Microeconometrics and MATLAB :: an introduction /
This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation...
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Hauptverfasser: | , , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Oxford :
Oxford University Press,
2015.
|
Ausgabe: | First edition. |
Schlagworte: | |
Online-Zugang: | Volltext |
Zusammenfassung: | This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.-- |
Beschreibung: | 1 online resource |
Bibliographie: | Includes bibliographical references and index. |
ISBN: | 9780191069437 0191069434 |
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100 | 1 | |a Adams, Abi, |e author. |0 http://id.loc.gov/authorities/names/nb2015009913 | |
245 | 1 | 0 | |a Microeconometrics and MATLAB : |b an introduction / |c Abi Adams, Damian Clarke, Simon Quinn. |
250 | |a First edition. | ||
264 | 1 | |a Oxford : |b Oxford University Press, |c 2015. | |
300 | |a 1 online resource | ||
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588 | 0 | |a Online resource; title from PDF title page (EBSCO, viewed November 9, 2015). | |
504 | |a Includes bibliographical references and index. | ||
505 | 0 | |a Cover; Microeconometrics and MATLAB: An Introduction; Copyright; CONTENTS; LIST OF FIGURES; LIST OF TABLES; PROLOGUE; INTRODUCTION; Part I: Foundations; 1: Entering the 'Matrix Laboratory'; 1.1 OLS in MATLAB: 'Hello, world!'; 1.2 The Beauty of Functions; 1.3 A Simple Utility Function; 1.4 Review and Exercises; 2: The Agent Optimizes; 2.1 Profit Maximization; 2.2 Utility Maximization; 2.3 Simulating Economic Models; 2.4 Review and Exercises; 3: The Economist Optimizes; 3.1 Maximum Likelihood; 3.2 Generalized Method of Moments; 3.3 Review and Exercises; Part II: Discrete Choice. | |
505 | 8 | |a 4: Discrete Multinomial Choice4.1 Binary Logit; 4.1.1 SIMULATING THE MODEL; 4.1.2 ESTIMATING THE MODEL; 4.1.3 ESTIMATING BY SIMULATION; 4.2 Multinomial Logit; 4.3 Multinomial Probit; 4.3.1 SIMULATING THE MODEL; 4.3.2 ESTIMATING BY SIMULATION; 4.3.3 A LOGIT-SMOOTHED AR SIMULATOR; 4.4 Review and Exercises; 4.4.1 FURTHER READING; 5: Discrete Games; 5.1 A Simple Cournot Game; 5.1.1 FINDING THE BEST-RESPONSE FUNCTION; 5.2 A Discrete Bayesian Game; 5.2.1 SIMULATING THE GAME; 5.2.2 ESTIMATION; 5.3 Review and Exercises; 5.3.1 FURTHER READING; Part III: Dynamics; 6: Dynamic Choice on a FiniteHorizon. | |
505 | 8 | |a 6.1 Direct Attack6.1.1 LINEAR FLOW EQUATIONS; 6.1.2 NON-LINEAR FLOW EQUATIONS; 6.2 Dynamic Programming; 6.3 Memoization; 6.4 Stochastic Dynamic Programming; 6.5 Estimating Finite Horizon Models; 6.5.1 ESTIMATING BY GMM; 6.6 Review and Exercises; 7: Dynamic Choice on an InfiniteHorizon; 7.1 Value Function Iteration; 7.1.1 COMPUTATION; 7.1.2 THE POLICY FUNCTION; 7.2 Policy Function Iteration; 7.3 Estimating Infinite Horizon Models; 7.4 Review and Exercises; Appendix: Analytically Iterating the Value Function; Part IV: Nonparametric Methods; 8: Nonparametric Regression. | |
