thomas m stoker (47 risultati)

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Soft cover. Condizione: Fair to Good, Reading Copy. Painted Cover (illustratore). First Edition By This Publisher. 255 pages. with 18 short stories. >> This is a readig copy. Cover creasing ; interior pages are wrinkled; staining to front cover & first few pages, but story is not effected. cover scuffing. Size: 12mo - over 6¾" - 7¾" Tall. Book.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: as new. Wie neu/Like new.

Soft cover. Condizione: Collectible - Good. 1st Edition. 1968 - Paperback. Book is in good condition. Book has wear on edges, creases on cover, sunning to spine and cover edges, slight curve to cover, chips on spine edge. MD SKU-6985045.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Paperback. Condizione: New. Print on Demand. This book presents a detailed analysis of the estimation of coefficients in single index models, where the function relating the dependent and independent variables is misspecified or unknown. The author demonstrates a consistent estimator for scaled coefficients that can be obtained by employing linear instrumental variables regression, where the instruments are appropriately defined score vectors of the marginal distribution of independent variables. The book explores the implications of the proposed method for various econometric models, including limited dependent variable models and models involving transformed dependent variables. It discusses the construction and implementation of the instrumental variables, and establishes their asymptotic distribution, facilitating statistical inference and hypothesis testing. By providing a solid theoretical foundation and practical guidance, this book contributes to the understanding of coefficient estimation in econometric models with misspecified or unknown functional forms. It is a valuable resource for researchers, practitioners, and students interested in econometrics, statistics, and the analysis of economic and social data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condizione: New. Print on Demand. This book explores the idea of studying macro functions with cross section information. By examining these economic functions across a set of data points, rather than over time, the author finds that under certain conditions, results from micro regressions can provide insights into macro functions. The author, an accomplished econometrician, develops methodologies for studying both linear and nonlinear macro functions using cross-sectional data. This work has major implications for how economic data is analyzed and interpreted, opening up new possibilities for researchers in various fields. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condizione: New. Print on Demand. This book delves into the complexities of estimating coefficients in single-index models, where the underlying function is unknown or misspecified. The author explores the relationship between behavioral derivatives and covariance estimators, demonstrating how information on the marginal distribution of explanatory variables can be harnessed to estimate coefficients up to scale. The book covers various model types, from binary discrete choice to multiple index models, highlighting the conditions under which ordinary least squares coefficients provide consistent estimates. It also analyzes the asymptotic bias of these coefficients and establishes the asymptotic distribution of instrumental variables estimators when the variable distribution is modeled parametrically. Through its focus on average behavioral derivatives, this book provides a comprehensive framework for understanding coefficient estimation in single-index models, offering valuable insights for researchers and practitioners seeking to draw meaningful inferences from data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condizione: New. Print on Demand. This book delves into the intricate world of economic modelling, specifically focusing on the estimation of exact aggregation models using the nonlinear three-stage least squares method. The author explores the unique relationship between individual and aggregate behaviour in these models, making them valuable tools for analysing data at both micro and macro levels. The book offers a comprehensive overview of the estimation process, delving into its properties and demonstrating its similarities to linear pooling estimators. It showcases the computational advantages of this method over other nonlinear estimators. Rich with examples from demand analysis, including the linear expenditure system and the translog model, the book bridges economic theory with practical applications. The author meticulously examines the stochastic structure of exact aggregation models, addressing assumptions and instrumental variables. The discussion extends to the pooling of time series and cross-section data, offering valuable insights into efficiency gains and data handling techniques. A highlight of this book is a detailed empirical example focusing on household energy consumption in the United States. This real-world application demonstrates the power of the nonlinear three-stage least squares method in understanding consumer behaviour and energy demand patterns. The analysis sheds light on price and demographic effects, revealing the complexities of household decision-making in the face of evolving energy prices. Ultimately, this book provides a valuable resource for researchers and practitioners seeking to understand and apply exact aggregation models in economic analysis. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condizione: New. Print on Demand. This book studies the use of cross-section data to describe macro functions, which are typically derived from microeconomic theories but estimated with time-series data. It introduces a new property called asymptotic sufficiency, which characterizes when cross-section data can be used to estimate the first derivatives of macro functions. The author explores the relationship between asymptotic sufficiency and aggregation assumptions and shows that it embodies both kinds of aggregation assumptions known: linear aggregation and sufficient statistics. The book presents a methodology for estimating higher-order derivatives of macro functions from cross-section data when the distribution is a member of the exponential family, which extends to higher-order derivatives. Finally, it describes a general test of linear aggregation schemes that relies only on the existence of certain population moments. This book is a valuable resource for researchers and practitioners interested in using cross-section data to characterize macro functions. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.

Paperback. Condizione: New. Print on Demand. This book examines the challenges of tracking economic activity over time, particularly as societies change and adopt new technologies and industries. The author argues that the economic reactions of diverse economic players are not necessarily similar and that changes in the composition of economic actors can have significant impacts on aggregate economic activity. The author discusses various empirical approaches that have been developed to account for compositional heterogeneity in empirical modeling of aggregate data and provides a broad overview of different problem areas, including statistical methods of assessing distributional effects, demand analysis, dynamic modeling, and microsimulation. The book underscores how a ârepresentative agentâ is not necessary for incorporating economic restrictions in aggregate data and elucidates how individual level models can differ from aggregate data patterns. By providing a framework for understanding the links between individual and aggregate economic behavior, this book offers valuable insights for those interested in economic modeling, econometrics, and empirical economics. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.