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Analysis of Panels and Limited Dependent Variable Models

Cheng Hsiao
Analysis of Panels and Limited Dependent Variable Models by Cheng Hsiao PDF

Author : Cheng Hsiao
Publisher : Cambridge University Press
Page : 352 pages
File Size : 23,71 MB
Release : 1999-07-29
Category : Business & Economics
ISBN : 113943134X

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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.

Reduced Forms of Rational Expectations Models

L. Broze
Reduced Forms of Rational Expectations Models by L. Broze PDF

Author : L. Broze
Publisher : Routledge
Page : 134 pages
File Size : 17,41 MB
Release : 2013-06-17
Category : Business & Economics
ISBN : 1136457739

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A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.