[下载]Structural Analysis of Discrete Data and Econometric Applications

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<TABLE cellPadding=10 width="75%" border=0><TR><TD vAlign=top><FONT size=+2><b>Structural Analysis of Discrete Data and Econometric Applications</b><FONT size=+1><P><B><a href="http://www.econ.northwestern.edu/faculty/manski" target="_blank" >Charles F. Manski</A> and <a href="http://elsa.berkeley.edu/users/mcfadden/index.html" target="_blank" >Daniel L. McFadden</A>, Editors
Cambridge: The MIT Press, 1981</B>
<P><FONT size=-1><EM>Permission is granted to individuals who wish to copy this book, in whole or in part, for academic instructional or research purposes.</EM> </FONT></P></FONT></FONT></TD></TR></TABLE><P><FONT size=+0>We have scanned all the pages of this book as images and converted the TIF files to PDF and compressed PostScript. When viewed in Adobe's Acrobat Reader, the quality is acceptable when some magnification is used. The files are relatively small, ranging from less than one megabyte up to about 3 megabytes in size.
<P>Printing these files from Acrobat 4.x to a local postscript or networked postscript printer should be per the usual speed of your printer. However, we advise that users on a shared network do not attempt to print these images from Reader 3.x or earlier versions to a networked postscript printer. The postscript files from which the PDF files were created are very large, and it may take 3-5 minutes to print just one page to a network printer. We suggest that you <a href="http://www.adobe.com/" target="_blank" >upgrade your version to Reader 4.x</A>, or alternatively, that you <a href="http://elsa.berkeley.edu/users/mcfadden/howtoprint.html" target="_blank" >download and print off the net</A> in the evening or weekends instead.
<P>If you wish to download the entire book, the following archives are available: <a href="http://elsa.berkeley.edu/discrete/pdf.zip" target="_blank" >Zipped file, PDF</A>, 17.35MB; and <a href="http://elsa.berkeley.edu/discrete/ps.zip" target="_blank" >Zipped file, compressed PostScript</A>, 58.76MB. <PRE></PRE><FONT size=+1><B>Front Material</B> <FONT size=+0>[<a href="http://elsa.berkeley.edu/discrete/front_matter.pdf" target="_blank" > front_matter.pdf</A>, 0.29MB] or [<a href="http://elsa.berkeley.edu/discrete/front_matter.ps.Z" target="_blank" > front_matter.ps.Z</A>, 0.93MB]
<P><UL><LI>Title Page and Copyright Information
<LI>Table of Contents
<LI>List of Contributors
<LI>Preface </LI></UL><P><FONT size=+1><B>Editors' Introduction</B> <FONT size=+0>[<a href="http://elsa.berkeley.edu/discrete/ed_intro.pdf" target="_blank" > ed_intro.pdf</A>, 0.43MB] or [<a href="http://elsa.berkeley.edu/discrete/ed_intro.ps.Z" target="_blank" > ed_intro.ps.Z</A>, 1.3MB]
<UL></UL><P><FONT size=+1><B>Chapters</B> <FONT size=+0><OL><!--Chapter 1--><LI><B>Alternative Estimators and Sample Designs for Discrete Choice Analysis</B>, Charles F. Manski and Daniel McFadden [<a href="http://elsa.berkeley.edu/discrete/ch1.pdf" target="_blank" > ch1.pdf</A>, 1.8MB] or [<a href="http://elsa.berkeley.edu/discrete/ch1.ps.Z" target="_blank" > ch1.ps.Z</A>, 5.8MB] <!--Chapter 2--><LI><B>Efficient Estimation of Discrete-Choice Models</B>, Stephen R. Cosslett [<a href="http://elsa.berkeley.edu/discrete/ch2.pdf" target="_blank" > ch2.pdf</A>, 2.1MB] or [<a href="http://elsa.berkeley.edu/discrete/ch2.ps.Z" target="_blank" > ch2.ps.Z</A>, 6.8MB] <!--Chapter 3--><LI><B>Statistical Models for Discrete Panel Data</B>, James J. Heckman [<a href="http://elsa.berkeley.edu/discrete/ch3.pdf" target="_blank" > ch3.pdf</A>, 2.7MB] or [<a href="http://elsa.berkeley.edu/discrete/ch3.ps.Z" target="_blank" > ch3.ps.Z</A>, 8.7MB] <!