dd with panel data and repeated cross sections
Báo cáo khoa học: "Attacking Parsing Bottlenecks with Unlabeled Data and Relevant Factorizations" pdf
Ngày tải lên :
23/03/2014, 14:20
... sibling and grandparent factorizations described above–for Conversion 1, sibling scoring may help conjunctions and grandparent scoring may help prepositions, and for Conversion 2, grandparent ... and conjunctions), there is no significant difference between the version of the parser which uses the grandparent and sibling factorization (Grand+Sib) and the version which uses just the grandparent ... and, and and and cats, but never any web counts that include both dogs and cats For the phrase ate spaghetti with a fork, edge-based scoring would not use any web counts involving both ate and fork...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Overview pps
Ngày tải lên :
06/07/2014, 08:20
... between 3SLS and Standard Panel Data Estimators 11.3.2 Chamberlain’s Approach to Unobserved E¤ects Models Hausman and Taylor-Type Models Applying Panel Data Methods to Matched Pairs and Cluster ... Econometric Analysis of Cross Section and Panel Data Je¤rey M Wooldridge The MIT Press Cambridge, Massachusetts London, England Contents Preface Acknowledgments xvii xxiii I INTRODUCTION AND BACKGROUND ... Specification Testing Partial Likelihood Methods for Panel Data and Cluster Samples 13.8.1 Setup for Panel Data 13.8.2 Asymptotic Inference 13.8.3 Inference with Dynamically Complete Models 13.8.4 Inference...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 1 pot
Ngày tải lên :
06/07/2014, 08:20
... in panel data applications with many cross section observations spanning a relatively short time period We will also be able to cover panel data sample selection and stratification issues within ... of full data matrices Because we will rely heavily on random sampling, it is important to know what it allows and what it rules out Random sampling is often reasonable for cross section data, where, ... central role For panel data (or longitudinal data) , which consist of repeated observations on the same cross section of, say, individuals, households, firms, or cities, over time, the random sampling...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 2 pdf
Ngày tải lên :
06/07/2014, 08:20
... assumptions on x1 and x2 , x1 x2 has zero mean and is uncorrelated with x1 and x2 ) d Why is equation (2.47) generally more useful than equation (2.48)? 2.4 For random scalars u and v and a random vector ... x When y and x are random, it makes sense to use the right-hand side of equation (2.8), but where f ðxÞ is the conditional mean, mðxÞ Therefore, the (partial) elasticity of Eð y j xÞ with respect ... elasticity of Eð y j xÞ with respect to x1 is ðb x1 Þ=ðb0 þ b x1 þ b2 x2 Þ, which clearly depends on x1 and x2 However, in equation (2.5) the elasticity with respect to x1 is constant and equal to b...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 3 ppt
Ngày tải lên :
06/07/2014, 08:20
... y and AvarðyÞ using the delta method g À:4 ^ ^ c If, for a sample of data, y ¼ ðÀ1:5; :5Þ and AvarðyÞ is estimated as , À:4 ^ find the asymptotic standard error of g pffiffiffiffiffi ^ ~ 3.9 Let y and ... Op ð1Þ and op ð1Þ Á op ð1Þ ¼ op ð1Þ All of the previous definitions apply element by element to sequences of random vectors or matrices For example, if fxN g is a sequence of random K  random ... Estimators and Test Statistics In this section, we apply the previous concepts to sequences of estimators Because estimators depend on the random outcomes of data, they are properly viewed as random...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 4 ppt
Ngày tải lên :
06/07/2014, 08:20
... the N  K data matrix of regressors with ith row xi and Y is the N  data vector with ith element yi Under Assumption OLS.2, X X is nonsingular with probability approaching one PN and plim½ðN ... mean and is uncorrelated with x1 ; x2 ; ; xK (and q) By normalization, q also has zero mean Thus, EðuÞ ¼ However, u is uncorrelated with x1 ; x2 ; ; xK if and only if q is uncorrelated with ... that v and eK both have zero mean and are uncorrelated with each xj , including xK ; therefore, v À bK eK has zero mean and is uncorrelated with the à xj It follows that OLS estimation with xK...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 5 doc
Ngày tải lên :
06/07/2014, 08:20
... x0 Þ where y0 and x0 are the sample averages of yi and xi over the part of the sample with zi ¼ 0, and y1 and x1 are the sample averages of yi and xi over the part of the sample with zi ¼ This ... zero mean and is uncorrelated with each of xj , q, and v In addition, z1 ; z2 ; ; zM is a set of variables that are (1) redundant in the structural equation (5.45) and (2) uncorrelated with a1 ... testing Example 5.4 (Parents’ and Husband’s Education as IVs, continued): We add the number of young children (kidslt6) and older children (kidsge6) to equation (5.12) and test for their joint significance...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 6 ppt
