBN: 1317888790

Category: History

Page: 156

View: 7853

First published in 1984, Professor Knecht's study quickly established itself as the best short account of the period. The reigns of Francis I and Henry II, spanning the first half of the sixteenth century, are one of the most colourful and formative periods of French history. In addition to examining the nature and effectiveness of their reigns, Professor Knecht also examines their foreign policies which brought them into conflict with other major powers. For this new edition the author has added a new chapter on patronage and the arts.

A Visual Guide to Stata Graphics, Second Edition

Author: Michael N. Mitchell

Publisher: Stata Press

ISBN: 1597180394

Category: Computers

Page: 471

View: 1846

Whether you are new to Stata graphics or a seasoned veteran, A Visual Guide to Stata Graphics, Second Edition will teach you how to use Stata to make publication-quality graphs that will stand out and enhance your statistical results. With over 900 illustrated examples and quick-reference tabs, this book quickly guides you to the information you need for creating and customizing high-quality graphs for any types of statistical data.

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