The Econometric Analysis of Network Data

The Econometric Analysis of Network Data
Author: Bryan Graham,Aureo de Paula
Publsiher: Academic Press
Total Pages: 320
Release: 2019-06-17
ISBN 10: 0128117710
ISBN 13: 9780128117712
Language: EN, FR, DE, ES & NL

The Econometric Analysis of Network Data Book Review:

The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers and data scientists who are seeking to perform effective analyses of networks, especially inference problems. It introduces the key results and ideas in an accessible, yet rigorous way, confining formal proofs to extensively annotated appendices. While a multi-contributed reference, the work is tightly focused and disciplined, providing latitude for varied specialties in one authorial voice. Each of the six worked examples describes relevant computational tools and provides a number of illustrative examples that are supported by a companion site code repository. Answers both the 'why' and 'how' questions in network analysis Describes multiple worked examples from the literature and beyond, allowing empirical researchers and data scientists to quickly access the 'state-of-the-art' Supported by a companion site code repository that details simulations and representative empirical applications in Python, MATLAB and C++ Includes 40+ diagrams of 'networks in the wild' that help visually summarize key points

The Econometric Analysis of Network Data

The Econometric Analysis of Network Data
Author: Bryan Graham,Aureo de Paula
Publsiher: Academic Press
Total Pages: 244
Release: 2020-06-01
ISBN 10: 0128117729
ISBN 13: 9780128117729
Language: EN, FR, DE, ES & NL

The Econometric Analysis of Network Data Book Review:

The Econometric Analysis of Network Data serves as an entry point for advanced students, researchers, and data scientists seeking to perform effective analyses of networks, especially inference problems. It introduces the key results and ideas in an accessible, yet rigorous way. While a multi-contributor reference, the work is tightly focused and disciplined, providing latitude for varied specialties in one authorial voice. Answers both ‘why’ and ‘how’ questions in network analysis, bridging the gap between practice and theory allowing for the easier entry of novices into complex technical literature and computation Fully describes multiple worked examples from the literature and beyond, allowing empirical researchers and data scientists to quickly access the ‘state of the art’ versioned for their domain environment, saving them time and money Disciplined structure provides latitude for multiple sources of expertise while retaining an integrated and pedagogically focused authorial voice, ensuring smooth transition and easy progression for readers Fully supported by companion site code repository 40+ diagrams of ‘networks in the wild’ help visually summarize key points

The Oxford Handbook of the Economics of Networks

The Oxford Handbook of the Economics of Networks
Author: Yann Bramoullé,Andrea Galeotti,Brian Rogers
Publsiher: Oxford University Press
Total Pages: 608
Release: 2016-03-01
ISBN 10: 0199948283
ISBN 13: 9780199948284
Language: EN, FR, DE, ES & NL

The Oxford Handbook of the Economics of Networks Book Review:

The Oxford Handbook of the Economics of Networks represents the frontier of research into how and why networks they form, how they influence behavior, how they help govern outcomes in an interactive world, and how they shape collective decision making, opinion formation, and diffusion dynamics. From a methodological perspective, the contributors to this volume devote attention to theory, field experiments, laboratory experiments, and econometrics. Theoretical work in network formation, games played on networks, repeated games, and the interaction between linking and behavior is synthesized. A number of chapters are devoted to studying social process mediated by networks. Topics here include opinion formation, diffusion of information and disease, and learning. There are also chapters devoted to financial contagion and systemic risk, motivated in part by the recent financial crises. Another section discusses communities, with applications including social trust, favor exchange, and social collateral; the importance of communities for migration patterns; and the role that networks and communities play in the labor market. A prominent role of networks, from an economic perspective, is that they mediate trade. Several chapters cover bilateral trade in networks, strategic intermediation, and the role of networks in international trade. Contributions discuss as well the role of networks for organizations. On the one hand, one chapter discusses the role of networks for the performance of organizations, while two other chapters discuss managing networks of consumers and pricing in the presence of network-based spillovers. Finally, the authors discuss the internet as a network with attention to the issue of net neutrality.

Co integration Error Correction and the Econometric Analysis of Non Stationary Data

Co integration  Error Correction  and the Econometric Analysis of Non Stationary Data
Author: Anindya Banerjee,Juan J. Dolado,John W. Galbraith,David Hendry
Publsiher: Oxford University Press
Total Pages: 135
Release: 1993-05-27
ISBN 10: 0191638919
ISBN 13: 9780191638916
Language: EN, FR, DE, ES & NL

Co integration Error Correction and the Econometric Analysis of Non Stationary Data Book Review:

This book provides a wide-ranging account of the literature on co-integration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behaviour are common in economics, although techniques appropriate to analysing such data are of recent origin and there are few existing expositions of the literature. This book focuses on the exploration of relationships among integrated data series and the exploitation of these relationships in dynamic econometric modelling. The concepts of co-integration and error-correction models are fundamental components of the modelling strategy. This area of time-series econometrics has grown in importance over the past decade and is of interest to econometric theorists and applied econometricians alike. By explaining the important concepts informally, but also presenting them formally, the book bridges the gap between purely descriptive and purely theoretical accounts of the literature. The asymptotic theory of integrated processes is described and the tools provided by this theory are used to develop the distributions of estimators and test statistics. Practical modelling advice, and the use of techniques for systems estimation, are also emphasized. A knowledge of econometrics, statistics, and matrix algebra at the level of a final-year undergraduate or first-year undergraduate course in econometrics is sufficient for most of the book. Other mathematical tools are described as they occur.

The Econometrics of Networks

The Econometrics of Networks
Author: Áureo de Paula,Elie Tamer,Marcel-Cristian Voia
Publsiher: Emerald Publishing Limited
Total Pages: 496
Release: 2020-10-19
ISBN 10: 9781838675769
ISBN 13: 1838675760
Language: EN, FR, DE, ES & NL

The Econometrics of Networks Book Review:

Showcasing fresh methodological and empirical research on the econometrics of networks, and comprising both theoretical, empirical and policy papers, the authors in this volume bring together a wide range of perspectives to facilitate a dialogue between academics and practitioners for better understanding this groundbreaking field.

Applied Spatial Statistics and Econometrics

Applied Spatial Statistics and Econometrics
Author: Katarzyna Kopczewska
Publsiher: Routledge
Total Pages: 594
Release: 2020-11-26
ISBN 10: 1000079783
ISBN 13: 9781000079784
Language: EN, FR, DE, ES & NL

Applied Spatial Statistics and Econometrics Book Review:

This textbook is a comprehensive introduction to applied spatial data analysis using R. Each chapter walks the reader through a different method, explaining how to interpret the results and what conclusions can be drawn. The author team showcases key topics, including unsupervised learning, causal inference, spatial weight matrices, spatial econometrics, heterogeneity and bootstrapping. It is accompanied by a suite of data and R code on Github to help readers practise techniques via replication and exercises. This text will be a valuable resource for advanced students of econometrics, spatial planning and regional science. It will also be suitable for researchers and data scientists working with spatial data.

Panel Data Econometrics with R

Panel Data Econometrics with R
Author: Yves Croissant,Giovanni Millo
Publsiher: John Wiley & Sons
Total Pages: 328
Release: 2018-08-10
ISBN 10: 1118949188
ISBN 13: 9781118949184
Language: EN, FR, DE, ES & NL

Panel Data Econometrics with R Book Review:

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Network Theory and Agent Based Modeling in Economics and Finance

Network Theory and Agent Based Modeling in Economics and Finance
Author: Anindya S. Chakrabarti,Lukáš Pichl,Taisei Kaizoji
Publsiher: Springer Nature
Total Pages: 458
Release: 2019-10-23
ISBN 10: 9811383197
ISBN 13: 9789811383199
Language: EN, FR, DE, ES & NL

Network Theory and Agent Based Modeling in Economics and Finance Book Review:

This book presents the latest findings on network theory and agent-based modeling of economic and financial phenomena. In this context, the economy is depicted as a complex system consisting of heterogeneous agents that interact through evolving networks; the aggregate behavior of the economy arises out of billions of small-scale interactions that take place via countless economic agents. The book focuses on analytical modeling, and on the econometric and statistical analysis of the properties emerging from microscopic interactions. In particular, it highlights the latest empirical and theoretical advances, helping readers understand economic and financial networks, as well as new work on modeling behavior using rich, agent-based frameworks. Innovatively, the book combines observational and theoretical insights in the form of networks and agent-based models, both of which have proved to be extremely valuable in understanding non-linear and evolving complex systems. Given its scope, the book will capture the interest of graduate students and researchers from various disciplines (e.g. economics, computer science, physics, and applied mathematics) whose work involves the domain of complexity theory.

