Learning Microeconometrics with R

Adams, Christopher P.

Learning Microeconometrics with R

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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)

本書透過使用R介紹了微觀計量學領域。重點是將領域中的現有知識應用於實際問題。它使用R來教授領域的概念並展示讀者如何應用這些技術。本書針對具有經濟學、統計學或其他技術領域學士學位的一般讀者。它涵蓋了微觀計量學的標準工具，如OLS、工具變數、Heckman選擇和差異中的差異。此外，它還介紹了界限、因子模型、混合模型和實證貝葉斯分析。

主要特點：
- 聚焦於算法背後的假設，而非統計特性。
- 提供了對因子模型和有限混合模型的尖端分析。
- 以實際案例進行實踐，檢驗模型的假設以及模型無法準確估計的情況。
- 使用有助於分析重要微觀經濟問題的有趣實際數據集。
- 在整本書中介紹R編程概念。
- 包含附錄，討論了本書中使用的一些標準統計概念和R編程。

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)

Chris Adams出生並在澳大利亞墨爾本長大，是一位終身支持卡爾頓足球隊的球迷。Chris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擔任教職。他在美國聯邦貿易委員會擁有17年的合併監管和反壟斷工作經驗。他目前是美國國會預算辦公室的首席分析師。Chris的工作和研究主要集中在計量經濟學、實證產業組織學、藥物創新和拍賣等領域。他的作品已發表在多個學術期刊上，包括《計量經濟學雜誌》、《健康事務》、《健康經濟學》、《市場科學》和《經濟學快報》。Chris是一位結腸癌倖存者，也是ECOG-ACRIN的研究患者倡導者。最重要的是，他是CJ的父親，Deena的丈夫。

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