'William greene department' diaporamas de présentation

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. Estimation with Fixed Effects. The fixed effects model c i is arbitrarily correlated with x it but E[ ? it | X i ,c i ]=0 Dummy variable representation.

1.44k views • 122 slides

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. Econometric Analysis of Panel Data. 22. Stochastic Frontier Models And Efficiency Measurement. Applications. Banking Accounting Firms, Insurance Firms

954 views • 70 slides

Empirical Methods for Microeconomic Applications University of Lugano, Switzerland May 27-31, 2013

Empirical Methods for Microeconomic Applications University of Lugano, Switzerland May 27-31, 2013. William Greene Department of Economics Stern School of Business. 2B. Heterogeneity: Latent Class and Mixed Models. Agenda for 2B. Latent Class and Finite Mixtures Random Parameters

892 views • 68 slides

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. http://people.stern.nyu.edu/wgreene/CumulantInstruments-Racicot-AE(2014)_46(10).pdf. The NYU No Action Letter. GMM Estimation for One Equation. GMM for a System of Equations.

1.54k views • 57 slides

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. http://people.stern.nyu.edu/wgreene/CumulantInstruments-Racicot-AE(2014)_46(10).pdf. The NYU No Action Letter. GMM Estimation for One Equation. GMM for a System of Equations.

813 views • 57 slides

Empirical Methods for Microeconomic Applications

Empirical Methods for Microeconomic Applications. William Greene Department of Economics Stern School of Business. Lab 6. Multinomial Choice. Upload Your mnc Project File. Data for Multinomial Choice. Command Structure. Generic CLOGIT (or NLOGIT) ; Lhs = choice variable

564 views • 44 slides

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. Agenda. Single equation instrumental variable estimation Exogeneity Instrumental Variable (IV) Estimation Two Stage Least Squares (2SLS) Generalized Method of Moments (GMM) Panel data

988 views • 42 slides

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data. William Greene Department of Economics Stern School of Business. The Random Effects Model. The random effects model c i is uncorrelated with x it for all t; E[c i | X i ] = 0 E[ ? it | X i ,c i ]=0. Error Components Model.

514 views • 38 slides

Empirical Methods for Microeconomic Applications

Empirical Methods for Microeconomic Applications. William Greene Department of Economics Stern School of Business. Upload Your Project File. Global Setting for Panels. SETPANEL ; Group = the name of the ID variable

294 views • 20 slides

Empirical Methods for Microeconomic Applications

Empirical Methods for Microeconomic Applications. William Greene Department of Economics Stern School of Business. Lab 5. Random Parameters and Latent Classes. Upload Your Project File. Commands for Random Parameters. Random Parameter Specifications.

328 views • 20 slides

Empirical Methods for Microeconomic Applications

296 views • 16 slides