Yves Croissant

Microeconometrics with R (eBook, PDF)

• Format: PDF

Produktbeschreibung

This book is about doing microeconometrics which has become increasingly popular in the last decades, thanks to the availability of many individual data sets and to the development of computer performance.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 516
• Erscheinungstermin: 14. Februar 2025
• Englisch
• ISBN-13: 9781040298220
• Artikelnr.: 72585579

Autorenporträt

Yves Croissant is professor of Economics at the University Lumière Lyon-2. His main research interests are microeconometrics and transport economics.

Inhaltsangabe

Preface Part 1. The ordinary least square estimator 1. Simple linear
regression model 2. Statistical properties of the simple linear estimator
3. Multiple Regression Model 4. Interpretation of the Coefficients Part 2.
Beyond the OLS estimator 5. Maximum likelihood estimator 6. Non-spherical
disturbances 7. Endogeneity 8. Treatment Effect 9. Spatial econometrics
Part 3. Special responses 10. Binomial models 11. Censored and truncated
models 12. Count data 13. Duration models 14. Discrete choice models
References Indexes