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  3. Analysis of Panels and Limited Dependent Variable Models
  • Cited by 28
Publisher:
Cambridge University Press
Online publication date:
September 2009
Print publication year:
1999
Online ISBN:
9780511493140
DOI:
https://doi.org/10.1017/CBO9780511493140
Subjects:
Economics, Econometrics and Mathematical Methods
Information

Book description

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.

Reviews

Review of the hardback:‘The papers in this volume will help applied researchers interested in careful application of panel and limited dependent variable models.’

Source: Journal of the American Ststistical Association

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