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Author : Gangadharrao S. Maddala
Publisher : Unknown
Page : 401 pages
File Size : 45,5 Mb
Release : 1985
Category : Electronic
ISBN : OCLC:877935208
Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 418 pages
File Size : 43,5 Mb
Release : 1983
Category : Business & Economics
ISBN : 0521338255
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.
Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 554 pages
File Size : 43,9 Mb
Release : 1986-06-27
Category : Business & Economics
ISBN : 9781107782419
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.
Author : Gangaddhanao S. MADDALA
Publisher : Unknown
Page : 8 pages
File Size : 53,7 Mb
Release : 1983
Category : Electronic
ISBN : OCLC:1192722335
Author : Christian Gourieroux
Publisher : Cambridge University Press
Page : 398 pages
File Size : 40,5 Mb
Release : 1991
Category : Business & Economics
ISBN : 0521589851
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their discrete nature - requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.
Author : Myoung-jae Lee
Publisher : Springer Science & Business Media
Page : 789 pages
File Size : 52,9 Mb
Release : 2009-09-28
Category : Business & Economics
ISBN : 9780387688411
Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
Author : Badi H. Baltagi,James P. LeSage,R. Kelley Pace
Publisher : Emerald Group Publishing
Page : 408 pages
File Size : 50,7 Mb
Release : 2016-12-08
Category : Business & Economics
ISBN : 9781785609855
Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.
Author : Ivan Jeliazkov,Justin Tobias
Publisher : Emerald Group Publishing
Page : 272 pages
File Size : 42,6 Mb
Release : 2019-10-18
Category : Business & Economics
ISBN : 9781838674199
Volume 40B of Advances in Econometrics examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.
Author : Cheng Hsiao,M. Hashem Pesaran,Kajal Lahiri,Lung Fei Lee
Publisher : Cambridge University Press
Page : 0 pages
File Size : 49,8 Mb
Release : 2010-02-11
Category : Business & Economics
ISBN : 0521131006
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 contributors focus on the issues of simplifying complex real world phenomena into easily generalizable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data have been particularly influential, it is a fitting tribute that this volume is dedicated to him.
Author : Anonim
Publisher : Unknown
Page : 24 pages
File Size : 40,8 Mb
Release : 1992
Category : Econometric models
ISBN : 0732603560
Author : Myoung-jae Lee
Publisher : Emerald Group Pub Limited
Page : 195 pages
File Size : 48,6 Mb
Release : 2002
Category : Business & Economics
ISBN : 0124406564
Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.
Author : Christian Gaurieroux
Publisher : Unknown
Page : 372 pages
File Size : 49,8 Mb
Release : 1996
Category : Electronic
ISBN : OCLC:610231585
Author : Cheng Hsiao
Publisher : Unknown
Page : 128 pages
File Size : 51,5 Mb
Release : 2010
Category : Econometric models
ISBN : OCLC:848611254
Author : J. Scott Long
Publisher : SAGE
Page : 334 pages
File Size : 43,8 Mb
Release : 1997-01-09
Category : Mathematics
ISBN : 0803973748
Evaluates the most useful models for categorical and limited dependent variables (CLDVs), emphasizing the links among models and applying common methods of derivation, interpretation, and testing. The author also explains how models relate to linear regression models whenever possible. Annotation c.
Author : Cheng Hsiao,M. Hashem Pesaran,Kajal Lahiri,Lung Fei Lee
Publisher : Cambridge University Press
Page : 128 pages
File Size : 49,5 Mb
Release : 1999-07-29
Category : Business & Economics
ISBN : 9781139431347
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.