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Opis

The book provides an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. 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. Finally, applications are reviewed in various fields.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 fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Economics Econometrics

• Pełny tytuł: Econometric Analysis of Count Data
• Autor: Rainer Winkelmann
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 320
• EAN: 9783642096402
• ISBN: 3642096409
• ID: 01654513
• Wydawca: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Waga: 539 g
• Wymiary: 235 × 155 × 20 mm
• Data wydania: 19. October 2010

Ulubione w innej kategorii

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