Ngày tải lên :
06/07/2014, 08:20
... structure, panel data, which we treat starting in Chapter Briefly, in a panel data set we follow the same group of individuals, firms, cities, and so on over time In a pooling of cross sections over ... the data in HPRICE.RAW, which is a subset of the data used by Kiel and McClain (1995) The file contains housing prices and characteristics for two years, 1978 and 1981, for homes sold in North Andover, ... simply include v along with unity, exper, exper , and educ in ^ an OLS regression and obtain the t statistic on v Using the data in MROZ.RAW ^ gives the result r1 ¼ :047 and tr1 ¼ 1:65 We find...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 7 pot
Ngày tải lên :
06/07/2014, 08:20
... progress has been made on asymptotics in panel data with large T and N when the data have unit roots; see, for example, Pesaran and Smith (1995) and Phillips and Moon (1999) As an example, consider ... indexes cities Example 7.6 (Wage Equation with Panel Data) : Suppose we have data for the years 1990, 1991, and 1992 on a cross section of individuals, and we would like to estimate the e¤ect of ... something we cannot with a single cross section A panel data set also allows us to control for unobserved cross section heterogeneity, but we will not exploit this feature of panel data until Chapter...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 8 pdf
Ngày tải lên :
06/07/2014, 08:20
... (without restrictions on W)? 8.7 With definitions (8.14) and (8.15), show that system 2SLS and 3SLS are ^ numerically identical whenever W is a diagonal matrix 8.8 Consider the standard panel data ... can change across g, and sgh ¼ Covðug ; uh Þ can di¤er across g and h The system homoskedasticity assumption (8.37) necessarily holds when the instruments Zi are treated as nonrandom and Varðu ... to time series problems Ziliak and Kniesner (1998) use a Newey-West type procedure in a panel data application with large N Theoretically, this is not required, and it is not completely general...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 9 doc
Ngày tải lên :
06/07/2014, 08:20
... of zð1Þ , zð2Þ , and zð3Þ In addition to assuming that z is uncorrelated with each of u1 , u2 , and u3 , assume that educ is uncorrelated with u2 , but educ might be correlated with u1 a When ... hours, h, and observed wage, w, equate supply and demand: Simultaneous Equations Models 213 h ¼ h s ðwÞ ¼ h d ðwÞ The variables in zð1Þ shift the labor supply curve, and zð2Þ contains labor demand ... is uncorrelated with u1 and u2 (z1 can be unity to allow for an intercept) Without further information, equation (9.31) is unidentified, and equation (9.32) is just identified if and only if d13...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 10 pdf
Ngày tải lên :
06/07/2014, 08:20
... where x it is  K and can contain observable variables that change across t but not i, variables that change across i but not t, and variables that change across i and t In addition to unobserved ... the ci and bFE We already know that bFE ^ is consistent with fixed T as N ! y This is not the case with the ci Each time a new cross section observation is added, another ci is added, and information ... RE and FE Include all variables in wit that have some variation across i and t, except for the term dummy 10.8 Use the data in NORWAY.RAW for the years 1972 and 1978 for a two-year panel data...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 11 pot
Ngày tải lên :
06/07/2014, 08:20
... error problem with panel data that is not available with a single cross section or independently pooled à cross sections Under assumption (11.36), rit is uncorrelated with wis for all t and s Thus, ... estimating a and b; see also Lemieux (1998) 11.3 11.3.1 GMM Approaches to Linear Unobserved E¤ects Models Equivalence between 3SLS and Standard Panel Data Estimators Random e¤ects, fixed e¤ects, and first ... consumption 11.5 Applying Panel Data Methods to Matched Pairs and Cluster Samples Unobserved e¤ects structures arise in contexts other than repeated cross sections over time One simple data structure is...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 12 doc
Ngày tải lên :
06/07/2014, 08:20
