Structural Analysis of Discrete Data with Econometric Applications
by Charles F. Manski, Daniel McFadden
Publisher: The MIT Press 1981
Number of pages: 504
This book provides a methodological foundation for the analysis of economic problems involving discrete data, and charts the current frontiers of this subject. The text should be useful not only for econometricians but also for the wider community of researchers involved in the structural analysis of discrete data.
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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 Harold T. Davis - The Principia Press
The object of this book is to set forth the present status of the problem of analyzing that very extensive set of data known as economic time series. This perplexing problem has engaged the attention of economists and statisticians for many years.
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.
by Wolfgang Härdle - Cambridge University Press
Nonparametric regression analysis has become central to economic theory. Hardle, by writing the first comprehensive and accessible book on the subject, contributed enormously to making nonparametric regression equally central to econometric practice.