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Advances in Contemporary Statistics and Econometrics

Author : Abdelaati Daouia

Publisher : Springer Nature

Page : 713 pages

File Size : 25,89 MB

Release : 2021-06-14

Category : Mathematics

ISBN : 3030732495

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Book Description

This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective disciplines and their intersections. It addresses nonparametric statistics and econometrics, quantiles and expectiles, and advanced methods for complex data, including spatial and compositional data, as well as tools for empirical studies in economics and the social sciences. The book was written in honor of Christine Thomas-Agnan on the occasion of her 65th birthday. Given its scope, it will appeal to researchers and PhD students in statistics and econometrics alike who are interested in the latest developments in their field.



Contributions to Modern Econometrics

Author : Ingo Klein

Publisher : Springer Science & Business Media

Page : 285 pages

File Size : 50,3 MB

Release : 2013-06-29

Category : Business & Economics

ISBN : 1475736029

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Book Description

The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, it has become a rather comprehensive discipline concemed with the development of statistical methods and their application to the whole spectrum of economic data. This development becomes apparent when looking at the biography of an econometrician whose illustrious research and teaching career started about thirty-five years ago and who will retire very soon after his 65th birthday. This is Gerd Hansen, professor of econometrics at the Christian Albrechts University at Kiel and to whom this volume with contributions from colleagues and students has been dedicated. He has shaped the econometric landscape in and beyond Germany throughout these thirty-five years. At the end of the 1960s he developed one of the first econometric models for the German econ omy which adhered c10sely to the traditions put forth by the Cowles commission.



Contributions to Econometrics

Author : John Denis Sargan

Publisher : CUP Archive

Page : 314 pages

File Size : 35,79 MB

Release : 1988-06-16

Category : Business & Economics

ISBN : 9780521342643

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Statistics and Econometrics

Author : Orley Ashenfelter

Publisher :

Page : 328 pages

File Size : 32,23 MB

Release : 2003

Category : Business & Economics

ISBN :

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Book Description

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are critical to practical application econometrics.



Statistics of Extremes

Author : Jan Beirlant

Publisher : John Wiley & Sons

Page : 522 pages

File Size : 38,50 MB

Release : 2006-03-17

Category : Mathematics

ISBN : 0470012374

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Book Description

Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.



Henri Theil’s Contributions to Economics and Econometrics

Author : B. Raj

Publisher : Springer Science & Business Media

Page : 583 pages

File Size : 44,67 MB

Release : 2012-12-06

Category : Business & Economics

ISBN : 9401125465

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Book Description

PREFACE TO THE COLLECTION PREAMBLE The editors are pleased to present a selection of Henri Theil's contributions to economics and econometrics in three volumes. In Volume I we have provided an overview of Theil's contributions, a brief biography, an annotated bibliography of his research, and a selection of published and unpublished articles and chapters in books dealing with topics in econometrics. Volume IT contains Theil's contributions to demand analysis and information theory. Volume ITI includes Theil's contributions in economic policy and forecasting, and management science. The selection of articles is intended to provide examples of Theil's many seminal and pathbreaking contributions to economics in such areas as econometrics, statistics, demand analysis, information theory, economic policy analysis, aggregation theory, forecasting, index numbers, management science, sociology, operations research, higher education and much more. The collection is also intended to serve as a tribute to him on the occasion of his 67th birthday.! These three volumes also highlight some of Theil's contributions and service to the profession as a leader, advisor, administrator, teacher, and researcher. Theil's contributions, which encompass many disciplines, have been extensively cited both in scientific and professional journals. These citations often place Theil among the top 10 researchers (ranked according to number of times cited) in the world in various disciplines.



Econometric Analysis of Health Data

Author : Andrew M. Jones

Publisher : John Wiley & Sons

Page : 252 pages

File Size : 23,38 MB

Release : 2002-05-17

Category : Medical

ISBN : 9780470841457

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Book Description

Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selected from papers presented at the European Workshops on Econometrics and Health Economics and published in Health Economics. Topics covered include: * Latent Variables * Unobservable heterogeneity and selection problems * Count data and survival analysis * Flexible and semiparametric estimators for limited dependent variables * Classical and simulation methods for panel data * Publication marks the tenth anniversary of the Workshop series. Doctoral students and researchers in health economics and microeconomics will find this book invaluable. Researchers in related fields such as labour economics and biostatistics will also find the content of use.



Exploring Research Frontiers in Contemporary Statistics and Econometrics

Author : Ingrid Van Keilegom

Publisher : Springer Science & Business Media

Page : 276 pages

File Size : 40,10 MB

Release : 2011-09-15

Category : Mathematics

ISBN : 379082349X

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Book Description

This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data. This book collects contributions written by well-known statisticians and econometricians to acknowledge Léopold Simar’s far-reaching scientific impact on Statistics and Econometrics throughout his career. The papers contained herein were presented at a conference in Louvain-la-Neuve in May 2009 in honor of his retirement. The contributions cover a broad variety of issues surrounding frontier estimation, which Léopold Simar has contributed much to over the past two decades, as well as related issues such as semiparametric regression and models for censored data.



Complete and Incomplete Econometric Models

Author : John Geweke

Publisher : Princeton University Press

Page : 176 pages

File Size : 39,77 MB

Release : 2010-02-08

Category : Business & Economics

ISBN : 1400835240

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Book Description

Econometric models are widely used in the creation and evaluation of economic policy in the public and private sectors. But these models are useful only if they adequately account for the phenomena in question, and they can be quite misleading if they do not. In response, econometricians have developed tests and other checks for model adequacy. All of these methods, however, take as given the specification of the model to be tested. In this book, John Geweke addresses the critical earlier stage of model development, the point at which potential models are inherently incomplete. Summarizing and extending recent advances in Bayesian econometrics, Geweke shows how simple modern simulation methods can complement the creative process of model formulation. These methods, which are accessible to economics PhD students as well as to practicing applied econometricians, streamline the processes of model development and specification checking. Complete with illustrations from a wide variety of applications, this is an important contribution to econometrics that will interest economists and PhD students alike.