Econometric Analysis of Count Data
Seiten
2003
|
4., Ed.
Springer Berlin (Verlag)
978-3-540-40404-0 (ISBN)
Springer Berlin (Verlag)
978-3-540-40404-0 (ISBN)
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The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fourth edition contains several new sections, for example on nonnested hurdle models, quantile regression and on software. Many other sections have been entirely rewritten and extended.
Introduction.- Probability Models for Count Data.- Econometric Modeling - Basic Issues.- Econometric Modeling - Extensions.- Correlated Count Data.- Bayesian Analysis of Count Variables.- Applications.
Sprache | englisch |
---|---|
Maße | 155 x 235 mm |
Gewicht | 595 g |
Einbandart | gebunden |
Themenwelt | Wirtschaft ► Allgemeines / Lexika |
Schlagworte | Arbeitsmarktmobilität • Count process • HC/Wirtschaft/Allgemeines, Lexika • Maximum Likelihood • Ökonometrie • over dispersion • poisson regression • sample selection • Selektivität • Wirtschaftsstatistik • Zahldaten • Zeitreihenanalyse |
ISBN-10 | 3-540-40404-X / 354040404X |
ISBN-13 | 978-3-540-40404-0 / 9783540404040 |
Zustand | Neuware |
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