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Analysis of Panels and Limited Dependent Variable Models

Language EnglishEnglish
Book Paperback
Book Analysis of Panels and Limited Dependent Variable Models Cheng HsiaoM. Hashem PesaranKajal LahiriLung Fei Lee
Libristo code: 02023313
Publishers Cambridge University Press, February 2010
This important collection brings together leading econometricians to discuss recent advances in the... Full description
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This important collection brings together leading econometricians to discuss recent 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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About the book

Full name Analysis of Panels and Limited Dependent Variable Models
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 352
EAN 9780521131001
ISBN 0521131006
Libristo code 02023313
Weight 520
Dimensions 152 x 229 x 20
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