Patrick sevestre (38 resultados)
Idioma: Inglés
Editorial: Kluwer 1992
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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gebundene Ausgabe. Condición: Gut. 552 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1165.
Idioma: Inglés
Editorial: Kluwer Academic Publishers 1996
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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gebundene Ausgabe. Condición: Gut. 922 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1600.
Idioma: Inglés
Editorial: Kluwer Academic Publishers 1996
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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gebundene Ausgabe. Condición: Gut. 922 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann entsprechende Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.). Aufgrund des Alters und der häufigen Nutzung können Stabilität, Einband sowie Papierqualität beeinträchtigt sein. Einige Seiten si…nd lose. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1705.
Idioma: Inglés
Editorial: Springer 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Condición: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Idioma: Inglés
Editorial: Kluwer Academic Publishers Dordrecht / Boston/ London 1992
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Añadir al carritoHardcover 25 x 17. Condición: Gut. 552 S. Kapitale minimal eingedrückt; Bibl.Ex. mit entsprechenden Kennzeichnungen 200725079 Sprache: Englisch Gewicht in Gramm: 1160.
Idioma: Inglés
Editorial: Springer 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Idioma: Inglés
Editorial: Springer 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Editorial: Springer 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Idioma: Inglés
Editorial: Springer Netherlands, Springer Netherlands 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966…), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
Idioma: Inglés
Editorial: Springer Netherlands 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro B…alestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.
Idioma: Inglés
Editorial: Springer Netherlands 2013
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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Editorial: Springer Verlag 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Idioma: Inglés
Editorial: Springer International Publishing AG, Heildeberg 2008
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 9 de 54. Libro 9 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Condición: New. In.
Idioma: Inglés
Editorial: Springer 2016
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 9 de 54. Libro 9 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Idioma: Inglés
Editorial: Springer Berlin Heidelberg 2016
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 9 de 54. Libro 9 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of this third, completely re-written, re-edited and considerably expanded, edition of this book is to provide a general overview of both the basics and - cent, more sophisticated, theoretical developments in panel data econometrics. It also… aims at covering a number of elds of applications where these methods are used for improving our knowledge and understanding of economic agents' beh- iors. Since the pioneering works of Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross s- tions and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate, reliable and informative results than would be achievable by one type of series alone. Over the last three decades of the last century, much fundamental work has been done: investigation of the properties of different estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. The more recent years and in particular the ten years elapsed since the second edition of this book have witnessed even more considerable changes. Indeed, our ability to estimate and test nonlinear models have dramatically improved and issues such as the unobserved heterogeneity in nonlinear models, attrition and selectivity bias have received considerable attention. This explains why the number of chapters dealing with such issues has increased in this third edition.
Idioma: Inglés
Editorial: Springer, Springer 2008
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 9 de 54. Libro 9 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The aim of this third, completely re-written, re-edited and considerably expanded, edition of this book is to provide a general overview of both the basics and - cent, more sophisticated, theoretical developments in panel data econometrics. It also aims a…t covering a number of elds of applications where these methods are used for improving our knowledge and understanding of economic agents' beh- iors. Since the pioneering works of Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross s- tions and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate, reliable and informative results than would be achievable by one type of series alone. Over the last three decades of the last century, much fundamental work has been done: investigation of the properties of different estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. The more recent years and in particular the ten years elapsed since the second edition of this book have witnessed even more considerable changes. Indeed, our ability to estimate and test nonlinear models have dramatically improved and issues such as the unobserved heterogeneity in nonlinear models, attrition and selectivity bias have received considerable attention. This explains why the number of chapters dealing with such issues has increased in this third edition.
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Editorial: Springer Verlag 2008
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 9 de 54. Libro 9 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Hardcover. Condición: Brand New. 3rd ed. edition. 954 pages. 9.25x6.25x1.55 inches. In Stock.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra a…nd Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes. 572 pp. Englisch.
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Editorial: Springer Netherlands Sep 2011 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (196…2), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques. 952 pp. Englisch.
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Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962),… and Balestra and Nerlove (1966), the po.
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Editorial: Springer Netherlands 2011
Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 48 de 54. Libro 48 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Librería: moluna, Greven, Alemaniamoluna
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), I…rving Hoch (1962), and Pietro Balestra a.
Idioma: Inglés
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Serie: Advanced Studies in Theoretical and Applied Econometrics, Libro 47 de 54. Libro 47 de 54 - Advanced Studies in Theoretical and Applied Econometrics
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962),…and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 952 pp. Englisch.
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and N…erlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 572 pp. Englisch.
