{"title":"Advanced Studies in Theoretical and Applied Econometrics","description":"\u003cp\u003eBücher aus der Reihe: Advanced Studies in Theoretical and Applied Econometrics\u003c\/p\u003e","products":[{"product_id":"seven-decades-of-econometrics-and-beyond-ebook","title":"Seven Decades of Econometrics and Beyond","description":"\u003cp\u003eAnalysis of Business Survey Data The Mannheim Years.- Predicting World Population with Endogenous Fertility and Uncertain Climate Change Reflections on Marc Nerlove s Parable of Firewood.- Re estimating Supply Elasticities of Selected Agricultural Commodities.- Discrete GamesA Historical Perspective.-\u003cstrong\u003e \u003c\/strong\u003eMeasuring Income Inequality and Distribution of Outcomes.- The Wizard of OZ Opportunity Zones Spatial Spillovers in Place Based Programs.- Churns and Uncertainties in Coping with Health Shocks without Health Insurance An Analysis Based on SIPP Panels over 2009 2016.- Output ConvergenceTo What and How Fast.- On Pooling Machine Learning Panel Data Regressions.- Estimating Dynamic Binary Choice Models with Higher Order Network Effects.-\u003cstrong\u003e \u003c\/strong\u003eHorizontal or Vertical Regression to Construct Counterfactuals.-\u003cstrong\u003e \u003c\/strong\u003eNonparametric Correlated Random Effects Models.-\u003cstrong\u003e \u003c\/strong\u003eThe Correlated Random Effects GMM lev Estimatio Monte Carlo Evidence and Empirical Applications.- Serial Correlation in the One way and Two way Error Components Models and their Estimation using Whittles Approximate Maximum Likelihood Method.- Dynamic Heterogeneous Linear Models for Three level Panel Data.- The Basics of the Mundlak and Chamberlain Projections.-\u003cstrong\u003e \u003c\/strong\u003eAn Algebraic Equivalence between Generalized Fixed Effects and a Generalized Mundlak Regression with Applications to Heterogeneous Trends.- Simulation based Finite Sample Tests in Simultaneous Equations.- Dynamic Log Linear Probability Models with Interaction.\u003c\/p\u003e","brand":"Badi H. Baltagi","offers":[{"title":"Default Title","offer_id":53651394527559,"sku":"9783031926990","price":160.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0920\/5455\/2903\/files\/seven-decades-of-econometrics-and-beyond-ebook-cover.webp?v=1775335638"},{"product_id":"advances-in-applied-econometrics-ebook","title":"Advances in Applied Econometrics","description":"\u003cp\u003eChapter 1. Introduction.- Chapter 2. Robust Dynamic Space–time Panel Data Models Using εε-contamination: An Application to Crop Yields and Climate Change.- Chapter 3. Unbiased Estimation of the OLS Covariance Matrix When the Errors are Clustered.- Chapter 4. Refined GMM Estimators for Simultaneous Equations Models with Network Interactions.- Chapter 5. Identification and Estimation of Categorical Random Coefficient Models.- Chapter 6. Dynamic Panel GMM Estimators with Improved Finite Sample Properties using Parametric Restrictions for Dimension Reduction.- Chapter 7. Testing for Correlation Between the Regressors and Factor Loadings in Heterogeneous Panels with Interactive Effects.- Chapter 8. Assessing the Impacts of Pandemic and the Increase in Minimum Down Payment Rate on Shanghai Housing Prices.- Chapter 9. A Simple, Robust Test for Choosing the Level of Fixed Effects in Linear Panel Data Models.- Chapter 10. Internal Adjustment Costs of Firm-specific Factors and the Neoclassical Theory of the Firm.- Chapter 11. Proportional Incremental Cost Probability Functions and Their Frontiers.- Chapter 12. Hotelling Tubes, Confidence Bands and Conformal Inference.- Chapter 13. Indirect Inference Estimation of Stochastic Production Frontier Models With Skew-normal Noise.- Chapter 14. The Noise Error Component in Stochastic Frontier Analysis.- Chapter 15. An Alternative Corrected Ordinary Least Squares Estimator for the Stochastic Frontier Model.- Chapter 16. Likelihood-based Inference for Dynamic Panel Data Models.- Chapter 17. Approximating Long-memory Processes With Low-order Autoregressions: Implications for Modeling Realized Volatility.- Chapter 18. Does Climate Change Affect Economic Data?.- Chapter 19. Information Loss in Volatility Measurement With Flat Price Trading.- Chapter 20. Forecasting in the Presence of in-sample and Out-of-sample Breaks.- Chapter 21. Multivariate Models of Commodity Futures Markets: A Dynamic Copula Approach.- Chapter 22. Generalized Kernel Regularized Least Squares Estimator With Parametric Error Covariance.- Chapter 23. Predicting Binary Outcomes Based on the Pair-copula Construction.- Chapter 24. Public Subsidies and Innovation: a Doubly Robust Machine Learning Approach Leveraging Deep Neural Networks.- Chapter 25. DS-HECK: Double-lasso Estimation of Heckman Selection Model.- Chapter 26. Simultaneity in Binary Outcome Models with an Application to Employment for Couples.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e","brand":"Subal C. Kumbhakar","offers":[{"title":"Default Title","offer_id":53653322760519,"sku":"9783031483851","price":128.39,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0920\/5455\/2903\/files\/advances-in-applied-econometrics-ebook-cover.webp?v=1775397252"}],"url":"https:\/\/www.cinebuch.de\/collections\/advanced-studies-in-theoretical-and-applied-econometrics.oembed","provider":"CineBuch","version":"1.0","type":"link"}