Limited-Dependent and Qualitative Variables in Econometrics

Klappentext 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. Zusammenfassung 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. Models with regulated prices and rationing! and models for program evaluation! also represent areas of application for the techniques presented by the author. Inhaltsverzeichnis 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.

Dettagli sul prodotto

• Autori: Econometric Society, G. S. Maddala
• Con la collaborazione di: Andrew Chesher (Editore), Matthew Jackson (Editore)
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 27.06.1986
• EAN: 9780521338257
• ISBN: 978-0-521-33825-7
• Pagine: 414
• Serie: Econometric Society Monographs; Esm
• Categoria: Scienze sociali, diritto, economia > Economia > Economia politica