505 | 8 | |a 8.1 Parametric Versus Nonparametric Approaches8.2 Kernel Regression; 8.2.1 CELL ARRAYS AND STRUCTURE ARRAYS; 8.2.2 KERNEL AND BANDWIDTH CHOICE; 8.2.3 INFLUENCE OF KERNEL AND BANDWIDTH; 8.3 Cross Validation; 8.4 Local Linear Regression; 8.4.1 IMPLEMENTING IN MATLAB; 8.5 Review and Exercises; 9: Semiparametric Methods; 9.1 Multivariate Kernel Regression; 9.2 Dimension Reduction; VARIABLE SELECTION; NONPARAMETRIC INDICES; NONPARAMETRIC LINK FUNCTIONS; 9.3 Partially Linear Models; 9.3.1 ROBINSON'S APPROACH; 9.4 Single Index Models; 9.4.1 SEMIPARAMETRIC LEAST SQUARES; 9.5 Review and Exercises. | |
505 | 8 | |a 9.5.1 FURTHER READINGPart V: Speed; 10: Speeding Things Up . . .; 10.1 Introduction; 10.2 Clever Coding; 10.2.1 VECTORIZING AND PREALLOCATING; 10.2.2 SPARSE MATRICES; 10.2.3 PROFILING CODE; 10.2.4 WAITING . . .; 10.3 Parallel Computing; 10.4 Parallel Computing with the GPU; 10.5 Other Tricks; 11 ... and Slowing Things Down; BIBLIOGRAPHY; INDEX. | |
520 | |a This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.-- |c Provided by publisher. | ||
630 | 0 | 0 | |a MATLAB. |0 http://id.loc.gov/authorities/names/n92036881 |
630 | 0 | 7 | |a MATLAB |2 fast |
650 | 0 | |a Microeconomics |x Econometric models. | |
650 | 0 | |a Numerical analysis |x Data processing. | |
650 | 6 | |a Microéconomie |x Modèles économétriques. | |
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650 | 7 | |a BUSINESS & ECONOMICS |x Industries |x General. |2 bisacsh | |
650 | 7 | |a Microeconomics |x Econometric models |2 fast | |
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author | Adams, Abi Clarke, Damian Quinn, Simon |
author_GND | http://id.loc.gov/authorities/names/nb2015009913 |
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contents | Cover; Microeconometrics and MATLAB: An Introduction; Copyright; CONTENTS; LIST OF FIGURES; LIST OF TABLES; PROLOGUE; INTRODUCTION; Part I: Foundations; 1: Entering the 'Matrix Laboratory'; 1.1 OLS in MATLAB: 'Hello, world!'; 1.2 The Beauty of Functions; 1.3 A Simple Utility Function; 1.4 Review and Exercises; 2: The Agent Optimizes; 2.1 Profit Maximization; 2.2 Utility Maximization; 2.3 Simulating Economic Models; 2.4 Review and Exercises; 3: The Economist Optimizes; 3.1 Maximum Likelihood; 3.2 Generalized Method of Moments; 3.3 Review and Exercises; Part II: Discrete Choice. 4: Discrete Multinomial Choice4.1 Binary Logit; 4.1.1 SIMULATING THE MODEL; 4.1.2 ESTIMATING THE MODEL; 4.1.3 ESTIMATING BY SIMULATION; 4.2 Multinomial Logit; 4.3 Multinomial Probit; 4.3.1 SIMULATING THE MODEL; 4.3.2 ESTIMATING BY SIMULATION; 4.3.3 A LOGIT-SMOOTHED AR SIMULATOR; 4.4 Review and Exercises; 4.4.1 FURTHER READING; 5: Discrete Games; 5.1 A Simple Cournot Game; 5.1.1 FINDING THE BEST-RESPONSE FUNCTION; 5.2 A Discrete Bayesian Game; 5.2.1 SIMULATING THE GAME; 5.2.2 ESTIMATION; 5.3 Review and Exercises; 5.3.1 FURTHER READING; Part III: Dynamics; 6: Dynamic Choice on a FiniteHorizon. 6.1 Direct Attack6.1.1 LINEAR FLOW EQUATIONS; 6.1.2 NON-LINEAR FLOW EQUATIONS; 6.2 Dynamic Programming; 6.3 Memoization; 6.4 Stochastic Dynamic Programming; 6.5 Estimating Finite Horizon Models; 6.5.1 ESTIMATING BY GMM; 6.6 Review and Exercises; 7: Dynamic Choice on an InfiniteHorizon; 7.1 Value Function Iteration; 7.1.1 COMPUTATION; 7.1.2 THE POLICY FUNCTION; 7.2 Policy Function Iteration; 7.3 Estimating Infinite Horizon Models; 7.4 Review and Exercises; Appendix: Analytically Iterating the Value Function; Part IV: Nonparametric Methods; 8: Nonparametric Regression. 