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Author : Stephen G. Donald
Publisher :
ISBN 13 :
Total Pages : 304 pages
Book Rating : 4.:/5 (66 download)
Download or read book Estimation of Heteroskedastic Limited Dependent Variable Models written by Stephen G. Donald and published by . This book was released on 1990 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jiann Chyun Hao
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.:/5 (48 download)
Download or read book An Empirical Investigation of the Performance of Two Estimators of Heteroskedastic Limited Dependent Variable Models written by Jiann Chyun Hao and published by . This book was released on 1992 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Myoung-jae Lee
Publisher : Springer Science & Business Media
ISBN 13 : 1475725507
Total Pages : 285 pages
Book Rating : 4.4/5 (757 download)
Download or read book Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Author : Myoung-jae Lee
Publisher : Springer Science & Business Media
ISBN 13 : 0387688412
Total Pages : 789 pages
Book Rating : 4.3/5 (876 download)
Download or read book Micro-Econometrics written by Myoung-jae Lee and published by Springer Science & Business Media. This book was released on 2009-09-28 with total page 789 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
Author : Lung-fei Lee
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.:/5 (636 download)
Download or read book Estimation of Limited Dependent Variable Models by Two Stage Methods written by Lung-fei Lee and published by . This book was released on 1976 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Joshua D. Angrist
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (321 download)
Download or read book Estimation of Limited-dependent Variable Models with Dummy Endogenous Regressors written by Joshua D. Angrist and published by . This book was released on 2000 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied economists have long struggled with the question of how to accommodate binary endogenous regressors in models with binary and non-negative outcomes. I argue here that much of the difficulty with limited-dependent variables comes from a focus on structural parameters, such as index coefficients, instead of causal effects. Once the object of estimation is taken to be the causal effect of treatment, a number of simple strategies is available. These include conventional two-stage least squares, multiplicative models for conditional means, linear approximation of nonlinear causal models, models for distribution effects, and quantile regression with an endogenous binary regressor. The estimation strategies discussed in the paper are illustrated by using multiple births to estimate the effect of childbearing on employment status and hours of work.
Author : Cheng Hsiao
Publisher : Cambridge University Press
ISBN 13 : 113943134X
Total Pages : 352 pages
Book Rating : 4.1/5 (394 download)
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 352 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 : James Leo Powell
Publisher :
ISBN 13 :
Total Pages : 262 pages
Book Rating : 4.F/5 ( download)
Download or read book Least Absolute Deviations Estimation for Censored and Truncated Regression Models written by James Leo Powell and published by . This book was released on 1981 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Badi H. Baltagi
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.:/5 (321 download)
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 : Vassilis A. Hajivassiliou
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (284 download)
Download or read book Simulation Estimation Methods for Limited Dependent Variable Models written by Vassilis A. Hajivassiliou and published by . This book was released on 1991 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael Smithson
Publisher : CRC Press
ISBN 13 : 1466551739
Total Pages : 310 pages
Book Rating : 4.4/5 (665 download)
Download or read book Generalized Linear Models for Categorical and Continuous Limited Dependent Variables written by Michael Smithson and published by CRC Press. This book was released on 2013-09-05 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Generalized Linear Models for Categorical and Continuous Limited Dependent Variables is designed for graduate students and researchers in the behavioral, social, health, and medical sciences. It incorporates examples of truncated counts, censored continuous variables, and doubly bounded continuous variables, such as percentages. The book provides broad, but unified, coverage, and the authors integrate the concepts and ideas shared across models and types of data, especially regarding conceptual links between discrete and continuous limited dependent variables. The authors argue that these dependent variables are, if anything, more common throughout the human sciences than the kind that suit linear regression. They cover special cases or extensions of models, estimation methods, model diagnostics, and, of course, software. They also discuss bounded continuous variables, boundary-inflated models, and methods for modeling heteroscedasticity. Wherever possible, the authors have illustrated concepts, models, and techniques with real or realistic datasets and demonstrations in R and Stata, and each chapter includes several exercises at the end. The illustrations and exercises help readers build conceptual understanding and fluency in using these techniques. At several points the authors bring together material that has been previously scattered across the literature in journal articles, software package documentation files, and blogs. These features help students learn to choose the appropriate models for their purpose.
Author : Pavel Čížek
Publisher :
ISBN 13 : 9788086288666
Total Pages : 86 pages
Book Rating : 4.2/5 (886 download)
Download or read book Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models written by Pavel Čížek and published by . This book was released on 2001 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. S. Maddala
Publisher : Cambridge University Press
ISBN 13 : 1107782414
Total Pages : 418 pages
Book Rating : 4.1/5 (77 download)
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 1986-06-27 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 : Abbas Arabmazar
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.3/5 (129 download)
Download or read book Robustness of the Tobit Estimators to Heteroskedasticity and Non-normality written by Abbas Arabmazar and published by . This book was released on 1981 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : G. S. Maddala
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (119 download)
Download or read book Specification Errors in Limited Dependent Variable Models written by G. S. Maddala and published by . This book was released on 1975 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: A preliminary investigation of two specification error problems in truncated dependent variable models is reported. It is shown that heteroscedasticity in a tobit model results in biased estimates when the model is misspecified. This differs from the OLS model where estimates are still consistent though inefficient. The second problem examined is aggregation. An appropriate nonlinear least squares regression model is derived for situations when the micro-level model fits a tobit framework but only aggregate data are available.
Author : Joshua David Angrist
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (451 download)
Download or read book Estimation of Limited-dependent Variable Models with Dummy Endogenous Regressors written by Joshua David Angrist and published by . This book was released on 1999 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William H. Greene
Publisher : Simon & Schuster Books For Young Readers
ISBN 13 :
Total Pages : 832 pages
Book Rating : 4.:/5 (321 download)
Download or read book Econometric Analysis written by William H. Greene and published by Simon & Schuster Books For Young Readers. This book was released on 1993 with total page 832 pages. Available in PDF, EPUB and Kindle. Book excerpt: Matrix algebra; Probability abd distribution theory; Statistical inference; Computation and optimization; The classical multiple linear regression model - specification and estimation; Inference and prediction; Functional form, nonlinearity, and specification; Data problems; Nonlinear regression models; Nonspherical disturbances; generalized regression, and GMM estimation; Autocorrelated disturbances; Models for panel data; Systems of regression equations; Regressions with lagged variables; Time-series models; Models with discrete dependent variables; Limited dependent variable and duration models.
