Book contents
- Frontmatter
- Contents
- List of 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 of economic growth
- 7 Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables
- 8 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
- CV of G.S. Maddala
- Index
CV of G.S. Maddala
Published online by Cambridge University Press: 22 September 2009
- Frontmatter
- Contents
- List of 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 of economic growth
- 7 Modified generalized instrumental variables estimation of panel data models with strictly exogenous instrumental variables
- 8 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
- CV of G.S. Maddala
- Index
Summary
- Type
- Chapter
- Information
- Analysis of Panels and Limited Dependent Variable Models , pp. 323 - 333Publisher: Cambridge University PressPrint publication year: 1999
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