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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford :
Oxford University Press,
2015.
|
| Edición: | First edition. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.