Learning microeconometrics with R
著者
書誌事項
Learning microeconometrics with R
(The R series)(A Chapman & Hall book)
CRC Press, 2021
- : hbk
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注記
Includes bibliographical references (p. 357-362) and indexes
内容説明・目次
内容説明
Focuses on the assumptions underlying the algorithms rather than their statistical properties
Presents cutting-edge analysis of factor models and finite mixture models.
Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately
Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems
Introduces R programming concepts throughout the book.
Includes appendices that discuss many of the concepts introduced in the book, as well as measures of uncertainty in microeconometrics.
目次
I. Experiments.
1. Ordinary Least Squares.
2. Multiple Regression.
3. Instrumental Variables
4. Bounds Estimation.
II. Structural Estimation.
5. Estimating Demand.
6. Estimating Selection Models.
7. Demand Estimation with IV
8. Estimating Games.
9. Estimating Auction Models
III. Repeated Measurement.
10. Panel data.
11. Synthetic Controls.
12. Mixture Models.
IV. Appendices.
A. Measuring Uncertainty.
B. Statistical Programming in R
Acknowledgements
Bibliography
「Nielsen BookData」 より