Rational Expectations in Limited Dependent Variable Models
Author | : Lung-Fei Lee |
Publisher | : |
Total Pages | : 0 |
Release | : 1993 |
Genre | : Rational expectations (Economic theory) |
ISBN | : |
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Author | : Lung-Fei Lee |
Publisher | : |
Total Pages | : 0 |
Release | : 1993 |
Genre | : Rational expectations (Economic theory) |
ISBN | : |
Author | : Cheng Hsiao |
Publisher | : Cambridge University Press |
Total Pages | : 352 |
Release | : 1999-07-29 |
Genre | : Business & Economics |
ISBN | : 113943134X |
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.
Author | : M. Hashem Pesaran |
Publisher | : |
Total Pages | : 31 |
Release | : 1996 |
Genre | : Econometric models |
ISBN | : |
Author | : Charles H. Whiteman |
Publisher | : U of Minnesota Press |
Total Pages | : 151 |
Release | : 1984 |
Genre | : Business & Economics |
ISBN | : 1452907935 |