limited dependent and qualitative variables in econometrics econometric society monographs

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Limited Dependent And Qualitative Variables In Econometrics

Author : G. S. Maddala
ISBN : 0521338255
Genre : Business & Economics
File Size : 36. 43 MB
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This 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.

Analysis Of Panels And Limited Dependent Variable Models

Author : Cheng Hsiao
ISBN : 113943134X
Genre : Business & Economics
File Size : 90. 42 MB
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This 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.

The New Palgrave Dictionary Of Economics

Author : NA NA
ISBN : 9781349588022
Genre : Law
File Size : 44. 93 MB
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The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Psychological Perspectives On Lesbian Gay And Bisexual Experiences

Author : Linda Garnets
ISBN : 9780231504942
Genre : Psychology
File Size : 39. 2 MB
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Designed for both the undergraduate and graduate classroom, this selection of important articles provides a comprehensive overview of current thought about the psychological issues affecting lesbians, bisexuals, and gay men. The editors have revised and updated the introduction and included a new set of articles for the second edition, most of which have been published since the release of the first edition of Psychological Perspectives. The book is divided into eight sections that deal with the meaning of sexual orientation; the psychological dimensions of prejudice, discrimination, and violence; identity development; diversity; relationships and families; adolescence, midlife, and aging; mental health; and the status of practice, research, and public policy bearing on homosexuality and bisexuality in American psychology.

Estimation Inference And Specification Analysis

Author : Halbert White
ISBN : 0521574463
Genre : Business & Economics
File Size : 26. 12 MB
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This book examines the consequences of misspecifications ranging from the fundamental to the nonexistent for the interpretation of likelihood-based methods of statistical estimation and interference. Professor White first explores the underlying motivation for maximum-likelihood estimation, treats the interpretation of the maximum-likelihood estimator (MLE) for misspecified probability models and gives the conditions under which parameters of interest can be consistently estimated despite misspecification and the consequences of misspecification for hypothesis testing in estimating the asymptotic covariance matrix of the parameters. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated and offers a variety of tests for misspecification.

Journal Of Econometrics

Author :
ISBN : UCAL:B4482598
Genre :
File Size : 53. 57 MB
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Estimation Of A U S Dairy Sector Model By Maximum Simulated Likelihood

Author : T. Randall Fortenbery
ISBN : WISC:89052503596
Genre : Agricultural innovations
File Size : 32. 20 MB
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Estimation Of A Us Dairy Sector Model By Maximum Simulated Likelihood

Author : Carlos Arias
ISBN : WISC:89094206851
Genre : Dairy products
File Size : 52. 69 MB
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Productivity Land Policies And Input Markets In Nicaragua

Author : Juan Sebastián Chamorro
ISBN : WISC:89083395111
Genre :
File Size : 54. 21 MB
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File Size : 77. 21 MB
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