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This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models, and gives the conditions under which parameters of interest can be consistently estimated despite misspecification, and the consequences of misspecification, for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. Although the theory presented in the book is motivated by econometric problems, its applicability is by no means restricted to economics. Subject to defined limitations, the theory applies to any scientific context in which statistical analysis is conducted using approximate models.
Quantitative methods (economics) --- Econometric models. --- Modèles économétriques --- Econometric models --- 330.115.001.57 --- 330.015195 --- Econometrics --- Mathematical models --- Econometrische modellen. Simulatiemodellen --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Modèles économétriques --- Business, Economy and Management --- Economics
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Stochastic processes --- Quantitative methods (economics) --- Econometrics --- Econometric models --- Logits --- Regression analysis --- Econométrie --- Modèles économétriques --- Analyse de régression --- Econometric models. --- Logits. --- 330.115 --- Logit transformation --- Biomathematics --- Logarithms --- Transformations (Mathematics) --- Mathematical models --- Econometrie --- 330.115 Econometrie --- Econométrie --- Modèles économétriques --- Analyse de régression --- ECONOMETRIE --- ANALYSE MULTIVARIEE --- MODELE LOGIT --- VARIABLES CATEGORIELLES
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The Econometric Society holds a World Congress every five years. The programme of these congresses has traditionally included a series of invited symposia, where speakers survey important recent advances in economic theory and econometrics. These two volumes, with their focus on econometrics, and their companion volume on economic theory, contain papers delivered at the Fifth World Congress held in 1985. Designed to make material accessible to a general audience of economists, these papers should be helpful to anyone with training in economics who wishes to follow ideas and tendencies in the subject. Advances in Econometrics: Fifth World Congress, Volumes I and II, edited by Professor Truman F. Bewley of Yale University, include a wide variety of topics, comprising empirical and policy oriented subjects as well as theoretical and methodological ones.
Econometrics --- Econometric models --- Econométrie --- Modèles économétriques --- Congresses --- Congrès --- 330.115 --- Econometrie --- -Econometrics --- -Economics, Mathematical --- Statistics --- Mathematical models --- Congresses. --- -Econometrie --- 330.115 Econometrie --- -330.115 Econometrie --- Economics, Mathematical --- Econométrie --- Modèles économétriques --- Congrès --- Quantitative methods (economics) --- Business, Economy and Management --- Economics --- Econometrics - Congresses --- Econometric models - Congresses --- -Congresses
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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.
330.115 --- AA / International- internationaal --- 303.8 --- Microeconomics --- -338.5015195 --- Price theory --- 330.115 Econometrie --- Econometrie --- Econometrische behandeling van een onderwerp. --- Econometric models --- 338.5015195 --- Economics --- Econometrische behandeling van een onderwerp --- Quantitative methods (economics) --- Econometric models. --- Microéconomie --- Modèles économétriques --- Micro-economie --- Kwantitatieve methoden (economie) --- Econometrics. --- Économétrie --- Microeconomics - Econometric models --- Économétrie --- Microeconometrie
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Economic geography --- Quantitative methods (economics) --- Space in economics --- Regional economics --- Espace (Economie politique) --- Economie régionale --- Econometric models --- Modèles économétriques --- 711.2 --- 330.115 --- Regionale planologie. Streekplannen. B P A , beperkt plan van aanleg --- Econometrie --- Ruimtelijke planning en ruimtelijk ontwerp --- Econometric models. --- Methoden en technieken --- 330.115 Econometrie --- 711.2 Regionale planologie. Streekplannen. B P A , beperkt plan van aanleg --- Methoden en technieken. --- Economie régionale --- Modèles économétriques --- Spatial economics --- Economics --- Regional planning --- Regionalism
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Mathematical statistics --- Quantitative methods (economics) --- Econometric models --- Economics --- Time-series analysis --- Modèles économétriques --- Economie politique --- Série chronologique --- Statistical methods --- Méthodes statistiques --- Econometric models. --- Time-series analysis. --- Cointegration. --- Statistical methods. --- 330.115 --- Econometrics models --- -Time-series analysis --- Cointegration --- 330.015195 --- Econometrics --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Probabilities --- Economic theory --- Political economy --- Social sciences --- Economic man --- Econometrie --- 330.115 Econometrie --- Modèles économétriques --- Série chronologique --- Méthodes statistiques --- Economic statistics --- Mathematical models --- Economics - Statistical methods.
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Mathematical statistics --- Econometric models --- Time-series analysis --- Modèles économétriques --- Série chronologique --- Econometric models. --- Time-series analysis. --- Econometrics. --- 519.246 --- 330.115 --- Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Econometrie --- Econometrics --- 330.115 Econometrie --- 519.246 Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Modèles économétriques --- Série chronologique
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Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes.
Quantitative methods (economics) --- Econometric models. --- Econometric models --- 330.015195 --- 305.970 --- 305.971 --- AA / International- internationaal --- 330.115 --- Econometrics --- Mathematical models --- 330.115 Econometrie --- Econometrie --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Econometrics. --- E-books --- Economics, Mathematical --- Statistics --- Modèles économétriques --- Statistique --- Modèles économétriques --- Économétrie
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AA / International- internationaal --- 303.6 --- 305.971 --- 303.3 --- Econometric models --- 330.015195 --- Econometrics --- Mathematical models --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Speciale gevallen in econometrische modelbouw. --- Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek). --- Econometric models. --- Modèles économétriques --- Modèles économétriques --- Quantitative methods (economics) --- Waarschijnlijkheid. Probabiliteit. Nauwkeurigheid. Residuals: measurement and specification (wiskundige statistiek) --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Speciale gevallen in econometrische modelbouw
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