Limited-Dependent and Qualitative Variables in Econometrics

AvG. S. Maddala,Andrew Chesher

Häftad, Engelska, 1986

Del 3 i serien Econometric Society Monographs

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Beskrivning

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.

Produktinformation

Utgivningsdatum:1986-06-27
Mått:153 x 229 x 23 mm
Vikt:568 g
Format:Häftad
Språk:Engelska
Serie:Econometric Society Monographs
Antal sidor:414
Förlag:Cambridge University Press
ISBN:9780521338257

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Recensioner i media

'The book does an excellent job of surveying its chosen topics … such a comprehensive treatment as this book provides has previously been lacking. Thus the book fills an important gap in the literature. It will no doubt be widely read and used. It should be useful both to individuals interested in these topics at a theoretical level and those interested in applications. In the latter regard, an excellent feature of the book is that it contains a lot of empirical examples.' Journal of the American Statistical Association

Innehållsförteckning

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.