Learning Microeconometrics with R
暫譯: 使用 R 學習微觀計量經濟學
Adams, Christopher P.
- 出版商: CRC
- 出版日期: 2020-12-30
- 售價: $3,550
- 貴賓價: 9.5 折 $3,373
- 語言: 英文
- 頁數: 398
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 0367255383
- ISBN-13: 9780367255381
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相關分類:
R 語言、機率統計學 Probability-and-statistics、經濟學 Economy
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商品描述
This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems. It uses R to both teach the concepts of the field and show the reader how the techniques can be used. It is aimed at the general reader with the equivalent of a bachelor's degree in economics, statistics or some more technical field. It covers the standard tools of microeconometrics, OLS, instrumental variables, Heckman selection and difference in difference. In addition, it introduces bounds, factor models, mixture models and empirical Bayesian analysis.
Key Features:
- Focuses on the assumptions underlying the algorithms rather than their statistical properties.
- Presents cutting-edge analysis of factor models and finite mixture models.
- Uses a hands-on approach to examine the assumptions made by the models and when the models fail to estimate accurately.
- Utilizes interesting real-world data sets that can be used to analyze important microeconomic problems.
- Introduces R programming concepts throughout the book.
- Includes appendices that discuss some of the standard statistical concepts and R programming used in the book.
商品描述(中文翻譯)
這本書通過使用 R 語言介紹微觀計量經濟學領域。重點在於將該領域的當前學習應用於現實世界的問題。它使用 R 來教導該領域的概念,並向讀者展示如何使用這些技術。目標讀者為擁有經濟學、統計學或其他更技術性領域的學士學位的一般讀者。書中涵蓋了微觀計量經濟學的標準工具,包括最小二乘法 (OLS)、工具變數、Heckman 選擇模型和差異中的差異 (difference in difference)。此外,還介紹了界限、因子模型、混合模型和經驗貝葉斯分析。
主要特點:
- 專注於算法背後的假設,而非其統計性質。
- 提供因子模型和有限混合模型的前沿分析。
- 採用實踐方法檢視模型所做的假設以及模型何時無法準確估計。
- 利用有趣的現實數據集來分析重要的微觀經濟問題。
- 在全書中介紹 R 程式設計概念。
- 包含附錄,討論書中使用的一些標準統計概念和 R 程式設計。
作者簡介
Chris Adams was born and raised in Melbourne Australia and is a lifelong Carlton supporter. Chris received his PhD in economics from the University of Wisconsin - Madison. He has taught at the University of Vermont and in the Johns Hopkins' Masters of Applied Economics program. He has 17 years experience working in merger regulation and antitrust for the US Federal Trade Commission. He is currently a Principal Analyst at the US Congressional Budget Office. Chris' work and research focus on econometrics, empirical industrial organization, pharmaceutical innovation and auctions. His work has been published in various academic journals including The Econometrics Journal, Health Affairs, Health Economics, Marketing Science and Economics Letters. Chris is a colon cancer survivor and a research patient advocate with ECOG-ACRIN. Most importantly, he is a father to CJ and husband to Deena.
作者簡介(中文翻譯)
克里斯·亞當斯出生並成長於澳大利亞墨爾本,是一名終身的卡爾頓隊支持者。克里斯在威斯康辛大學麥迪遜分校獲得經濟學博士學位。他曾在佛蒙特大學和約翰霍普金斯大學的應用經濟學碩士課程中任教。他在美國聯邦貿易委員會從事合併監管和反壟斷工作已有17年經驗。目前,他是美國國會預算辦公室的首席分析師。克里斯的工作和研究重點包括計量經濟學、實證產業組織、藥品創新和拍賣。他的研究成果已發表在多個學術期刊上,包括《計量經濟學期刊》、《健康事務》、《健康經濟學》、《行銷科學》和《經濟學快報》。克里斯是一名結腸癌倖存者,也是ECOG-ACRIN的研究病人倡導者。最重要的是,他是CJ的父親和Deena的丈夫。