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9780521131001

Analysis of Panels and Limited Dependent Variable Models

by
  • ISBN13:

    9780521131001

  • ISBN10:

    0521131006

  • Edition: 1st
  • Format: Paperback
  • Copyright: 2010-02-11
  • Publisher: Cambridge University Press

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Summary

This important collection brings together leading econometricians to discuss recent 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.

Table of Contents

Foreword
Editorial introduction
A note on left censoring
Autoregressive models with sample selectivity for panel data
Prediction from the regression model with one-way error components
Mixture of normal probit models
A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity
Expectations of expansions for estimators in a dynamic panel data model
Some results for weakly-exogenous regressors
Bayes estimation of short-run coefficients in dynamic panel data models
Re-examining the rational expectations hypothesis using panel data on multiperiod forecasts
Estimation of dynamic limited-dependent rational expectations models
Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth
Bias reduction in estimating long-run relationships from dynamic heterogeneous panels
Modified generalised instrumental variables estimation of panel data models with strictly exogenous variables
A biography of
Table of Contents provided by Publisher. All Rights Reserved.

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