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Microeconometrics and MATLAB: An Introduction
SPAR
kr 103
This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code.The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing.Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.
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This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code.The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing.Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.
Produktdetaljer
Sprog: Engelsk
Sider: 224
ISBN-13: 9780198754503
Indbinding: Paperback
Udgave:
ISBN-10: 0198754507
Kategori: Mikroøkonomi
Udg. Dato: 14 jan 2016
Længde: 15mm
Bredde: 156mm
Højde: 232mm
Oplagsdato: 14 jan 2016
Forfatter(e) Simon (Associate Professor of Economics Quinn, Damian (PhD student in Economics Clarke, Abi (Associate Professor of Economics Adams, Damian Clarke, Simon Quinn, Abi Adams


Kategori Mikroøkonomi


Sprog Engelsk


Indbinding Paperback


Sider 224


Udgave


Længde 15mm


Bredde 156mm


Højde 232mm

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GRATIS FRAGT
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