8.1 Parametric Versus Nonparametric Approaches8.2 Kernel Regression; 8.2.1 CELL ARRAYS AND STRUCTURE ARRAYS; 8.2.2 KERNEL AND BANDWIDTH CHOICE; 8.2.3 INFLUENCE OF KERNEL AND BANDWIDTH; 8.3 Cross Validation; 8.4 Local Linear Regression; 8.4.1 IMPLEMENTING IN MATLAB; 8.5 Review and Exercises; 9: Semiparametric Methods; 9.1 Multivariate Kernel Regression; 9.2 Dimension Reduction; VARIABLE SELECTION; NONPARAMETRIC INDICES; NONPARAMETRIC LINK FUNCTIONS; 9.3 Partially Linear Models; 9.3.1 ROBINSON'S APPROACH; 9.4 Single Index Models; 9.4.1 SEMIPARAMETRIC LEAST SQUARES; 9.5 Review and Exercises. 9.5.1 FURTHER READINGPart V: Speed; 10: Speeding Things Up . . .; 10.1 Introduction; 10.2 Clever Coding; 10.2.1 VECTORIZING AND PREALLOCATING; 10.2.2 SPARSE MATRICES; 10.2.3 PROFILING CODE; 10.2.4 WAITING . . .; 10.3 Parallel Computing; 10.4 Parallel Computing with the GPU; 10.5 Other Tricks; 11 ... and Slowing Things Down; BIBLIOGRAPHY; INDEX. |
ctrlnum | (OCoLC)928011019 |
dewey-full | 338.501/5195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 338 - Production |
dewey-raw | 338.501/5195 |
dewey-search | 338.501/5195 |
dewey-sort | 3338.501 45195 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
edition | First edition. |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-10-25T16:22:52Z |
institution | BVB |
isbn | 9780191069437 0191069434 |
language | English |
oclc_num | 928011019 |
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physical | 1 online resource |
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publishDate | 2015 |
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publisher | Oxford University Press, |
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spelling | Adams, Abi, author. http://id.loc.gov/authorities/names/nb2015009913 Microeconometrics and MATLAB : an introduction / Abi Adams, Damian Clarke, Simon Quinn. First edition. Oxford : Oxford University Press, 2015. 1 online resource text txt rdacontent computer c rdamedia online resource cr rdacarrier Online resource; title from PDF title page (EBSCO, viewed November 9, 2015). Includes bibliographical references and index. Cover; Microeconometrics and MATLAB: An Introduction; Copyright; CONTENTS; LIST OF FIGURES; LIST OF TABLES; PROLOGUE; INTRODUCTION; Part I: Foundations; 1: Entering the 'Matrix Laboratory'; 1.1 OLS in MATLAB: 'Hello, world!'; 1.2 The Beauty of Functions; 1.3 A Simple Utility Function; 1.4 Review and Exercises; 2: The Agent Optimizes; 2.1 Profit Maximization; 2.2 Utility Maximization; 2.3 Simulating Economic Models; 2.4 Review and Exercises; 3: The Economist Optimizes; 3.1 Maximum Likelihood; 3.2 Generalized Method of Moments; 3.3 Review and Exercises; Part II: Discrete Choice. 4: Discrete Multinomial Choice4.1 Binary Logit; 4.1.1 SIMULATING THE MODEL; 4.1.2 ESTIMATING THE MODEL; 4.1.3 ESTIMATING BY SIMULATION; 4.2 Multinomial Logit; 4.3 Multinomial Probit; 4.3.1 SIMULATING THE MODEL; 4.3.2 ESTIMATING BY SIMULATION; 4.3.3 A LOGIT-SMOOTHED AR SIMULATOR; 4.4 Review and Exercises; 4.4.1 FURTHER READING; 5: Discrete Games; 5.1 A Simple Cournot Game; 5.1.1 FINDING THE BEST-RESPONSE FUNCTION; 5.2 A Discrete Bayesian Game; 5.2.1 SIMULATING THE GAME; 5.2.2 ESTIMATION; 5.3 Review and Exercises; 5.3.1 FURTHER READING; Part III: Dynamics; 6: Dynamic Choice on a FiniteHorizon. 