Business & Economics Books:

Analysis of Panels and Limited Dependent Variable Models

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Paperback / softback

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Analysis of Panels and Limited Dependent Variable Models
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Description

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.
Release date Australia
February 11th, 2010
Contributors
Edited by Cheng Hsiao Edited by Kajal Lahiri Edited by Lung Fei Lee Edited by M.Hashem Pesaran
Country of Publication
United Kingdom
Illustrations
Worked examples or Exercises
Imprint
Cambridge University Press
Pages
352
Dimensions
152x229x20
ISBN-13
9780521131001
Product ID
4054316

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