lee lung fei (48 resultados)

Hardcover. Condición: Good. Ex-library hardbound without dust jacket. Text unmarked, gentle wear.

Hardcover. Condición: Très bon. Ancien livre de bibliothèque avec équipements. Edition 1999. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 1999. Ammareal gives back up to 15% of this item's net price to charity organizations.

Hardcover. Condición: Très bon. Ancien livre de bibliothèque avec équipements. Edition 1999. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 1999. Ammareal gives back up to 15% of this item's net price to charity organizations.

Hard Cover. First Edition, First printing. FINE IN FINE DUST JACKET. NO WRITING OR NAMES.

Hardcover. Condición: Like New. Estado de la sobrecubierta: No Dust Jacket. First Edition. Firm, square and tight with sturdy hinges, just showing a few minor rubs and some mild cosmetic wear. Please note: no dustjacket present, hence a non-text page is stamped 'damaged'. Despite such this book is in nearly new condition. Thus the contents are crisp, fresh and clean. Offered for sale at a very sensible price.

Condición: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.

Condición: New. In.

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New. In.

Condición: New.

Hardcover. Condición: new. Hardcover. This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover, and Labeaga primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real world phenomena into easily generalizable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him. A collection in honour of G. S. Maddala, bringing together recent advances in econometrics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Condición: As New. Unread book in perfect condition.

Condición: New. pp. 350.

Hardcover. Condición: Brand New. 338 pages. 9.50x6.25x1.00 inches. In Stock.

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: New.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Condición: New. In.

Hardback. Condición: New. This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.

Hardback. Condición: New. This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.

Hardback. Condición: New. This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.

Hardcover. Condición: Brand New. 894 pages. 9.00x6.00x1.88 inches. In Stock.

Hardback. Condición: New. This is the most recently developed book in Spatial Econometrics which cover important models and estimation methods. Its coverage is rather broad, and some of the topics covered have only been developed in the recent econometric literature in spatial econometrics.The book summarizes our devoted efforts on spatial econometrics that represent joint contributions with former PhD advisees from the Ohio State University in Columbus, Ohio, USA.The coverage is comprehensive and there are a total of sixteen chapters from basic statistics and statistical theory of linear-quadratic forms, law of large numbers (LLN) and central limit theory (CLT) on martingales to nonlinear spatial mixing and spatial near-epoch dependence theories, which can justify the statistic inferences for various spatial models and their estimation. New estimation and testing approaches in empirical likelihood and general empirical likelihood, and Bootstrapping are presented. Model selection is also discussed in this book. In addition to the popular spatial autoregressive models, there are chapters on multivariate SAR models, simultaneous SAR models, and panel dynamic spatial models. Recent econometric developments on intertemporal spatial models with rational expectations and flows data in trade theory will also be included. In terms of statistics, classical estimation, testing and inference are the main concerns, and we provide classical inference for the justification of Bayesian simulation approaches.

reprint. orig.boards Minor rubbing. Some light spotting to cover. VG. 23x15cm, x,338 pp Contains 12 papers. Includes: A note on left censoring [T. Amemiya]; Autoregressive models with sample selectivity for panel data [M. Arellano, O. Bover and J. Labbeaga]; Prediction from the regression model with one- way error components [R. Baillie and B. Baltagi]; Mixture of normal probit models [J. Geweke and M. Keane]; A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity [M. El-Gamal and D. Grether]; Expectations of expansions for estimators in a dynamic panel data model: Some results for weakly-exogenous regressors [J. F. Kiviet]; Bayes estimation of short-run coefficients in dynamic panel data models [C. Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu]; Reexamining the rational expectations hypothesis using panel data on multiperiod forecasts [A. Davies and K. Lahiri]; Estimation of dynamic limited-dependent rational expectations models [L. Lee]; Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth [M. Nerlove]; Bias reduction in estimating long-run relationships from dynamic heterogeneous panels [M. Hashem Pesaran and Z. Zhao]; Modified generalized instrumental variables estimation of panel data models with strictly exogenous variables [S. Chan Ahn and P. Schmidt]; A biography of G. S. Maddala. Minor rubbing. Some light spotting to cover. VG.

Paperback. Condición: new. Paperback. This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him. This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The collection is in honour of G. S. Maddala, whose contributions in this area were particularly influential. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Paperback. Condición: Brand New. 1st edition. 338 pages. 8.75x5.75x0.75 inches. In Stock. This item is printed on demand.