--Chapter 4--><LI><B>The Incidental Parameters Problem and the Problem of Initial Condition in Estimating a Discrete Time-Discrete Data Stochastic Process</B>, James J. Heckman [<a href="http://elsa.berkeley.edu/discrete/ch4.pdf" target="_blank" > ch4.pdf</A>, 0.7MB] or [<a href="http://elsa.berkeley.edu/discrete/ch4.ps.Z" target="_blank" > ch4.ps.Z</A>, 2.2MB] <!--Chapter 5--><LI><B>Structural Discrete Probability Models Derived from Theories of Choice</B>, Daniel McFadden [<a href="http://elsa.berkeley.edu/discrete/ch5.pdf" target="_blank" > ch5.pdf</A>, 2.7MB] or [<a href="http://elsa.berkeley.edu/discrete/ch5.ps.Z" target="_blank" > ch5.ps.Z</A>, 8.5MB] <!--Chapter 6--><LI><B>Random versus Fixed Coefficient Quantal Choice Models</B>, Gregory W. Fischer and Daniel Nagin [<a href="http://elsa.berkeley.edu/discrete/ch6.pdf" target="_blank" > ch6.pdf</A>, 1.2MB] or [<a href="http://elsa.berkeley.edu/discrete/ch6.ps.Z" target="_blank" > ch6.ps.Z</A>, 3.8MB] <!--Chapter 7--><LI><B>On the Use of Simulated Frequencies to Approximate Choice Probabilities</B>, Steven R. Lerman and Charles F. Manski [<a href="http://elsa.berkeley.edu/discrete/ch7.pdf" target="_blank" > ch7.pdf</A>, 0.66MB] or [<a href="http://elsa.berkeley.edu/discrete/ch7.ps.Z" target="_blank" > ch7.ps.Z</A>, 2.1MB] <!--Chapter 8--><LI><B>Application of a Continuous Spatial Choice Logit Model</B>, Moshe Ben-Akiva and Thawat Watanatada [<a href="http://elsa.berkeley.edu/discrete/ch8.pdf" target="_blank" > ch8.pdf</A>, 0.79MB] or [<a href="http://elsa.berkeley.edu/discrete/ch8.ps.Z" target="_blank" > ch8.ps.Z</A>, 2.4MB] <!--Chapter 9--><LI><B>Simultaneous Equations Models with Discrete and Censored Variables</B>, Lung-Fei Lee [<a href="http://elsa.berkeley.edu/discrete/ch9.pdf" target="_blank" > ch9.pdf</A>, 0.64MB] or [<a href="http://elsa.berkeley.edu/discrete/ch9.ps.Z" target="_blank" > ch9ps.Z</A>, 2.08MB] <!--Chapter 10--><LI><B>Stratification on Endogenous Variables and Estimation: The Gary Income Maintenance Experiment</B>, Jerry A. Hausman and David A. Wise [<a href="http://elsa.berkeley.edu/discrete/chapter10.pdf" target="_blank" > ch10.pdf</A>, 1MB] or [<a href="http://elsa.berkeley.edu/discrete/chapter10.ps.Z" target="_blank" > ch10.ps.Z</A>, 3.18MB] <!--Chapter 11--><LI><B>A Switching Simultaneous Equations Model of Physician Behavior in Ontario</B>, Dale J. Poirier [<a href="http://elsa.berkeley.edu/discrete/ch11.pdf" target="_blank" > ch11.pdf</A>, 1.1MB] or [<a href="http://elsa.berkeley.edu/discrete/ch11.ps.Z" target="_blank" > ch11.ps.Z</A>, 3.5MB] <!--Chapter 12--><LI><B>Constrained on the Parameters in Simultaneous Tobit and Probit Models</B>, Peter Schmidt [<a href="http://elsa.berkeley.edu/discrete/chapter12.pdf" target="_blank" > ch12.pdf</A>, 0.46MB] or [<a href="http://elsa.berkeley.edu/discrete/chapter12.ps.Z" target="_blank" > ch12.ps.Z</A>, 1.49MB] <!--Chapter 13--><LI><B>Estimating Credit Constraints by Switching Regressions</B>, Robert B. Avery [<a href="http://elsa.berkeley.edu/discrete/ch13.pdf" target="_blank" > ch13.pdf</A>, 1.6MB] or [<a href="http://elsa.berkeley.edu/discrete/ch13.ps.Z" target="_blank" > ch13.ps.Z</A>, 5MB] </LI></OL><P><FONT size=+1><B>Index</B> <FONT size=+0>[<a href="http://elsa.berkeley.edu/discrete/index.pdf" target="_blank" > index.pdf</A>, 0.99MB] or [<a href="http://elsa.berkeley.edu/discrete/index.ps.Z" target="_blank" > index.ps.Z</A>, 0.608MB] </P></FONT></FONT></FONT></FONT></FONT></FONT></FONT></FONT></FONT>