6.1 Direct Attack6.1.1 LINEAR FLOW EQUATIONS; 6.1.2 NON-LINEAR FLOW EQUATIONS; 6.2 Dynamic Programming; 6.3 Memoization; 6.4 Stochastic Dynamic Programming; 6.5 Estimating Finite Horizon Models; 6.5.1 ESTIMATING BY GMM; 6.6 Review and Exercises; 7: Dynamic Choice on an InfiniteHorizon; 7.1 Value Function Iteration; 7.1.1 COMPUTATION; 7.1.2 THE POLICY FUNCTION; 7.2 Policy Function Iteration; 7.3 Estimating Infinite Horizon Models; 7.4 Review and Exercises; Appendix: Analytically Iterating the Value Function; Part IV: Nonparametric Methods; 8: Nonparametric Regression. 8.1 Parametric Versus Nonparametric Approaches8.2 Kernel Regression; 8.2.1 CELL ARRAYS AND STRUCTURE ARRAYS; 8.2.2 KERNEL AND BANDWIDTH CHOICE; 8.2.3 INFLUENCE OF KERNEL AND BANDWIDTH; 8.3 Cross Validation; 8.4 Local Linear Regression; 8.4.1 IMPLEMENTING IN MATLAB; 8.5 Review and Exercises; 9: Semiparametric Methods; 9.1 Multivariate Kernel Regression; 9.2 Dimension Reduction; VARIABLE SELECTION; NONPARAMETRIC INDICES; NONPARAMETRIC LINK FUNCTIONS; 9.3 Partially Linear Models; 9.3.1 ROBINSON'S APPROACH; 9.4 Single Index Models; 9.4.1 SEMIPARAMETRIC LEAST SQUARES; 9.5 Review and Exercises. 9.5.1 FURTHER READINGPart V: Speed; 10: Speeding Things Up . . .; 10.1 Introduction; 10.2 Clever Coding; 10.2.1 VECTORIZING AND PREALLOCATING; 10.2.2 SPARSE MATRICES; 10.2.3 PROFILING CODE; 10.2.4 WAITING . . .; 10.3 Parallel Computing; 10.4 Parallel Computing with the GPU; 10.5 Other Tricks; 11 ... and Slowing Things Down; BIBLIOGRAPHY; INDEX. This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.-- Provided by publisher. MATLAB. http://id.loc.gov/authorities/names/n92036881 MATLAB fast Microeconomics Econometric models. Numerical analysis Data processing. Microéconomie Modèles économétriques. Analyse numérique Informatique. BUSINESS & ECONOMICS Industries General. bisacsh Microeconomics Econometric models fast Numerical analysis Data processing fast Clarke, Damian, author. Quinn, Simon, author. has work: Microeconometrics and MATLAB (Text) https://id.oclc.org/worldcat/entity/E39PCGYMChQQh7dRjXVXVfTBvb https://id.oclc.org/worldcat/ontology/hasWork Print version: Adams, Abi. Microeconometrics and MATLAB: An Introduction. Oxford : OUP Oxford, ©2015 9780198754503 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1090976 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1090976 Volltext |
spellingShingle | Adams, Abi Clarke, Damian Quinn, Simon Microeconometrics and MATLAB : an introduction / Cover; Microeconometrics and MATLAB: An Introduction; Copyright; CONTENTS; LIST OF FIGURES; LIST OF TABLES; PROLOGUE; INTRODUCTION; Part I: Foundations; 1: Entering the 'Matrix Laboratory'; 1.1 OLS in MATLAB: 'Hello, world!'; 1.2 The Beauty of Functions; 1.3 A Simple Utility Function; 1.4 Review and Exercises; 2: The Agent Optimizes; 2.1 Profit Maximization; 2.2 Utility Maximization; 2.3 Simulating Economic Models; 2.4 Review and Exercises; 3: The Economist Optimizes; 3.1 Maximum Likelihood; 3.2 Generalized Method of Moments; 3.3 Review and Exercises; Part II: Discrete Choice. 