The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Author: Jeffrey Racine
Publisher: Oxford University Press
Total Pages: 562
Release: 2014-04
Genre: Business & Economics
ISBN: 0199857946

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

Handbook of Econometrics

Handbook of Econometrics
Author: James Joseph Heckman
Publisher: Elsevier
Total Pages: 1013
Release: 2007
Genre: Econometrics
ISBN: 0444506314

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...

Handbook of Econometrics

Handbook of Econometrics
Author: Zvi Griliches
Publisher: Elsevier
Total Pages: 1013
Release: 1983
Genre: Business & Economics
ISBN: 0444887660

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.

Handbook of Econometrics

Handbook of Econometrics
Author: James J. Heckman
Publisher: Elsevier
Total Pages: 1013
Release: 2007-12-13
Genre: Business & Economics
ISBN: 0080556280

As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6B offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend.*Part of the renowned Handbooks in Economics Series*Updates and expands the exisiting Handbook of Econometrics volumes*An invaluable reference written by some of the world's leading econometricians.

Festschrift in Honor of Peter Schmidt

Festschrift in Honor of Peter Schmidt
Author: Robin C. Sickles
Publisher: Springer Science & Business Media
Total Pages: 417
Release: 2014-03-15
Genre: Business & Economics
ISBN: 1489980083

From the Introduction: This volume is dedicated to the remarkable career of Professor Peter Schmidt and the role he has played in mentoring us, his PhD students. Peter’s accomplishments are legendary among his students and the profession. Each of the papers in this Festschrift is a research work executed by a former PhD student of Peter’s, from his days at the University of North Carolina at Chapel Hill to his time at Michigan State University. Most of the papers were presented at The Conference in Honor of Peter Schmidt, June 30 - July 2, 2011. The conference was largely attended by his former students and one current student, who traveled from as far as Europe and Asia to honor Peter. This was a conference to celebrate Peter’s contribution to our contributions. By “our contributions” we mean the research papers that make up this Festschrift and the countless other publications by his students represented and not represented in this volume. Peter’s students may have their families to thank for much that is positive in their lives. However, if we think about it, our professional lives would not be the same without the lessons and the approaches to decision making that we learned from Peter. We spent our days together at Peter’s conference and the months since reminded of these aspects of our personalities and life goals that were enhanced, fostered, and nurtured by the very singular experiences we have had as Peter’s students. We recognized in 2011 that it was unlikely we would all be together again to celebrate such a wonderful moment in ours and Peter’s lives and pledged then to take full advantage of it. We did then, and we are now in the form of this volume.

Nonparametric Instrumental Regression

Nonparametric Instrumental Regression
Author: Serge Darolles
Publisher:
Total Pages: 0
Release: 2015
Genre:
ISBN:

The focus of the paper is the nonparametric estimation of an instrumental regression function f defined by conditional moment restrictions stemming from a structural econometric model: E [Y - f (Z) | W] = 0, and involving endogenous variables Y and Z and instruments W. The function f is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.

Econometric Models For Industrial Organization

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.

Complementarities and Collusion in an FCC Spectrum Auction

Complementarities and Collusion in an FCC Spectrum Auction
Author: Patrick L. Bajari
Publisher:
Total Pages: 68
Release: 2005
Genre: Auctions
ISBN:

We empirically study bidding in the C Block of the US mobile phone spectrum auctions. Spectrum auctions are conducted using a simultaneous ascending auction design that allows bidders to assemble packages of licenses with geographic complementarities. While this auction design allows the market to find complementarities, the auction might also result in an inefficient equilibrium. In addition, these auctions have equilibria where implicit collusion is sustained through threats of bidding wars. We estimate a structural model in order to test for the presence of complementarities and implicit collusion. The estimation strategy is valid under a wide variety of alternative assumptions about equilibrium in these auctions and is robust to potentially important forms of unobserved heterogeneity. We make suggestions about the design of future spectrum auctions.