Limited-Dependent and Qualitative Variables in Econometrics
Limited-Dependent and Qualitative Variables in Econometrics

Author: G. S. Maddala

Publisher: Cambridge University Press

Published: 1986-06-27

Total Pages: 418

ISBN-13: 1107782414

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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. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Limited-Dependent and Qualitative Variables in Econometrics
Limited-Dependent and Qualitative Variables in Econometrics

Author: G. S. Maddala

Publisher: Cambridge University Press

Published: 1983

Total Pages: 418

ISBN-13: 9780521338257

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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. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Spatial Econometrics
Spatial Econometrics

Author: Badi H. Baltagi

Publisher: Emerald Group Publishing Limited

Published: 2016-12-08

Total Pages: 0

ISBN-13: 9781785609862

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Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.

Econometrics of Qualitative Dependent Variables
Econometrics of Qualitative Dependent Variables

Author: Christian Gourieroux

Publisher: Cambridge University Press

Published: 2000-10-09

Total Pages: 384

ISBN-13: 1316583333

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This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their discrete nature - requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.

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.

A Guide to Econometrics
A Guide to Econometrics

Author: Peter Kennedy

Publisher: John Wiley & Sons

Published: 2008-02-19

Total Pages: 608

ISBN-13: 1405182571

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Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Applied Econometrics
Applied Econometrics

Author: Chung-ki Min

Publisher: Routledge

Published: 2019-03-08

Total Pages: 242

ISBN-13: 0429656505

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Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.

Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics

Author: Burcu Adıgüzel Mercangöz

Publisher: Springer Nature

Published: 2021-02-17

Total Pages: 465

ISBN-13: 3030541088

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This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.