4: Discrete Multinomial Choice4.1 Binary Logit; 4.1.1 SIMULATING THE MODEL; 4.1.2 ESTIMATING THE MODEL; 4.1.3 ESTIMATING BY SIMULATION; 4.2 Multinomial Logit; 4.3 Multinomial Probit; 4.3.1 SIMULATING THE MODEL; 4.3.2 ESTIMATING BY SIMULATION; 4.3.3 A LOGIT-SMOOTHED AR SIMULATOR; 4.4 Review and Exercises; 4.4.1 FURTHER READING; 5: Discrete Games; 5.1 A Simple Cournot Game; 5.1.1 FINDING THE BEST-RESPONSE FUNCTION; 5.2 A Discrete Bayesian Game; 5.2.1 SIMULATING THE GAME; 5.2.2 ESTIMATION; 5.3 Review and Exercises; 5.3.1 FURTHER READING; Part III: Dynamics; 6: Dynamic Choice on a FiniteHorizon. 6.1 Direct Attack6.1.1 LINEAR FLOW EQUATIONS; 6.1.2 NON-LINEAR FLOW EQUATIONS; 6.2 Dynamic Programming; 6.3 Memoization; 6.4 Stochastic Dynamic Programming; 6.5 Estimating Finite Horizon Models; 6.5.1 ESTIMATING BY GMM; 6.6 Review and Exercises; 7: Dynamic Choice on an InfiniteHorizon; 7.1 Value Function Iteration; 7.1.1 COMPUTATION; 7.1.2 THE POLICY FUNCTION; 7.2 Policy Function Iteration; 7.3 Estimating Infinite Horizon Models; 7.4 Review and Exercises; Appendix: Analytically Iterating the Value Function; Part IV: Nonparametric Methods; 8: Nonparametric Regression. 8.1 Parametric Versus Nonparametric Approaches8.2 Kernel Regression; 8.2.1 CELL ARRAYS AND STRUCTURE ARRAYS; 8.2.2 KERNEL AND BANDWIDTH CHOICE; 8.2.3 INFLUENCE OF KERNEL AND BANDWIDTH; 8.3 Cross Validation; 8.4 Local Linear Regression; 8.4.1 IMPLEMENTING IN MATLAB; 8.5 Review and Exercises; 9: Semiparametric Methods; 9.1 Multivariate Kernel Regression; 9.2 Dimension Reduction; VARIABLE SELECTION; NONPARAMETRIC INDICES; NONPARAMETRIC LINK FUNCTIONS; 9.3 Partially Linear Models; 9.3.1 ROBINSON'S APPROACH; 9.4 Single Index Models; 9.4.1 SEMIPARAMETRIC LEAST SQUARES; 9.5 Review and Exercises. 9.5.1 FURTHER READINGPart V: Speed; 10: Speeding Things Up . . .; 10.1 Introduction; 10.2 Clever Coding; 10.2.1 VECTORIZING AND PREALLOCATING; 10.2.2 SPARSE MATRICES; 10.2.3 PROFILING CODE; 10.2.4 WAITING . . .; 10.3 Parallel Computing; 10.4 Parallel Computing with the GPU; 10.5 Other Tricks; 11 ... and Slowing Things Down; BIBLIOGRAPHY; INDEX. MATLAB. http://id.loc.gov/authorities/names/n92036881 MATLAB fast Microeconomics Econometric models. Numerical analysis Data processing. Microéconomie Modèles économétriques. Analyse numérique Informatique. BUSINESS & ECONOMICS Industries General. bisacsh Microeconomics Econometric models fast Numerical analysis Data processing fast |
subject_GND | http://id.loc.gov/authorities/names/n92036881 |
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. http://id.loc.gov/authorities/names/n92036881 MATLAB fast Microeconomics Econometric models. Numerical analysis Data processing. Microéconomie Modèles économétriques. Analyse numérique Informatique. BUSINESS & ECONOMICS Industries General. bisacsh Microeconomics Econometric models fast Numerical analysis Data processing fast |
topic_facet | MATLAB. MATLAB Microeconomics Econometric models. Numerical analysis Data processing. Microéconomie Modèles économétriques. Analyse numérique Informatique. BUSINESS & ECONOMICS Industries General. Microeconomics Econometric models Numerical analysis Data processing |
url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1090976 |
work_keys_str_mv | AT adamsabi microeconometricsandmatlabanintroduction AT clarkedamian microeconometricsandmatlabanintroduction AT quinnsimon microeconometricsandmatlabanintroduction |