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Econometric Analysis of Count Data


Winkelmann, Rainer (2008). Econometric Analysis of Count Data. Berlin: Springer.

Abstract

The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.

The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.

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Additional indexing

Item Type:Monograph
Communities & Collections:03 Faculty of Economics > Department of Economics
Dewey Decimal Classification:330 Economics
Language:English
Date:2008
Deposited On:10 Nov 2008 15:28
Last Modified:14 Sep 2016 13:36
Publisher:Springer
Series Name:Lecture Notes in Economics and Mathematical Systems
Volume:410
Number of Pages:333
ISBN:978-3-540-77648-2
Additional Information:5th ed.
Official URL:http://www.springer.com/economics/econometrics/book/978-3-540-77648-2
Related URLs:http://www.recherche-portal.ch/primo_library/libweb/action/search.do?fn=search&mode=Advanced&vid=ZAD&vl%28186672378UI0%29=isbn&vl%281UI0%29=contains&vl%28freeText0%29=978-3-540-77648-2

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