Analysis of Panels and Limited Dependent Variable Models

Online-Ressource (350 p.)

Description based upon print version of record

Cover; Half-title; Title; Copyright; Contents; Contributors; Foreword; Introduction; 1 A note on left censoring; 2 Autoregressive models with sample selectivity for panel data; 3 Mixture of normals probit models; 4 Estimation of dynamic limited-dependent rational expectations models; 5 A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogeneity; 6 Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study

7 Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables8 Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors; 9 Re-examining the rational expectations hypothesis using panel data on multi-period forecasts; 10 Prediction from the regression model with one-way error components; 11 Bayes estimation of short-run coefficients in dynamic panel data models; 12 Bias reduction in estimating long-run relationships from dynamic heterogeneous panels

Curriculum vitae of G.S. MaddalaIndex;

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