Analysis of Panels and Limited Dependent Variable Models
Analysis of Panels and Limited Dependent Variable Models

Author: Cheng Hsiao

Publisher: Cambridge University Press

Published: 1999-07-29

Total Pages: 352

ISBN-13: 113943134X

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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.

DSGE Models in Macroeconomics
DSGE Models in Macroeconomics

Author: Nathan Balke

Publisher: Emerald Group Publishing

Published: 2012-11-29

Total Pages: 480

ISBN-13: 1781903069

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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy

Handbook of Econometrics
Handbook of Econometrics

Author: Zvi Griliches

Publisher: Elsevier

Published: 1983

Total Pages: 1057

ISBN-13: 0444532005

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The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.

Dynamic And Stochastic Efficiency Analysis
Dynamic And Stochastic Efficiency Analysis

Author: Jati K Sengupta

Publisher: World Scientific

Published: 2000-05-05

Total Pages: 238

ISBN-13: 981449335X

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This book extends the dynamic and stochastic analysis of economic efficiency by using the recent techniques of data envelopment analysis.New results and applications of these techniques in numerous areas of economics, finance and management are provided, including treatment of private sector industries, portfolio models in finance, quality control techniques in managerial performance, the role of market competition, policy applications in investment models in finance, risk aversion and efficiency, and technology and innovation.The most up-to-date tools of efficiency analysis developed here will be valuable for students and researchers in operations research, applied management science and applied microeconomics.

Primary Commodity Prices
Primary Commodity Prices

Author: L. Alan Winters

Publisher: Cambridge University Press

Published: 1990-03-08

Total Pages: 334

ISBN-13: 9780521385503

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Commodity markets are of considerable interest and importance to economists, econometricians and dealers. This book reports the proceedings of an international conference on 'Primary Commodity Prices: Economic Models and Policy', held in London under the auspices of the Centre for Economic Policy Research in March 1989. A range of papers by leading international authorities covers topics such as expectations formation in econometric commodity market models; price determination in the market for aluminium; the estimation of dynamic disequilibrium models with rational expectations; and a comparison of forward markets and buffer stocks as commodity earnings stabilizers. A key feature of this stock is its development of the policy implications of theoretical and empirical work in the field of commodity economics. Most papers are accompanied by discussant's comments to draw out their technical and policy implications. The book's readership will include commodity economists, commodity market practitioners and policy analysis, as well as professionals and advanced students interested in the fields of applied econometrics, economic development and international trade.