... initially seem It covers cross section models with many equations, and it also covers panel data settings with small time series dimension The extension to independently pooled cross sections is almost ... we would like to estimate them Generic candidates for yo1 and yo2 are labeled y1 and y2 , and, without further information, y1 is any positive number and y2 is any real number: the parameter ... , Bo , Co , and , and can be estimated by using consistent estimators of Ao , Bo , and Co When we add assumption (12.53), then the special versions of the Wald and LM statistics and the QLR...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 13 pdf
Ngày tải lên :
06/07/2014, 08:20
... addition, panel data settings with large cross sections and relatively small time periods are encompassed, since the appropriate asymptotic analysis is with the time dimension fixed and the cross ... x 13.8.1 Setup for Panel Data For panel data applications we let y denote a T Â vector, with generic element yt Thus, yi is a T Â random draw vector from the cross section, with tth element yit ... consistent and asymptotically normal, but the variance matrix must be corrected for additional within-cluster dependence 13.9 Panel Data Models with Unobserved E¤ects As we saw in Chapters 10 and 11,...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 14 pptx
Ngày tải lên :
06/07/2014, 08:20
... a linear demand and supply system for G attributes of a good or service (see Epple, 1987; Kahn and Lang, 1988; and Wooldridge, 1996) The demand and supply system is written as demandg ¼ h1g þ ... (1987), Epple (1987), and Kahn and Lang (1988): because of matching that happens between individual buyers and sellers, x i2 is correlated with ui1 , and x i1 is correlated with ui2 Consequently, ... Wooldridge (1996) 14.4 Panel Data Applications As we saw in Chapter 11, system IV methods are needed in certain panel data contexts In the current case, our interest is in nonlinear panel data models that...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 15 docx
Ngày tải lên :
06/07/2014, 08:20
... saw with linear models, and, as we will see with the logit model in the next subsection and with count data models in Chapter 19, in some cases we can consistently estimate the parameters b without ... yi0 ; z i Þ and with a and sa replacing c and sc , respectively Conveniently, this result means that we can use standard random e¤ects probit software to estimate c, d, r, x0 , x, and sa2 : we ... explanatory variables and unknown GðÁÞ are not yet available 15.8 Binary Response Models for Panel Data and Cluster Samples When analyzing binary responses in the context of panel data, it is often...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 16 potx
Ngày tải lên :
06/07/2014, 08:20
... Regression to Panel Data and Cluster Samples We now cover Tobit methods for panel data and cluster samples The treatment is very similar to that for probit models in Section 15.8, and so we make ... case and Section 13.8.4 for the general case With either panel data or cluster samples, the LR statistic based on the pooled Tobit estimation is not generally valid In the case that the panel data ... estimates b and h s þ g t In data- censoring cases we are interested in b; g is of no use without observing q, and g cannot be estimated anyway We have shown that heterogeneity independent of x and normally...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 17 pot
Ngày tải lên :
06/07/2014, 08:20
... random within each stratum This roughly reflects how samples are obtained for certain large cross- sectional and panel data sets used in economics, including the panel study of income dynamics and ... original people may be dropped and new people added At t ¼ some additional people might be dropped and others added; and so on This is an example of a rotating panel 578 Chapter 17 Provided ... on any subset of the observed panel is consistent For example, with T ¼ 3, we observe cross section units with data for one, two, or three time periods Those units with Ti ¼ drop out, but any other...
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Book Econometric Analysis of Cross Section and Panel Data By Wooldridge - Chapter 19 pptx
Ngày tải lên :
06/07/2014, 08:20
... the QLR statistic in equation (19.17) Count Data and Related Models 679 e Compute the fully robust standard errors, and compare these with the GLM standard errors f In the model estimated from ... given in assumption (19.34) with ni ¼ See Count Data and Related Models 663 Papke and Wooldridge (1996) for more details, as well as suggestions for specification tests and for an application to ... function, x2 is a subset of x (typi- Count Data and Related Models 667 cally, x2 ¼ x), and v is unobserved This is a standard sample selection mechanism, where y2 and x2 must be observable for all units...
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