Theory of Incomplete Markets
| Author | : Michael Magill |
| Publisher | : MIT Press |
| Total Pages | : 566 |
| Release | : 2002 |
| Genre | : Business & Economics |
| ISBN | : 9780262632546 |
Theory of incompl. markets/M. Magill, M. Quinzii. - V.1.
Studies In Incomplete Econometric Models
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Structural Econometric Models
| Author | : Eugene Choo |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 447 |
| Release | : 2013-12-18 |
| Genre | : Business & Economics |
| ISBN | : 1783500530 |
This volume focuses on recent developments in the use of structural econometric models in empirical economics. The first part looks at recent developments in the estimation of dynamic discrete choice models. The second part looks at recent advances in the area empirical matching models.
Handbook of Econometrics
| Author | : |
| Publisher | : Elsevier |
| Total Pages | : 594 |
| Release | : 2020-11-25 |
| Genre | : Business & Economics |
| ISBN | : 0444636544 |
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Game-Theoretic Models of Bargaining
| Author | : Alvin E. Roth |
| Publisher | : Cambridge University Press |
| Total Pages | : 402 |
| Release | : 1985-11-29 |
| Genre | : Business & Economics |
| ISBN | : 0521267579 |
This book provides a comprehensive picture of the new developments in bargaining theory.
Complete and Incomplete Econometric Models
| Author | : John Geweke |
| Publisher | : Princeton University Press |
| Total Pages | : 176 |
| Release | : 2010-02-08 |
| Genre | : Business & Economics |
| ISBN | : 1400835240 |
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.
Research Handbook on Economic Models of Law
| Author | : Thomas J. Micell |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 383 |
| Release | : 2013-12-27 |
| Genre | : Law |
| ISBN | : 1781000158 |
øOne of the great successes of the law and economics movement has been the use of economic models to explain the structure and function of broad areas of law. The original contributions to this volume epitomize that tradition, offering state-of-the-art
Structural Econometric Modeling in Industrial Organization and Quantitative Marketing
| Author | : Ali Hortaçsu |
| Publisher | : Princeton University Press |
| Total Pages | : 281 |
| Release | : 2023-10-24 |
| Genre | : Business & Economics |
| ISBN | : 0691251002 |
A concise and rigorous introduction to widely used approaches in structural econometric modeling Structural econometric modeling specifies the structure of an economic model and estimates the model’s parameters from real-world data. Structural econometric modeling enables better economic theory–based predictions and policy counterfactuals. This book offers a primer on recent developments in these modeling techniques, which are used widely in empirical industrial organization, quantitative marketing, and related fields. It covers such topics as discrete choice modeling, demand modes, estimation of the firm entry models with strategic interactions, consumer search, and theory/empirics of auctions. The book makes highly technical material accessible to graduate students, describing key insights succinctly but without sacrificing rigor. • Concise overview of the most widely used structural econometric models • Rigorous and systematic treatment of the topics, emphasizing key insights • Coverage of demand estimation, estimation of static and dynamic game theoretic models, consumer search, and auctions • Focus on econometric models while providing concise reviews of relevant theoretical models
The Lagrange Multiplier Test and Its Applications to Model Specification
| Author | : Trevor Stanley Breusch |
| Publisher | : |
| Total Pages | : 52 |
| Release | : 1978 |
| Genre | : Statistical hypothesis testing |
| ISBN | : 9780909541552 |
The Future of Economic Design
| Author | : Jean-François Laslier |
| Publisher | : Springer Nature |
| Total Pages | : 507 |
| Release | : 2019-11-15 |
| Genre | : Business & Economics |
| ISBN | : 3030180506 |
This collection of essays represents responses by over eighty scholars to an unusual request: give your high level assessment of the field of economic design, as broadly construed. Where do we come from? Where do we go from here? The book editors invited short, informal reflections expressing deeply felt but hard to demonstrate opinions, unsupported speculation, and controversial views of a kind one might not normally risk submitting for review. The contributors – both senior researchers who have shaped the field and promising, younger researchers – responded with a diverse collection of provocative pieces, including: retrospective assessments or surveys of the field; opinion papers; reflections on critical points for the development of the discipline; proposals for the immediate future; "science fiction"; and many more. The readers should have fun reading these unusual pieces – as much as the contributors enjoyed writing them.
Econometric Models For Industrial Organization
| Author | : Matthew Shum |
| Publisher | : World Scientific |
| Total Pages | : 154 |
| Release | : 2016-12-14 |
| Genre | : Business & Economics |
| ISBN | : 981310967X |
Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.
