Analysis of panels and limited dependent variable models :
General Material Designation
[Book]
Other Title Information
in honour of G.S. Maddala /
First Statement of Responsibility
edited by Cheng Hsiao [and others].
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cambridge [U.K.] :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
1999.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (x, 338 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
A note on left censoring / Takeshi Amemiya -- Autoregressive models with sample selectivity for panel data / Manuel Arellano, Olympia Bover, Jose M. Labeaga -- Mixture of normals probit models / John Geweke, Michael Keane -- Estimation of dynamic limited-dependent rational expectations models / Lung-Fei Lee -- A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogeneity / Mahmoud A. El-Gamal, David M. Grether -- Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth / Marc Nerlove -- Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables / Seung Chan Ahn, Peter Schmidt -- Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors / Jan F. Kiviet -- Re-examining the rational expectations hypothesis using panel data on multi-period forecasts / Anthony Davies, Kajal Lahiri -- Prediction from the regression model with one-way error components / Richard T. Baillie, Badi H. Baltagi -- Bayes estimation of short-run coefficients in dynamic panel data models / Cheng Hsiao, M. Hashem Pesaran, A. Kamil Tahmiscioglu -- Bias reduction in estimating long-run relationships from dynamic heterogeneous panels / M. Hashem Pesaran, Zhongyun Zhao.
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SUMMARY OR ABSTRACT
Text of Note
This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The collection is in honour of G.S. Maddala whose contributions in this area were particularly influential.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
eBook Library
Stock Number
EBL201972
OTHER EDITION IN ANOTHER MEDIUM
Title
Analysis of panels and limited dependent variable models.