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关键词：Applications Application Econometric Structural Analysis research purposes images files whole

Handbook of Econometrics Vols. 1-5

Forthcoming: Volume 6

Volume 1

Edited by: Zvi Griliches and Michael D. Intriligator

Preface - Zvi Griliches and Michael D. Intriligator

Part 1 - Mathematical and Statistical Methods in Econometrics

Chapters 1. Linear Algebra and Matrix Methods in Econometrics - Henri Theil 2. Statistical Theory and Econometrics - Arnold Zellner

Part 2 - Econometric Models

Chapters 3. Economic and Econometric Models - Michael D. Intriligator 4. Identification - Cheng Hsiao 5. Model Choice and Specification Analysis - Edward E. Leamer

Part 3 - Estimation and Computation

Chapters 6. Non-linear Regression Models - Takeshi Amemiya 7. Specification and Estimation of Simultaneous Equation Models - Jerry A. Hausman 8. Exact Small Sample Theory in the Simultaneous Equations Model - P. C. B. Phillips 9. Bayesian Analysis of Simultaneous Equation Systems - Jacques H. Drèze and Jean-François Richard 10. Biased Estimation - G. G. Judge and M. E. Bock 11. Estimation for Dirty Data and Flawed Models - William S. Krasker, Edwin Kuh and Roy E. Welsch 12. Computational Problems and Methods - Richard E. Quandt

Volume 2

Part 4 - Testing

Chapters 13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics - Robert F. Engle 14. Multiple Hypothesis Testing - N. E. Savin 15. Approximating the Distributions of Econometric Estimators and Test Statistics - Thomas J. Rothenberg 16. Monte Carlo Experimentation in Econometrics - David F. Hendry

Part 5 - Time Series Topics

Chapters 17. Time Series and Spectral Methods in Econometrics - C. W. J. Granger and Mark W. Watson 18. Dynamic Specification - David F. Hendry, Adrian R. Pagan and J. Denis Sargan 19. Inference and Causality in Economic Time Series Models - John Geweke 20. Continuous Time Stochastic Models and Issues of Aggregation Over Time - A. R. Bergstrom 21. Random and Changing Coefficient Models - Gregory C. Chow 22. Panel Data - Gary Chamberlain

Part 6 - Special Topics in Econometrics: 1

Chapters 23. Latent Variable Models in Econometrics - Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek 24. Econometric Analysis of Qualitative Response Models - Daniel L. McFadden

