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Limited-Dependent and Qualitative Variables in Econometrics

Limited-Dependent and Qualitative Variables in Econometrics

Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 0521338255
Pages: 401
Year: 1986-06-27
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.
Misspecification Tests in Econometrics

Misspecification Tests in Econometrics

Author: L. G. Godfrey
Publisher: Cambridge University Press
ISBN: 0521424593
Pages: 268
Year: 1991-07-26
This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.
The Econometric Analysis of Transition Data

The Econometric Analysis of Transition Data

Author: Tony Lancaster
Publisher: Cambridge University Press
ISBN: 052143789X
Pages: 352
Year: 1992-06-26
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
Analysis of Panels and Limited Dependent Variable Models

Analysis of Panels and Limited Dependent Variable Models

Author: Cheng Hsiao, M. Hashem Pesaran, Kajal Lahiri, Lung Fei Lee
Publisher: Cambridge University Press
ISBN: 113943134X
Pages:
Year: 1999-07-29
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

The New Palgrave Dictionary of Economics

Author: NA NA
Publisher: Springer
ISBN: 1349588024
Pages: 7300
Year: 2016-05-18
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.
Unit Roots, Cointegration, and Structural Change

Unit Roots, Cointegration, and Structural Change

Author: G. S. Maddala, In-Moo Kim
Publisher: Cambridge University Press
ISBN: 0521587824
Pages: 505
Year: 1998
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments and examine structural change. The volume provides an analysis of unit root tests, problems with unit root testing, estimation of cointegration systems, cointegration tests, and econometric estimation with integrated regressors. The authors also present the Bayesian approach to these problems and bootstrap methods for small-sample inference. The chapters on structural change discuss the problems of unit root tests and cointegration under structural change, outliers and robust methods, the Markov-switching model and Harvey's structural time series model. Unit Roots, Cointegration and Structural Change is a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and upper-undergraduate students.
Psychological Perspectives on Lesbian, Gay, and Bisexual Experiences

Psychological Perspectives on Lesbian, Gay, and Bisexual Experiences

Author: Linda Garnets, Douglas Kimmel
Publisher: Columbia University Press
ISBN: 0231504942
Pages: 832
Year: 2003-05-14
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

Estimation, Inference and Specification Analysis

Author: Halbert White
Publisher: Cambridge University Press
ISBN: 0521574463
Pages: 380
Year: 1996-06-28
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.
Rational Expectations

Rational Expectations

Author: Steven M. Sheffrin
Publisher: Cambridge University Press
ISBN: 0521479398
Pages: 184
Year: 1996-06-13
This book develops the idea of rational expectations and surveys its use in economics today.
Journal of econometrics

Journal of econometrics

Author: Elsevier Science (Firm
Publisher:
ISBN:
Pages:
Year: 1998

Journal of econometrics

Journal of econometrics

Author:
Publisher:
ISBN:
Pages:
Year: 2000

Regression Analysis of Count Data

Regression Analysis of Count Data

Author: A. Colin Cameron, Pravin K. Trivedi
Publisher: Cambridge University Press
ISBN: 1107014166
Pages: 596
Year: 2013-05-27
This book provides the most comprehensive and up-to-date account of regression methods to explain the frequency of events.
Estimation of a U.S. dairy sector model by maximum simulated likelihood

Estimation of a U.S. dairy sector model by maximum simulated likelihood

Author: T. Randall Fortenbery, University of Wisconsin--Madison. Dept. of Agricultural and Applied Economics, Julian D. May, Robert A. Cropp, Hector O. Zapata
Publisher:
ISBN:
Pages: 60
Year: 1997

Population Issues in Social Choice Theory, Welfare Economics, and Ethics

Population Issues in Social Choice Theory, Welfare Economics, and Ethics

Author: Charles Blackorby, Walter Bossert, David J. Donaldson
Publisher: Cambridge University Press
ISBN: 0521825512
Pages: 369
Year: 2005-08-22
This book explores how different ideas of the common good may be compared, contrasted and ranked.
Productivity, Land Policies and Input Markets in Nicaragua

Productivity, Land Policies and Input Markets in Nicaragua

Author: Juan Sebastián Chamorro
Publisher:
ISBN:
Pages: 197
Year: 2003