Similar Search Results

Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006

The book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It presents a wide range of commonly used models. The book...

Persistent link: https://www.econbiz.de/10013520518

Modern Econometric Analysis : Surveys on Recent Developments

Hübler, Olaf (contributor); Frohn, Jachim (contributor) - 2006

Traditional econometric analysis concentrate on classical methods which are far from suitable handling actual economic problems. Modern econometric analysis tries to develop approaches from an economic perspective. This book presents survey articles of the most important methods in econometrics....

Persistent link: https://www.econbiz.de/10013520671

Microeconometric Evaluation of Labour Market Policies

Caliendo, Marco (contributor) - 2006

The evaluation of labour market and other public policies has become increasingly important in recent years. In an era of tight government budgets, a thorough analysis of these measures is imperative. This book provides a comprehensive overview and assessment of the most relevant...

Persistent link: https://www.econbiz.de/10013520504

Random Regret-based Discrete Choice Modeling : A Tutorial

Chorus, Caspar G. - 2012

?Introduction -- A Random Regret Minimization-based discrete choice model -- Empirical application of Random Regret Minimization-models -- Applicability of Random Regret Minimization-models -- Selection of recent developments in RRM-modeling

Persistent link: https://www.econbiz.de/10014015856

Econometric Evaluation of Socio-Economic Programs : Theory and Applications

Cerulli, Giovanni - 2015

Preface -- 1 An Introduction to the Econometrics of Program Evaluation -- 2 Methods Based on Selection on Observables -- 3 Methods Based on Selection on Unobservables -- 4 Local Average Treatment Effect and Regression-Discontinuity-Design.

Persistent link: https://www.econbiz.de/10014019847

A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues

Genser, Michael (contributor) - 2006

advanced economic settings or to price derivatives on corporate securities. Numerical examples make the theory easily …

Persistent link: https://www.econbiz.de/10013520503

Empirical Techniques in Finance

Bhar, Ramaprasad - 2005

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

Persistent link: https://www.econbiz.de/10014014047

The Basel II Risk Parameters : Estimation, Validation, Stress Testing - with Applications to Loan Risk Management

Engelmann, Bernd - 2011

Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios -- Transition Matrices: Properties and Estimation Methods -- A...

Persistent link: https://www.econbiz.de/10014015277

Consumer Demand in the United States : Prices, Income, and Consumption Behavior

Taylor, Lester D. - 2010

Preliminaries -- and Overview -- Demand Theory Under Review -- Quantile Regression: A Robust Alternative to Least … the emerging connection between neuroscience and consumer behavior, integrating the economic literature on demand theory … resource for any researcher, student or professional economist working on consumer behavior or demand theory, as well as …

Persistent link: https://www.econbiz.de/10013521285

Financial Risk Management with Bayesian Estimation of GARCH Models : Theory and Applications

Ardia, David (contributor) - 2008

This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk management. The study of these models from a Bayesian viewpoint is relatively recent and can be considered very promising due to the advantages of the Bayesian approach, in...

Persistent link: https://www.econbiz.de/10013520959