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Analysis of Panels and Limited Depen...

Ebooks Corporation.

Analysis of Panels and Limited Dependent Variable Models.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Analysis of Panels and Limited Dependent Variable Models.
作者:	Hsiao, Cheng.
其他作者:	Lahiri, Kajal.
出版者:	Cambridge :Cambridge University Press,1999.
面頁冊數:	350 p.
標題:	Econometrics.; Maddala, G.
電子資源:	Click here to view book
ISBN:	9780511493140 (electronic bk.)

Analysis of Panels and Limited Dependent Variable Models.
Hsiao, Cheng.

Analysis of Panels and Limited Dependent Variable Models.[electronic resource]. - Cambridge :Cambridge University Press,1999. - 350 p.

Cover; Half-title; Title; Copyright; Contents; Contributors; Foreword; Introduction; 1 A note on left censoring; 2 Autoregressive models with sample selectivity for panel data; 3 Mixture of normals probit models; 4 Estimation of dynamic limited-dependent rational expectations models; 5 A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogeneity; 6 Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study��

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511493140 (electronic bk.)Subjects--Topical Terms:

322390
Econometrics.; Maddala, G.
Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: H61.26 .A535 1999eb

Dewey Class. No.: 330.0150195

Analysis of Panels and Limited Dependent Variable Models.
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505 8 $a 7 Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables8 Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors; 9 Re-examining the rational expectations hypothesis using panel data on multi-period forecasts; 10 Prediction from the regression model with one-way error components; 11 Bayes estimation of short-run coefficients in dynamic panel data models; 12 Bias
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