Limited-Dependent and Qualitative Variables in Econometrics
By (author) G. S. Maddala
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Limited-Dependent and Qualitative Variables in Econometrics by G. S. Maddala
Book DescriptionThis book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.
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Book DetailsISBN: 9780521338257
(228mm x 152mm x 23mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 27-Jun-1986
Country of Publication: United Kingdom
Books By Author G. S. Maddala
Introduction to Econometrics, Paperback (October 2009)
Now in its fourth edition, this landmark text provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.
Unit Roots, Cointegration, and Structural Change, Paperback (January 1999)» View all books by G. S. Maddala
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
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