ANALYSIS OF PANELS AND LIMITED DEPENDENT VARIABLE - Hsiao, Cheng

ANALYSIS OF PANELS AND LIMITED DEPENDENT VARIABLE

Cheng Hsiao

Yayınevi: Cambridge University Press

Yayın tarihi: 11/1999

ISBN: 9780521631693

Yazar : M.Hashem Pesaran

İngilizce | 348 Sayfa |

Tür: Ekonomi

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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 generalizable 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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