More Books:

Micro-Econometrics
Language: en
Pages: 770
Authors: Myoung-jae Lee
Categories: Business & Economics
Type: BOOK - Published: 2009-09-28 - Publisher: Springer Science & Business Media

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
Matching, Regression Discontinuity, Difference in Differences, and Beyond
Language: en
Pages: 257
Authors: Myoung-jae Lee
Categories: Business & Economics
Type: BOOK - Published: 2016 - Publisher: Oxford University Press

Machine generated contents note: -- Chapter 1: Basics of Treatment Effect Analysis -- Chapter 2: Matching -- Chapter 3: Non-Matching and Sample Selection -- Chapter 4: Regression Discontinuity (RD) -- Chapter 5: Difference in Differences (DD) -- Chapter 6: Triple Difference (TD) and Beyond -- Appendix -- Online GAUSS Programs
The Oxford Handbook of Panel Data
Language: en
Pages: 683
Authors: Badi Hani Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2015 - Publisher: Oxford Handbooks

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the
Missing Data Methods
Language: en
Pages: 450
Authors: David M. Drukker
Categories: Business & Economics
Type: BOOK - Published: 2011-11-23 - Publisher: Emerald Group Publishing

Contains 16 chapters authored by specialists in the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; and, Consistent Estimation and Orthogonality.
The Econometrics of Multi-dimensional Panels
Language: en
Pages: 456
Authors: Laszlo Matyas
Categories: Business & Economics
Type: BOOK - Published: 2017-07-26 - Publisher: Springer

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis