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Microeconometrics and MATLAB : an introduction

Microeconometrics and MATLAB : an introduction (9회 대출)

자료유형
단행본
개인저자
Adams, Abi. Clarke, Damian. Quinn, Simon, 1981-.
서명 / 저자사항
Microeconometrics and MATLAB : an introduction / Abi Adams, Damian Clarke, Simon Quinn.
발행사항
Oxford :   Oxford University Press,   c2015.  
형태사항
xvii, 195 p. : ill. ; 24 cm.
ISBN
9780198754497 (hbk.) 9780198754503 (pbk.)
서지주기
Includes bibliographical references and index.
일반주제명
Econometrics. Economics --Mathematical models. Numerical analysis --Computer programs.
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100 1 ▼a Adams, Abi.
245 1 0 ▼a Microeconometrics and MATLAB : ▼b an introduction / ▼c Abi Adams, Damian Clarke, Simon Quinn.
260 ▼a Oxford : ▼b Oxford University Press, ▼c c2015.
300 ▼a xvii, 195 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
630 0 0 ▼a MATLAB.
650 0 ▼a Econometrics.
650 0 ▼a Economics ▼x Mathematical models.
650 0 ▼a Numerical analysis ▼x Computer programs.
700 1 ▼a Clarke, Damian.
700 1 ▼a Quinn, Simon, ▼d 1981-.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 330.015195 A211m 등록번호 121236426 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

CONTENTS
LIST OF FIGURES = ix
LIST OF TABLES = xi
PROLOGUE = xiii
INTRODUCTION = xv
PART Ⅰ FOUNDATIONS = 1
 1 Entering the 'Matrix Laboratory' = 3
  1.1 OLS in MATLAB : 'Hello, world!' = 5
  1.2 The Beauty of Functions = 8
  1.3 A Simple Utility Function = 13
  1.4 Review and Exercises = 17
 2 The Agent Optimizes = 20
  2.1 Profit Maximization = 20
  2.2 Utility Maximization = 23
  2.3 Simulating Economic Models = 27
  2.4 Review and Exercises = 30
 3 The Economist Optimizes = 31
  3.1 Maximum Likelihood = 31
  3.2 Generalized Method of Moments = 34
  3.3 Review and Exercises = 38
PART Ⅱ DISCRETE CHOICE = 39
 4 Discrete Multinomial Choice = 41
  4.1 Binary Logit = 42
  4.2 Multinomial Logit = 48
  4.3 Multinomial Probit = 52
  4.4 Review and Exercises = 60
 5 Discrete Games = 62
  5.1 A Simple Cournot Game = 62
  5.2 A Discrete Bayesian Game = 69
  5.3 Review and Exercises = 79
PART Ⅲ DYNAMICS = 81
 6 Dynamic Choice on a Finite Horizon = 83
  6.1 Direct Attack = 83
  6.2 Dynamic Programming = 90
  6.3 Memoization = 94
  6.4 Stochastic Dynamic Programming = 95
  6.5 Estimating Finite Horizon Models = 99
  6.6 Review and Exercises = 102
 7 Dynamic Choice on an Infinite Horizon = 105
  7.1 Value Function Iteration = 106
  7.2 Policy Function Iteration = 113
  7.3 Estimating Infinite Horizon Models = 116
  7.4 Review and Exercises = 117
PART Ⅳ NONPARAMETRIC METHODS = 123
 8 Nonparametric Regression = 125
  8.1 Parametric Versus Nonparametric Approaches = 125
  8.2 Kernel Regression = 128
  8.3 Cross Validation = 140
  8.4 Local Linear Regression = 145
  8.5 Review and Exercises = 147
 9 Semiparametric Methods = 150
  9.1 Multivariate Kernel Regression = 151
  9.2 Dimension Reduction = 155
  9.3 Partially Linear Models = 156
  9.4 Single Index Models = 160
  9.5 Review and Exercises = 166
PART Ⅴ SPEED = 169
 10 Speeding Things Up... = 171
  10.1 Introduction = 171
  10.2 Clever Coding = 171
  10.3 Parallel Computing = 179
  10.4 Parallel Computing with the GPU = 181
  10.5 Other Tricks = 185
 11 ...and Slowing Things Down = 186
BIBLIOGRAPHY = 189
INDEX = 193

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