G. S. Maddala

Limited-Dependent and Qualitative Variables in Econometrics

Herausgeber: Chesher, Andrew; Jackson, Matthew

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 414
• Erscheinungstermin: 30. Juni 2010
• Englisch
• Abmessung: 229mm x 152mm x 24mm
• Gewicht: 669g
• ISBN-13: 9780521338257
• ISBN-10: 0521338255
• Artikelnr.: 21806050

Inhaltsangabe

Preface
1. Introduction
2. Discrete regression models
3. Probabilistic-choice models
4. Discriminant analysis
5. Multivariate qualitative variables
6. Censored and truncated regression models
7. Simultaneous-equations models with truncated and censored variables
8. Two-stage estimation methods
9. Models with self-selectivity
10. Disequilibrium models
11. Some applications: unions and wages
Appendix: Some results on truncated distributions
Bibliography
Index.