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Econometric Applications of Maximum Likelihood Methods

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  • Cramer,Jan Salomon

Abstract

The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.

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Bibliographic Info

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This book is provided by Cambridge University Press in its series Cambridge Books with number 9780521378574 and published in 1989.

Order: http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=9780521378574
Handle: RePEc:cup:cbooks:9780521378574

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Cited by:
  1. Brouwer, E. & Kleinknecht, A., 1997. "Measuring the unmeasurable: A country's non-R&D expenditure on product and service innovation," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5662003, Tilburg University.
  2. Brouwer, Roy & van Beukering, Pieter & Sultanian, Elena, 2008. "The impact of the bird flu on public willingness to pay for the protection of migratory birds," Ecological Economics, Elsevier, vol. 64(3), pages 575-585, January.
  3. Daly, Andrew & Hess, Stephane & de Jong, Gerard, 2012. "Calculating errors for measures derived from choice modelling estimates," Transportation Research Part B: Methodological, Elsevier, vol. 46(2), pages 333-341.
  4. Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer, vol. 25(2), pages 353-379, 02.
  5. Cook, A. J. & Kerr, G. N. & Moore, K., 2002. "Attitudes and intentions towards purchasing GM food," Journal of Economic Psychology, Elsevier, vol. 23(5), pages 557-572, October.
  6. Roy Brouwer & Frank Spaninks, 1999. "The Validity of Environmental Benefits Transfer: Further Empirical Testing," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 14(1), pages 95-117, July.
  7. Daniel Hellerstein, 1993. "Intertemporal data and travel cost analysis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 3(2), pages 193-207, April.
  8. Kerr, Geoffrey N., 2000. "Dichotomous choice contingent valuation probability distributions," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 44(2), June.
  9. Manuchehr Irandoust, 1996. "An empirical analysis of market performance in the car industry," Open Economies Review, Springer, vol. 7(4), pages 327-348, October.
  10. Antonakakis, Nikolaos & Darby, Julia, 2012. "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper 40875, University Library of Munich, Germany.
  11. Eom, Young Sook, 1993. "Pesticide Residue Risks, Produce Choice, and Valuation of Food Safety: A Random Utility Approach," Working Papers 116113, Regional Research Project NE-165 Private Strategies, Public Policies, and Food System Performance.
  12. Monzón, Andrés & Rodriguez-Dapena, Alvaro, 2006. "Choice of mode of transport for long-distance trips: Solving the problem of sparse data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 40(7), pages 587-601, August.
  13. Irandoust, Manuchehr, 1999. "Market structure and market shares in the car industry," Japan and the World Economy, Elsevier, vol. 11(4), pages 531-544, December.

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