Analysis Of Panels And Limited Dependent Variable Models

Author : Cheng Hsiao
Publisher : Cambridge University Press
ISBN 13 : 113943134X
Total Pages : pages
Book Rating : 4.47/5 ( download)

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Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Cheng Hsiao
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.54/5 ( download)

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Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Badi Baltagi
Publisher : John Wiley & Sons
ISBN 13 : 0470518863
Total Pages : 239 pages
Book Rating : 4.61/5 ( download)

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Download or read book Econometric Analysis of Panel Data written by Badi Baltagi and published by John Wiley & Sons. This book was released on 2008-06-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Author : Myoung-jae Lee
Publisher : Emerald Group Pub Limited
ISBN 13 : 9780124406568
Total Pages : 195 pages
Book Rating : 4.64/5 ( download)

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Download or read book Panel Data Econometrics written by Myoung-jae Lee and published by Emerald Group Pub Limited. This book was released on 2002 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.86/5 ( download)

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Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Author : Badi H. Baltagi
Publisher :
ISBN 13 : 9780471955443
Total Pages : 80 pages
Book Rating : 4.42/5 ( download)

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Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi and published by . This book was released on 1995-01 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site. The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Author : G. S. Maddala
Publisher : Cambridge University Press
ISBN 13 : 9780521338257
Total Pages : 418 pages
Book Rating : 4.55/5 ( download)

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Download or read book Limited-Dependent and Qualitative Variables in Econometrics written by G. S. Maddala and published by Cambridge University Press. This book was released on 1983 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Author : Cheng Hsiao
Publisher : Cambridge University Press
ISBN 13 : 1107038693
Total Pages : 563 pages
Book Rating : 4.91/5 ( download)

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Download or read book Analysis of Panel Data written by Cheng Hsiao and published by Cambridge University Press. This book was released on 2014-12-08 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.

Author : Badi H. Baltagi
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.34/5 ( download)

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Download or read book Econometric Analysis of Panal Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2001-10-31 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.

Author : Badi H. Baltagi
Publisher : Wiley
ISBN 13 : 0470016906
Total Pages : 314 pages
Book Rating : 4.09/5 ( download)

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Download or read book Econometric Analysis of Panel Data written by Badi H. Baltagi and published by Wiley. This book was released on 2005-09-27 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site. The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.