This important collection brings together leading econometricians to discuss recent advances in the areas of the econometrics of panel data, limited dependent variable models and limited dependent variable models with panel data. The contributors focus on the issues of simplifying complex real world phenomena into easily generalizable inferences from individual outcomes.
|Publisher:||Cambridge University Press|
|Product dimensions:||6.00(w) x 8.90(h) x 1.00(d)|
Table of Contents
Foreword: Z. Griliches; Editorial introduction M. Hashem Pesaran, C. Hsiao, K. Lahiri and L. Lee; 1. A note on left censoring T. Amemiya; 2. Autoregressive models with sample selectivity for panel data M. Arellano, O. Bover and J. Labbeaga; 3. Prediction from the regression model with one-way error components R. Baillie and B. Baltagi; Mixture of normal probit models J. Geweke and M. Keane; 4. A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity M. El-Gamal and D. Grether; 5. Expectations of expansions for estimators in a dynamic panel data model; Some results for weakly-exogenous regressors J. F. Kiviet; 6. Bayes estimation of short-run coefficients in dynamic panel data models C. Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu; 7. Re-examining the rational expectations hypothesis using panel data on multiperiod forecasts A. Davies and K. Lahiri; 8. Estimation of dynamic limited-dependent rational expectations models L. Lee; 9. Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth M. Nerlove; 10. Bias reduction in estimating long-run relationships from dynamic heterogeneous panels M. Hashem Pesaran and Z. Zhao; 11. Modified generalised instrumental variables estimation of panel data models with strictly exogenous variables S. Chan Ahn and P. Schmidt; 12. A biography of G. S. Maddala.