Uses of Directed Graphs and Model Selection
Language: English
Published by LAP LAMBERT Academic Publishing, 2017
- Softcover
- New
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- Title
- Uses of Directed Graphs and Model Selection
- Author
- Vera, Fernando
- Publisher
- LAP LAMBERT Academic Publishing
- Publication year
- 2017
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3330346256
- ISBN 13
- 9783330346253
This book deals with the problem of model selection in econometrics, using Directed Acyclic Graphs. We demonstrate that DAGs are usefull on proxy variables, causal structures and instrumental variables. Using Monte Carlo simulation we demonstrate that the common use on proxy variables on must econometric books is biased. The DAG methodology is more efficiente to find causality among variales, we also use an specific software for this task.
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About the Author
Dr. Vera is graduated from Texas A&M University. He has been a consultant for United Nations, and he has been in diferent positionts at the mexican goverment. Dr. Vera is a professor at Tecnologico de Monterrey in Mexico.
"About the title" may belong to another edition of this title.
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