Microeconometrics and MATLAB: an introduction
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Oxford University Press
[2015]
|
| Edition: | 1st edition |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | xvii, 195 Seiten Diagramme |
| ISBN: | 9780198754503 9780198754497 |
Staff View
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| adam_text | Titel: Microeconometrics and MATLAB
Autor: Adams, Abi
Jahr: 2015
CONTENTS
LIST OF FIGURES ix
LIST OF TABLES xi
PROLOGUE xiii
INTRODUCTION XV
PART I FOUNDATIONS 1
1 Entering the Matrix Laboratory 3
1.1 OLS in Matlab: Hello, world! 5
1.2 The Beauty of Functions 8
1.3 A Simple Utility Function 13
1.4 Review and Exercises 17
2 The Agent Optimizes 20
2.1 Profit Maximization 20
2.2 Utility Maximization 23
2.3 Simulating Economic Models 27
2.4 Review and Exercises 30
3 The Economist Optimizes 31
3.1 Maximum Likelihood 31
3.2 Generalized Method of Moments 34
3.3 Review and Exercises 38
PART II DISCRETE CHOICE 39
4 Discrete Multinomial Choice 41
4.1 Binary Logit 42
4.2 Multinomial Logit 48
4.3 Multinomial Probit 52
4.4 Review and Exercises 60
5 Discrete Games 62
5.1 A Simple Cournot Game 62
5.2 A Discrete Bayesian Game 69
5.3 Review and Exercises 79
PART III DYNAMICS 81
6 Dynamic Choice on a Finite Horizon 83
6.1 Direct Attack 83
6.2 Dynamic Programming 90
6.3 Memoization 94
6.4 Stochastic Dynamic Programming 95
6.5 Estimating Finite Horizon Models 99
6.6 Review and Exercises 102
7 Dynamic Choice on an Infinite Horizon 105
7.1 Value Function Iteration 106
7.2 Policy Function Iteration 113
7.3 Estimating Infinite Horizon Models 116
7.4 Review and Exercises 117
PART IV NONPARAMETRIC METHODS 123
8 Nonparametric Regression 125
8.1 Parametric Versus Nonparametric Approaches 125
8.2 Kernel Regression 128
8.3 Cross Validation 140
8.4 Local Linear Regression 145
8.5 Review and Exercises 147
9 Semiparametric Methods 150
9.1 Multivariate Kernel Regression 151
9.2 Dimension Reduction 155
9.3 Partially Linear Models 156
9.4 Single Index Models 160
9.5 Review and Exercises 166
PART V SPEED 169
10 Speeding Things Up...171
10.1 Introduction 171
10.2 Clever Coding 171
10.3 Parallel Computing 179
10.4 Parallel Computing with the GPU 181
10.5 Other Tricks 185
11... and Slowing Things Down 186
BIBLIOGRAPHY 189
INDEX 193
|
| any_adam_object | 1 |
| author | Adams, Abi 1988- |
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| author_facet | Adams, Abi 1988- |
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| ctrlnum | (OCoLC)954147518 (DE-599)BVBBV043460408 |
| discipline | Informatik Mathematik Wirtschaftswissenschaften |
| edition | 1st edition |
| format | Book |
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| indexdate | 2025-02-20T06:43:58Z |
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| language | English |
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| physical | xvii, 195 Seiten Diagramme |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Oxford University Press |
| record_format | marc |
| spellingShingle | Adams, Abi 1988- Microeconometrics and MATLAB an introduction MATLAB. MATLAB. fast Microeconomics / Econometric models Numerical analysis / Data processing BUSINESS & ECONOMICS / Industries / General bisacsh Microeconomics / Econometric models fast Numerical analysis / Data processing fast Datenverarbeitung Industrie Wirtschaft Ökonometrisches Modell Mikroökonomie (DE-588)4039225-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Mikroökonomisches Modell (DE-588)4125908-7 gnd MATLAB (DE-588)4329066-8 gnd |
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| title | Microeconometrics and MATLAB an introduction |
| title_auth | Microeconometrics and MATLAB an introduction |
| title_exact_search | Microeconometrics and MATLAB an introduction |
| title_full | Microeconometrics and MATLAB an introduction Abi Adams, Damian Clarke, Simon Quinn |
| title_fullStr | Microeconometrics and MATLAB an introduction Abi Adams, Damian Clarke, Simon Quinn |
| title_full_unstemmed | Microeconometrics and MATLAB an introduction Abi Adams, Damian Clarke, Simon Quinn |
| title_short | Microeconometrics and MATLAB |
| title_sort | microeconometrics and matlab an introduction |
| title_sub | an introduction |
| topic | MATLAB. MATLAB. fast Microeconomics / Econometric models Numerical analysis / Data processing BUSINESS & ECONOMICS / Industries / General bisacsh Microeconomics / Econometric models fast Numerical analysis / Data processing fast Datenverarbeitung Industrie Wirtschaft Ökonometrisches Modell Mikroökonomie (DE-588)4039225-9 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Mikroökonomisches Modell (DE-588)4125908-7 gnd MATLAB (DE-588)4329066-8 gnd |
| topic_facet | MATLAB. Microeconomics / Econometric models Numerical analysis / Data processing BUSINESS & ECONOMICS / Industries / General Datenverarbeitung Industrie Wirtschaft Ökonometrisches Modell Mikroökonomie Mikroökonomisches Modell MATLAB Einführung |
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1000 QH 320 A211 |
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| Copy 1 | ausleihbar Available Place a Hold |