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. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Produktdetails

• Econometric Society Monographs
• Verlag: Cambridge University Press
• Seitenzahl: 414
• Erscheinungstermin: 30. Juni 2010
• Englisch
• Abmessung: 229mm x 152mm x 24mm
• Gewicht: 614g
• 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.