Discrete Choice Methods with Simulation
by Kenneth Train
Publisher: Cambridge University Press 2003
Number of pages: 400
Simulation methods have unshackled discrete choice analysis, breaking down the computational barriers to use of plausible, interpretable models. Kenneth Train provides an excellent road map for both econometric specialists and practitioners through this comprehensive, readable treatment that pulls together the research literature and provides many new and useful results.
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by Melvyn Fuss, Daniel L. McFadden - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
by Michael Creel - Universitat Autonoma de Barcelona
Textbook for graduate econometrics, it teaches ordinary least squares, maximum likelihood estimation, restrictions and hypothesis test, stochastic regressors, exogeneity and simultaneity, numeric optimization methods, method of moments, etc.
by Kenneth Train - The MIT Press
Optimal Regulation addresses the central issue of regulatory economics -- how to regulate firms in a way that induces them to produce and price 'optimally'. It synthesis an extensive theoretical literature on what constitutes optimality.
by William C. Hood, Tjalling C. Koopmans - J. Wiley and Sons
Econometrics is a branch of economics in which economic theory and statistical methods are fused in the analysis of numerical data. The studies in this volume discuss in an expository style some problems of statistical method in econometrics.