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Simultane Probit- Und Tobitmodelle: Theorie Und Anwendungen Auf Fragen Der Innovationsökonomik by Winfried Pohlmeier

Simultane Probit- Und Tobitmodelle: Theorie Und Anwendungen Auf Fragen Der Innovationsökonomik

by Winfried Pohlmeier
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Book cover type: Paperback
  • ISBN13: 9783540518181
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 222
  • Original Price: EUR 51.39
  • Language: German
  • Edition: SPI
  • Item Weight: 386 grams
  • BISAC Subject(s): Economics / Theory

Das Buch behandelt Erweiterungen ökonometrischer Modelle mit qualitativen erklärenden Variablen auf simultane Gleichungssysteme. Die vorgestellten Schätzverfahren, kurz als simultane Probit- und Tobitmodelle bezeichnet, bieten die Möglichkeit, strukturelle simultane Zusammenhänge zwischen diskreten sowie gestutzten Variablen, wie sie häufig in Individualdatensätzen zu beobachten sind, zu schätzen. Im ersten Teil werden verschiedene neuere Verfahren zur Schätzung der Strukturparameter in simultanen Probit- und Tobitmodellen vorgestellt und auf ihre asymptotischen Eigenschaften untersucht. Einen Schwerpunkt bilden dabei rechentechnisch einfache mehrstufige Methoden wie z.B. die konditionalen und marginalen Maximum-Likelihood-Verfahren. Monte-Carlo-Simulationen werden verwendet, um die Eigenschaften der Schätzverfahren in kleinen Stichproben zu analysieren. Der zweite Teil behandelt diagnostische Tests für Probit- und Tobitmodelle zur Überprüfung der statistischen Modellspezifikation. Im abschlie enden Anwendungsteil werden beispielhaft zentrale Fragen der Innovationsökonomik mit Hilfe von simultanen Probitansätzen analysiert. Das Buch richtet sich sowohl an Ökonometriker als auch an Ökonometrieanwender mit fortgeschrittenen Kenntnissen ökonometrischer Schätz- und Testverfahren.

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