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Title: MICROECONOMETRICS AND MATLAB: AN INTRODUCTION
By: Abi Adams, Damian Clarke, Simon Quinn
Format: Hardback

List price: £135.00
Our price: £118.13
Discount:
12.5% off
You save: £16.87
ISBN 10: 0198754493
ISBN 13: 9780198754497
Availability: Usually dispatched within 1-3 weeks.
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Publisher: OXFORD UNIVERSITY PRESS
Pub. date: 14 January, 2016
Pages: 224
Description: Provides an introduction to MATLAB: a computer language that gives researchers very flexible control over how they move between economic theory and empirical methods. Written for researchers who use survey data to understand economic behaviour.
Synopsis: 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 and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book.Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.
Illustrations: 29 Figures, 12 Tables
Publication: UK
Imprint: Oxford University Press
Returns: Returnable
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