Analysis of Panels and Limited Dependent Variable Models
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Analysis of Panels and Limited Dependent Variable Models by Cheng Hsiao
Book DescriptionThis important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
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Book DetailsISBN: 9780521631693
(228mm x 152mm x 21mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 29-Jul-1999
Country of Publication: United Kingdom
Books By Author Cheng Hsiao
Analysis of Panel Data, Hardback (December 2014)
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis.
Nonlinear Statistical Modeling, Paperback (February 2011)
This collection investigates parametric, semiparametric, nonparametric, and nonlinear estimation techniques in statistical modeling.
Analysis of Panels and Limited Dependent Variable Models, Paperback (February 2010)» View all books by Cheng Hsiao
A collection in honour of G. S. Maddala, bringing together leading econometricians to discuss important advances in econometrics.
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