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Simultane Probit Und Tobitmodelle

Simultane Probit Und Tobitmodelle (Paperback)

£38.99
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Synopsis

Das Buch behandelt Erweiterungen okonometrischer Modelle mit qualitativen erklarenden Variablen auf simultane Gleichungssysteme. Die vorgestellten Schatzverfahren, kurz als simultane Probit- und Tobitmodelle bezeichnet, bieten die Moglichkeit, strukturelle simultane Zusammenhange zwischen diskreten sowie gestutzten Variablen, wie sie haufig in Individualdatensatzen zu beobachten sind, zu schatzen. Im ersten Teil werden verschiedene neuere Verfahren zur Schatzung der Strukturparameter in simultanen Probit- und Tobitmodellen vorgestellt und auf ihre asymptotischen Eigenschaften untersucht. Einen Schwerpunkt bilden dabei rechentechnisch einfache mehrstufige Methoden wie z.B. die konditionalen und marginalen Maximum-Likelihood-Verfahren. Monte-Carlo-Simulationen werden verwendet, um die Eigenschaften der Schatzverfahren in kleinen Stichproben zu analysieren. Der zweite Teil behandelt diagnostische Tests fur Probit- und Tobitmodelle zur Uberprufung der statistischen Modellspezifikation. Im abschlieenden Anwendungsteil werden beispielhaft zentrale Fragen der Innovationsokonomik mit Hilfe von simultanen Probitansatzen analysiert. Das Buch richtet sich sowohl an Okonometriker als auch an Okonometrieanwender mit fortgeschrittenen Kenntnissen okonometrischer Schatz- und Testverfahren.

BusinessBusiness & managementBusiness mathematics & systemsBusinessEconomicsEconomic theory & philosophy Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date: 08/11/1989 ISBN-13: 9783540518181  Details: Type: Paperback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

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