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Limited-dependent and qualitative variables in econometrics

Author: G S Maddala
Publisher: Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1983.
Series: Econometric Society monographs in quantitative economics, 3.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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.

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: G S Maddala
ISBN: 052124143X 9780521241434 0521338255 9780521338257
OCLC Number: 8533497
Description: xi, 401 pages ; 24 cm.
Contents: Preface; 1. Introduction; 2. Discrete regression models; 3. Probabilistic-choice models; 4. Discriminant analysis; 5. Multivariate qualitative variables; 6. Censored and truncated regression models; 7. Simultaneous-equations models with truncated and censored variables; 8. Two-stage estimation methods; 9. Models with self-selectivity; 10. Disequilibrium models; 11. Some applications: unions and wages; Appendix: Some results on truncated distributions; Bibliography; Index.
Series Title: Econometric Society monographs in quantitative economics, 3.
Other Titles: Qualitative variables in econometrics.
Responsibility: by G.S. Maddala.
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