Suchergebnisse

This study is concerned with the econometric analysis of innovation activities in Germany. Using microeconometric models and an unique linked employer-employee dataset provided by the German Federal Employment Office, it presents new evidence on a variety of issues ranging from the determinants of innovations to their impact on labor demand. After a brief introduction into the economics of innovation and a discussion of econometric issues such as self selection and endogeneity, the second part of this study addresses the role of public subsidies and organizational changes within establishments in the innovation process. In the third part the book analyzes whether technological and organizational changes are skill biased in favor of high skilled employees and whether they discriminate against older employees.

This collection of papers represents the state of the art in the applicationof recent econometric methods to the analysis of financial markets. From a methodological point of view the main emphasis is on cointegration analysis and ARCH modelling. In cointegration analysis the links between long-runcomponents of time series are studied. The methods used can be applied to the determination of equilibrium relationships between the variables, whereas ARCH models are concerned with the measurement and analysis of changing variances in time series. These econometric models have been the most significant innovations for the empirical analysis of financial time series in recent years. Other econometric methods and models applied in the papers include factor analysis, vector autoregressions, and Markov-switching models. The papers cover a wide range of issues and theories in financial and international economics: the term structure ofinterest rates, exchange-rate determination, target-zone dynamics, stock-market efficiency, and option pricing

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world's leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book's website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews.

Given extensive use of individual level data in Health Economics, it has become increasingly important to understand the microeconometric techniques available to applied researchers. The purpose of this book is to give readers convenient access to a collection of recent contributions that contain innovative applications of microeconometric methods to data on health and health care. Contributions are selected from papers presented at the European Workshops on Econometrics and Health Economics and published in Health Economics. Topics covered include: Latent Variables Unobservable heterogeneity and selection problems Count data and survival analysis Flexible and semiparametric estimators for limited dependent variables Classical and simulation methods for panel data Publication marks the tenth anniversary of the Workshop series. Doctoral students and researchers in health economics and microeconomics will find this book invaluable. Researchers in related fields such as labour economics and biostatistics will also find the content of use

Chapter 1. Introduction: Significance and Role of Regional Economic Analysis in Japan -- Chapter 2. Study of Total Fertility Rate of Women in Employment, by Industrial Sector: Estimation of Japanese National and Prefectural Data Using the Own-Children Method -- Chapter 3. Analysis of the Impact of Overtourism in Japan: The Effects of Congestion Phenomena -- Chapter 4. Analysis of Environmental and Economic Effectiveness of Wind Power Generation in Japan -- Chapter 5. Economic Ripple Effects of Choice Factors and Disaster-Related Investments at Nagoya Port -- Chapter 6. Summary and Future Tasks.