Studies in Applied Econometrics [electronic resource] /

Studies in Applied Econometrics [electronic resource] /

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This book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.

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Main Authors: Schneeweiß, Hans. editor., Zimmermann, Klaus F. editor., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: Heidelberg : Physica-Verlag HD, 1993
Subjects:Business., Management science., Economic theory., Economics., Economic Theory/Quantitative Economics/Mathematical Methods., Business and Management, general.,
Online Access:http://dx.doi.org/10.1007/978-3-642-51514-9
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id KOHA-OAI-TEST:184601
record_format koha
institution COLPOS
collection Koha
country México
countrycode MX
component Bibliográfico
access En linea
En linea
databasecode cat-colpos
tag biblioteca
region America del Norte
libraryname Departamento de documentación y biblioteca de COLPOS
language eng
topic Business.
Management science.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business and Management, general.
Business.
Management science.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business and Management, general.
spellingShingle Business.
Management science.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business and Management, general.
Business.
Management science.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business and Management, general.
Schneeweiß, Hans. editor.
Zimmermann, Klaus F. editor.
SpringerLink (Online service)
Studies in Applied Econometrics [electronic resource] /
description This book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.
format Texto
topic_facet Business.
Management science.
Economic theory.
Economics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business and Management, general.
author Schneeweiß, Hans. editor.
Zimmermann, Klaus F. editor.
SpringerLink (Online service)
author_facet Schneeweiß, Hans. editor.
Zimmermann, Klaus F. editor.
SpringerLink (Online service)
author_sort Schneeweiß, Hans. editor.
title Studies in Applied Econometrics [electronic resource] /
title_short Studies in Applied Econometrics [electronic resource] /
title_full Studies in Applied Econometrics [electronic resource] /
title_fullStr Studies in Applied Econometrics [electronic resource] /
title_full_unstemmed Studies in Applied Econometrics [electronic resource] /
title_sort studies in applied econometrics [electronic resource] /
publisher Heidelberg : Physica-Verlag HD,
publishDate 1993
url http://dx.doi.org/10.1007/978-3-642-51514-9
work_keys_str_mv AT schneeweißhanseditor studiesinappliedeconometricselectronicresource
AT zimmermannklausfeditor studiesinappliedeconometricselectronicresource
AT springerlinkonlineservice studiesinappliedeconometricselectronicresource
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spelling KOHA-OAI-TEST:1846012018-07-30T23:06:21ZStudies in Applied Econometrics [electronic resource] / Schneeweiß, Hans. editor. Zimmermann, Klaus F. editor. SpringerLink (Online service) textHeidelberg : Physica-Verlag HD,1993.engThis book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.I: Methodological Developments -- Ordinal Variables in Microeconometric Models -- Goodness of Fit in Qualitative Choice Models: Review and Evaluation -- Testing for Causation Between Two Variables in Higher-Dimensional VAR Models -- The Reduced Form of Recursive Models: Asymptotic Properties -- II: Economic Applications -- Testing the Stationary Search Model -- Markup Differentials, Cost Flexibility, and Capacity Utilization in West-German Manufacturing -- Empirical Analysis of Optimal Firm Behaviour: Asymmetric Adjustment in Labour and Capital Demand in the Manufacturing Sector in the Netherlands and the U.K. -- Are Real Interest Rates Stable? An International Comparison.This book reports new developments in applied econometrics. All papers originated in two international workshops that were organized in the University of Munich on July 6-7, 1989, and on January 11 - 12, 1990. Financial support for these conferences by the University of Munich and the Thyssen Foundation is gratefully acknowledged. Since then all papers were substantially revised and updated. We wish to thank all authors for their patience with the revisions and Thomas Bauer, Lucie Merkle and Gisela Loos for editorial help. The ftrst section of the book collects contributions that address new "Methodological Developments". Two of them deal with problems in microeconometrics, the other two consider multi-equation systems. Martin Kukuk and Gerd Ronning treat "Ordinal Variables in Microeconometric Models". They especially deal with the case of limited-dependent variable models where some exogenous variables are either measured on an interval scale or a nominal scale. They discuss and compare two methods to deal with the problem. In his paper on "Goodness of Fit in Qualitative Choice Models: Review and Evaluation", Klaus F. Zimmermann investigates methods to summarize the predictive quality of models that deal with discrete alternatives. For these models, a widely accepted measure for evaluation like the R2, as in the case of ordinary least squares, does not exist. The paper summarizes the literature and suggests reasonable choices for evaluation on the basis of large-scale Monte Carlo investigations.Business.Management science.Economic theory.Economics.Economic Theory/Quantitative Economics/Mathematical Methods.Business and Management, general.Springer eBookshttp://dx.doi.org/10.1007/978-3-642-51514-9URN:ISBN:9783642515149

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