Large sample sieve estimation of semi-nonparametric models

X Chen - Handbook of econometrics, 2007 - Elsevier
Often researchers find parametric models restrictive and sensitive to deviations from the
parametric specifications; semi-nonparametric models are more flexible and robust, but lead …

Hedonic analysis of housing markets

S Sheppard - Handbook of regional and urban economics, 1999 - Elsevier
This chapter examines the hedonic analysis of housing markets. These techniques have
been widely applied in studies of the demand for housing attributes and environmental …

[图书][B] Statistika untuk penelitian pendidikan dan ilmu-ilmu sosial

HF Ismail - 2018 - books.google.com
Penulis merasakan mahasiswa belum mampu memahami teks-teks buku statistik secara
utuh. Sering pula terlihat mahasiswa masih kesulitan dalam memilih rumus statistik dalam …

[图书][B] Regression analysis of count data

AC Cameron, PK Trivedi - 2013 - books.google.com
" Introduction God made the integers, all the rest is the work of man.-Kronecker. This book is
concerned with models of event counts. An event count refers to the number of times an …

[图书][B] GARCH models: structure, statistical inference and financial applications

C Francq, JM Zakoian - 2019 - books.google.com
Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …

[引用][C] Microeconometrics: methods and applications

AC Cameron - Cambridge University, 2005 - books.google.com
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 …

Lag length selection and the construction of unit root tests with good size and power

S Ng, P Perron - Econometrica, 2001 - Wiley Online Library
It is widely known that when there are errors with a moving‐average root close to− 1, a high
order augmented autoregression is necessary for unit root tests to have good size, but that …

Research, innovation and productivi [ty: an econometric analysis at the firm level

B Crépon, E Duguet, J Mairessec - Economics of Innovation and …, 1998 - Taylor & Francis
This paper studies the links between productivity, innovation and research at the firm level.
We introduce three new features:(i) A structural model that explains productivity by …

[图书][B] Prospect theory: For risk and ambiguity

PP Wakker - 2010 - books.google.com
Prospect Theory: For Risk and Ambiguity, provides a comprehensive and accessible
textbook treatment of the way decisions are made both when we have the statistical …

Eliciting risk and time preferences

S Andersen, GW Harrison, MI Lau, EE Rutström - Econometrica, 2008 - Wiley Online Library
We design experiments to jointly elicit risk and time preferences for the adult Danish
population. Since subjects are generally risk averse, we find that joint elicitation provides …