Volume 3

Part 7 - Special Topics in Econometrics: 2

Chapters 25. Economic Data Issues - Zvi Griliches 26. Functional Forms in Econometric Model Building - Lawrence J. Lau 27. Limited Dependent Variables - Phoebus J. Dhrymes 28. Disequilibrium, Self-selection, and Switching Models - G. S. Maddala 29. Econometric Analysis of Longitudinal Data - J. J. Heckman and B. Singer

Part 8 - Selected Applications and Uses of Econometrics

Chapters 30. Demand Analysis - Angus Deaton 31. Econometric Methods for Modeling Producer Behavior - Dale W. Jorgenson 32. Labor Econometrics - James J. Heckman and Thomas E. Macurdy 33. Evaluating the Predictive Accuracy of Models - Ray C. Fair 34. New Econometric Approaches to Stabilization Policy in Stochastic Models of Macroeconomic Fluctuations - John B. Taylor 35. Economic Policy Formation: Theory and Implementation (Applied Econometrics in the Public Sector) - Lawrence R. Klein

Volume 4

Edited by: Robert F. Engle and Daniel L. McFadden

Preface - Robert F. Engle and Daniel L. McFadden

Part 9 - Econometric Theory

Chapters 36. Large Sample Estimation and Hypothesis Testing - Whitney K. Newey and Daniel McFadden 37. Empirical Process Methods in Econometrics - Donald W. K. Andrews 38. Applied Nonparametric Methods - Wolfgang Härdle and Oliver Linton 39. Methodology and Theory for the Bootstrap - Peter Hall 40. Classical Estimation Methods for LDV Models Using Simulation - Vassilis A. Hajivassiliou and Paul A. Ruud 41. Estimation of Semiparametric Models - James L. Powell 42. Restrictions of Economic Theory in Nonparametric Methods - Rosa L. Matzkin 43. Analog Estimation of Econometric Models - Charles F. Manski 44. Testing Non-Nested Hypotheses - C. Gourieroux and A. Monfort

Part 10 - Theory and Methods for Dependent Processes

Chapters 45. Estimation and Inference for Dependent Processes - Jeffrey M. Wooldridge 46. Unit Roots, Structural Breaks and Trends - James H. Stock 47. Vector Autoregressions and Cointegration - Mark W. Watson 48. Aspects of Modelling Nonlinear Time Series - Timo Teräsvirta, Dag Tjøstheim and Clive W. J. Granger 49. ARCH Models - Tim Bollerslev, Robert F. Engle and Daniel B. Nelson 50. State-Space Models - James D. Hamilton 51. Structural Estimation of Markov Decision Processes - John Rust

Volume 5

Edited by: James J. Heckman and Edward Leamer

Preface - James J. Heckman and Edward Leamer

Part 11 - New Developments in Theoretical Econometrics

Chapters 52. The Bootstrap - Joel L. Horowitz 53. Panel Data Models: Some Recent Developments - Manuel Arellano and Bo Honoré 54. Interactions-based Models - William A. Brock and Steven N. Durlauf 55. Duration Models: Specification, Identification and Multiple Durations - Gerard J. van den Berg

Part 12 - Computational Methods in Econometrics

Chapters 56. Computationally Intensive Methods for Integration in Econometrics - John Geweke and Michael Keane 57. Markov Chain Monte Carlo Methods: Computation and Inference - Siddhartha Chib

Part 13 - Applied Econometrics

Chapters 58. Calibration - Christina Dawkins, T.N. Srinivasan, and John Whalley 59. Measurement Error in Survey Data - John Bound, Charles Brown, and Nancy Mathiowetz

Highly probably, you could get the ebook from here or other BBS. If you like it , just save the website  and read them online.

thank you very much

老大，您给的链接已经失效了( ⊙ o ⊙ )啊！
好像Berkley换地址了，╮(╯▽╰)╭