Data Science for Economics and Finance

Data Science for Economics and Finance
Author: Sergio Consoli,Diego Reforgiato Recupero,Michaela Saisana
Publsiher: Springer Nature
Total Pages: 355
Release: 2021
ISBN 10: 3030668916
ISBN 13: 9783030668914
Language: EN, FR, DE, ES & NL

Data Science for Economics and Finance Book Review:

This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.

Production Networks and Enterprises in East Asia

Production Networks and Enterprises in East Asia
Author: Ganeshan Wignaraja
Publsiher: Springer
Total Pages: 326
Release: 2015-12-10
ISBN 10: 443155498X
ISBN 13: 9784431554981
Language: EN, FR, DE, ES & NL

Production Networks and Enterprises in East Asia Book Review:

The book provides a comprehensive examination of patterns and determinants of production networks in East Asia, a key driver in the region’s global success. It provides the reader with an accessible understanding of the theoretical literature on production networks and recent developments in empirical analysis at the industry and firm-levels. The topics covered in the book include: gross trade in parts and components and gravity models, trade in value added, industry case studies, and micro data econometric studies of firm heterogeneity in production networks. The micro data econometric studies explore key aspects of the heterogeneity of firms in East Asian production networks such as technological capability, the entry of small and medium enterprises into production networks, business use of free trade agreements, and access to credit. Blending new sources of data, empirical tools and econometric methods this book is highly recommended for readers who seek to understand the workings of the complex web of production networks in East Asia.

The Econometrics of Structural Change Neural Network and Panel Data Analysis

The Econometrics of Structural Change  Neural Network and Panel Data Analysis
Author: Chien-Fu Jeff Lin
Publsiher: Unknown
Total Pages: 424
Release: 1992
ISBN 10: 1928374650XXX
ISBN 13: UCSD:31822005087275
Language: EN, FR, DE, ES & NL

The Econometrics of Structural Change Neural Network and Panel Data Analysis Book Review:

Econometric Forecasting and High frequency Data Analysis

Econometric Forecasting and High frequency Data Analysis
Author: Roberto S. Mariano,Yiu Kuen Tse
Publsiher: World Scientific
Total Pages: 189
Release: 2008
ISBN 10: 9812778969
ISBN 13: 9789812778963
Language: EN, FR, DE, ES & NL

Econometric Forecasting and High frequency Data Analysis Book Review:

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.

Applied Econometrics with R

Applied Econometrics with R
Author: Christian Kleiber,Achim Zeileis
Publsiher: Springer Science & Business Media
Total Pages: 222
Release: 2008-12-10
ISBN 10: 0387773185
ISBN 13: 9780387773186
Language: EN, FR, DE, ES & NL

Applied Econometrics with R Book Review:

R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Applied Econometric Analysis Emerging Research and Opportunities

Applied Econometric Analysis  Emerging Research and Opportunities
Author: Sloboda, Brian W.,Sissoko, Yaya
Publsiher: IGI Global
Total Pages: 264
Release: 2020-06-01
ISBN 10: 179981095X
ISBN 13: 9781799810957
Language: EN, FR, DE, ES & NL

Applied Econometric Analysis Emerging Research and Opportunities Book Review:

Professionals are constantly searching for competitive solutions to help determine current and future economic tendencies. Econometrics uses statistical methods and real-world data to predict and establish specific trends within business and finance. This analytical method sustains limitless potential, but the necessary research for professionals to understand and implement this approach is lacking. Applied Econometric Analysis: Emerging Research and Opportunities explores the theoretical and practical aspects of detailed econometric theories and applications within economics, political science, public policy, business, and finance. Featuring coverage on a broad range of topics such as cointegration, machine learning, and time series analysis, this book is ideally designed for economists, policymakers, financial analysts, marketers, researchers, academicians, and graduate students seeking research on the various techniques of econometric concepts.

Spatial Analysis Using Big Data

Spatial Analysis Using Big Data
Author: Yoshiki Yamagata,Hajime Seya
Publsiher: Academic Press
Total Pages: 302
Release: 2019-11-03
ISBN 10: 0128131322
ISBN 13: 9780128131329
Language: EN, FR, DE, ES & NL

Spatial Analysis Using Big Data Book Review:

