Analysis of panels and limited dependent variable models : in honour of G.S. Maddala /
Analysis of panels and limited dependent variable models : in honour of G.S. Maddala /
edited by Cheng Hsiao [and others].
- Cambridge [U.K.] : Cambridge University Press, 1999.
- 1 online resource (x, 338 pages) : illustrations
-
Includes bibliographical references and index.
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.
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.
English.
0511040121 (electronic bk.) 9780511040122 (electronic bk.) 0511051050 (electronic bk. ; Adobe Reader) 9780511051050 (electronic bk. ; Adobe Reader) 0511117086 (electronic bk.) 9780511117084 (electronic bk.) 9780521631693 (hbk.) 0521631696 (hbk.) 9786610161881 6610161887 1280161884 9781280161889 0511155883 9780511155888 051132894X 9780511328947 0511493142 9780511493140 110711568X 9781107115682
MYILIB_CUp
00551645
GB98W8319 bnb GB98-W8319
Maddala, G. S.
Maddala, G. S.
Maddala, G. S.
Econometrics.
Panel analysis.
Économétrie.
Panels.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Econometrics.
Panel analysis.
Electronic books.
Festschriften.
Electronic books.
Festschriften.
HB139 / .A53 1999eb
330/.01/5195
Includes bibliographical references and index.
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.
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.
English.
0511040121 (electronic bk.) 9780511040122 (electronic bk.) 0511051050 (electronic bk. ; Adobe Reader) 9780511051050 (electronic bk. ; Adobe Reader) 0511117086 (electronic bk.) 9780511117084 (electronic bk.) 9780521631693 (hbk.) 0521631696 (hbk.) 9786610161881 6610161887 1280161884 9781280161889 0511155883 9780511155888 051132894X 9780511328947 0511493142 9780511493140 110711568X 9781107115682
MYILIB_CUp
00551645
GB98W8319 bnb GB98-W8319
Maddala, G. S.
Maddala, G. S.
Maddala, G. S.
Econometrics.
Panel analysis.
Économétrie.
Panels.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Econometrics.
Panel analysis.
Electronic books.
Festschriften.
Electronic books.
Festschriften.
HB139 / .A53 1999eb
330/.01/5195