Econometric analysis of count data: with 13 figures and 19 tables
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
1997
|
| Edition: | 2., rev. and enl. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Früher u.d.T.: Winkelmann, Rainer: Count data models |
| Physical Description: | XI, 193 S. graph. Darst. |
| ISBN: | 3540622012 |
Staff View
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Record in the Search Index
| _version_ | 1804125651754549248 |
|---|---|
| adam_text | Rainer Winkelmann
Econometric Analysis
of Count Data
Second, Revised and Enlarged Edition
With 13 Figures
and 19 Tables
Springer
Table of Contents
Preface VII
1 General Introduction 1
2 Probability Models for Event Counts 9
2 1 Introduction 9
2 2 Models for Event Histories 9
221 Individual Event History Data 9
222 Dynamic Probability Models 11
223 Discrete Stochastic Processes 12
224 True and Spurious Contagion 14
225 Univariate Poisson Process 16
2 3 Distributions for^ount Data 19
231 Poisson Distribution 19
232 Binomial Distribution 21
233 Negative Binomial Distribution 25
234 Logarithmic Distribution 27
235 Truncated Count Data Distributions 28
236 Summary 29
2 4 Generalizations 32
241 Compound and Mixture Distributions 32
242 Katz Family of Distributions 35
243 Linear Exponential Families 37
244 Additive Log-Differenced Probability Models 38
245 Generalized Poisson Distribution 40
246 Summary 40
2 5 Duration Analysis and Count Data 41
251 Distributions for Interarrival Times 42
252 Renewal Processes 45
253 Duration Dependence and Dispersion 46
254 Gamma Count Distribution 47
X Table of Contents
255 Duration Mixture Models 51
3 Econometric Modeling — Basic Issues 53
3 1 Introduction 53
3 2 Poisson Regression Model 57
321 Specification of the Poisson Regression Model 57
322 Maximum Likelihood Technology 60
323 Properties of the Estimator 61
324 Poisson Regression as a Generalized Linear Model 62
325 Bias Reduction Techniques 66
3 3 Sources of Misspecification 69
331 Mean Function 69
332 Unobserved Heterogeneity 71
333 Dependent Process 73
334 Selectivity 73
335 Simultaneity and Endogeneity 74
336 Underreporting 74
337 Excess Zeros 75
338 Variance Function 76
3 4 Consequences of Misspecification 78
3 5 Testing for Misspecification {, 80
351 Classical Specification Tests 80
352 Regression Based Tests 81
353 Goodness-of-Fit Tests 82
354 Hypothesis Testing for Non-Nested Models 84
4 Econometr ic Modeling - Extensions 89
4 1 Introduction 89
4 2 Unobserved Heterogeneity 91
421 Parametric Mixture Models 92
422 Negative Binomial Model 94
423 Semi-parametric Mixture Models 95
424 Fixed and Random Effects Panel Models 98
4 3 Dependent Count Process 101
4 4 Exogeneous Selectivity 102
441 Truncated and Censored Count Data Models 102
442 Hurdle Count Data Models 104
443 Zero Inflated Count Data Models 107
444 Underreporting 108
445 Count Amount Model 110
4 5 Endogeneous Selectivity I l l
Table of Contents XI
451 Incidental Censoring and Truncation 112
452 Endogenous Switching 114
453 Endogenous Reporting 114
4 6 Generalized Variance Models 116
461 Generalized Event Count Model 116
462 Robust Poisson Regression 118
463 Non-Parametric Variance Estimation 125
5 Further Topics 127
5 1 Multivariate and Time-Series Count Data Models 127
511 Bivariate Poisson Process 127
512 Bivariate Poisson Distribution 128
513 Seemingly Unrelated Poisson Regression 131
514 Time Series of Counts 132
5 2 Bayesian Analysis of Count Variables 138
521 The Standard Poisson Model 138
522A Poisson Model with Underreporting 140
523A Longitudinal Model with Multiple Random Effects 141
6 Application to Labor Mobility 145
6 1 Introduction ( 145
6 2 Conceptual Issues 146
6 3 The Economics of Labor Mobility 148
6 4 Previous Findings 152
6 5 Data and Descriptive Statistics 153
6 6 Empirical Results 158
661 Introduction 158
662 Regression Results 159
663 Specification Analysis 163
664 Two Types of Labor Mobility 165
6 7 Summary 166
7 • General Conclusions 167
A Probability Generating Functions 171
B Tables 175
References 181
Index 191
|
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| bvnumber | BV011157006 |
| callnumber-first | H - Social Science |
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| discipline | Wirtschaftswissenschaften |
| edition | 2., rev. and enl. ed. |
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| language | English |
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| spelling | Winkelmann, Rainer 1963- Verfasser (DE-588)131412434 aut Econometric analysis of count data with 13 figures and 19 tables Rainer Winkelmann 2., rev. and enl. ed. Berlin [u.a.] Springer 1997 XI, 193 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Früher u.d.T.: Winkelmann, Rainer: Count data models Ökonometrisches Modell Econometrics Time-series analysis Labor mobility -- Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Arbeitsmobilität (DE-588)4068809-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ereignisdatenanalyse (DE-588)4132103-0 gnd rswk-swf Ereignisdatenanalyse (DE-588)4132103-0 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Arbeitsmobilität (DE-588)4068809-4 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Zeitreihenanalyse (DE-588)4067486-1 s 2\p DE-604 HEBIS Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007479852&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Winkelmann, Rainer 1963- Econometric analysis of count data with 13 figures and 19 tables Ökonometrisches Modell Econometrics Time-series analysis Labor mobility -- Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Arbeitsmobilität (DE-588)4068809-4 gnd Ökonometrie (DE-588)4132280-0 gnd Ereignisdatenanalyse (DE-588)4132103-0 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4043212-9 (DE-588)4068809-4 (DE-588)4132280-0 (DE-588)4132103-0 |
| title | Econometric analysis of count data with 13 figures and 19 tables |
| title_auth | Econometric analysis of count data with 13 figures and 19 tables |
| title_exact_search | Econometric analysis of count data with 13 figures and 19 tables |
| title_full | Econometric analysis of count data with 13 figures and 19 tables Rainer Winkelmann |
| title_fullStr | Econometric analysis of count data with 13 figures and 19 tables Rainer Winkelmann |
| title_full_unstemmed | Econometric analysis of count data with 13 figures and 19 tables Rainer Winkelmann |
| title_short | Econometric analysis of count data |
| title_sort | econometric analysis of count data with 13 figures and 19 tables |
| title_sub | with 13 figures and 19 tables |
| topic | Ökonometrisches Modell Econometrics Time-series analysis Labor mobility -- Econometric models Zeitreihenanalyse (DE-588)4067486-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Arbeitsmobilität (DE-588)4068809-4 gnd Ökonometrie (DE-588)4132280-0 gnd Ereignisdatenanalyse (DE-588)4132103-0 gnd |
| topic_facet | Ökonometrisches Modell Econometrics Time-series analysis Labor mobility -- Econometric models Zeitreihenanalyse Arbeitsmobilität Ökonometrie Ereignisdatenanalyse |
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