Handbook of EconometricsJames J. Heckman, Edward Leamer Elsevier, 14. 12. 2007 - Počet stran: 1056 As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice behavior and social interactions. All of the essays in this volume and its companion volume 6A offer guidance to the practitioner on how to apply the methods they discuss to interpret economic data. The authors of the chapters are all leading scholars in the fields they survey and extend.Handbook of Econometrics is now available online at ScienceDirect — full-text online from volume 1 onwards. *Part of the renowned Handbooks in Economics Series *Updates and expands the exisiting Handbook of Econometrics volumes *An invaluable reference written by some of the world's leading econometricians. |
Další vydání - Zobrazit všechny
Běžně se vyskytující výrazy a sousloví
Abbring additively separable agents analysis analyze Angrist applied approach assume assumption asymptotic average treatment effect bandwidth bias biased samples bounds causal effects Chapter 70 Chen choice model components conditional distribution conditional expectation conditional independence consider convergence counterfactuals covariance Cunha defined denote dependence derivative discrete discussed dynamic econometric Econometrica economic empirical endogenous equations example finite given Handbook Hansen and Heckman Heckman and Navarro Heckman and Vytlacil heterogeneity Hilbert space identify Imbens independent information set instrumental variables joint distribution Journal kernel linear literature M-estimation Manski marginal distributions matching Matzkin method Newey nonparametric estimation normal notation observed Powell Pr(D problem propensity score quantile random variable rate of convergence regression regressors restrictions Roy model sample schooling Section semiparametric models sieve space specification Statistics structural Theorem tion treatment parameters unobservables variance vector weights