Spatial Analysis Using Big Data: Methods and Urban Applications helps readers understand the most powerful, state-of-the-art spatial econometric methods, focusing particularly on urban research problems. The methods represent a cluster of potentially transformational socio-economic modeling tools that allow researchers to capture real-time and high-resolution information to potentially reveal new socioeconomic dynamics within urban populations. Each method, written by leading exponents of the discipline, uses real-time urban big data to solve research problems in spatial science. Urban applications of these methods are provided in unsurpassed depth, with chapters on surface temperature mapping, view value analysis, community clustering and spatial-social networks, among many others. Reviews some of the most powerful and challenging modern methods to study big data problems in spatial science Provides computer codes written in R, MATLAB and Python to help implement methods Applies these methods to common problems observed in urban and regional economics

Social and Economic Networks

Social and Economic Networks
Author: Matthew O. Jackson
Publsiher: Princeton University Press
Total Pages: 520
Release: 2010-11-01
ISBN 10: 9781400833993
ISBN 13: 140083399X
Language: EN, FR, DE, ES & NL

Social and Economic Networks Book Review:

Networks of relationships help determine the careers that people choose, the jobs they obtain, the products they buy, and how they vote. The many aspects of our lives that are governed by social networks make it critical to understand how they impact behavior, which network structures are likely to emerge in a society, and why we organize ourselves as we do. In Social and Economic Networks, Matthew Jackson offers a comprehensive introduction to social and economic networks, drawing on the latest findings in economics, sociology, computer science, physics, and mathematics. He provides empirical background on networks and the regularities that they exhibit, and discusses random graph-based models and strategic models of network formation. He helps readers to understand behavior in networked societies, with a detailed analysis of learning and diffusion in networks, decision making by individuals who are influenced by their social neighbors, game theory and markets on networks, and a host of related subjects. Jackson also describes the varied statistical and modeling techniques used to analyze social networks. Each chapter includes exercises to aid students in their analysis of how networks function. This book is an indispensable resource for students and researchers in economics, mathematics, physics, sociology, and business.

Analysis of Survey Data

Analysis of Survey Data
Author: R. L. Chambers,C. J. Skinner
Publsiher: John Wiley & Sons
Total Pages: 398
Release: 2003-08-01
ISBN 10: 0470864397
ISBN 13: 9780470864395
Language: EN, FR, DE, ES & NL

Analysis of Survey Data Book Review:

This book is concerned with statistical methods for the analysis of data collected from a survey. A survey could consist of data collected from a questionnaire or from measurements, such as those taken as part of a quality control process. Concerned with the statistical methods for the analysis of sample survey data, this book will update and extend the successful book edited by Skinner, Holt and Smith on 'Analysis of Complex Surveys'. The focus will be on methodological issues, which arise when applying statistical methods to sample survey data and will discuss in detail the impact of complex sampling schemes. Further issues, such as how to deal with missing data and measurement of error will also be critically discussed. There have significant improvements in statistical software which implement complex sampling schemes (eg SUDAAN, STATA, WESVAR, PC CARP ) in the last decade and there is greater need for practical advice for those analysing survey data. To ensure a broad audience, the statistical theory will be made accessible through the use of practical examples. This book will be accessible to a broad audience of statisticians but will primarily be of interest to practitioners analysing survey data. Increased awareness by social scientists of the variety of powerful statistical methods will make this book a useful reference.

Econometrics For Dummies

Econometrics For Dummies
Author: Roberto Pedace
Publsiher: John Wiley & Sons
Total Pages: 368
Release: 2013-06-05
ISBN 10: 1118533879
ISBN 13: 9781118533871
Language: EN, FR, DE, ES & NL

Econometrics For Dummies Book Review:

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics
Author: M. Hashem Pesaran
Publsiher: Oxford University Press, USA
Total Pages: 1095
Release: 2015
ISBN 10: 0198759983
ISBN 13: 9780198759980
Language: EN, FR, DE, ES & NL

Time Series and Panel Data Econometrics Book Review:

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

Analysis of Economic Data

Analysis of Economic Data
Author: Gary Koop
Publsiher: John Wiley & Sons
Total Pages: 277
Release: 2013-09-23
ISBN 10: 1118472535
ISBN 13: 9781118472538
Language: EN, FR, DE, ES & NL

Analysis of Economic Data Book Review:

Analysis of Economic Data has, over three editions, become firmly established as a successful textbook for students studying data analysis whose primary interest is not in econometrics, statistics or mathematics. It introduces students to basic econometric techniques and shows the reader how to apply these techniques in the context of real-world empirical problems. The book adopts a largely non-mathematical approach relying on verbal and graphical inuition and covers most of the tools used in modern econometrics research. It contains extensive use of real data examples and involves readers in hands-on computer work.