Analysis of Panels and Limited Dependent Variable Models
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AbstractThis 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.
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Bibliographic InfoThis book is provided by Cambridge University Press in its series Cambridge Books with number 9780521631693 and published in 1999.
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- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
"Econometrics: A Bird's Eye View,"
IZA Discussion Papers
2458, Institute for the Study of Labor (IZA).
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
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- Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011.
"Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity,"
AStA Advances in Statistical Analysis,
Springer, vol. 95(4), pages 435-452, December.
- Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
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