Limited-dependet and qualitative variables in econometrics / G. S. MaddalaSeries: Econometric society monographs in quantitative economicsPublisher: Estados Unidos : Cambridge university press, ©1983Description: xi., 401 páginas : ilustraciones ; 24 cmContent type: Media type: Carrier type: ISBN: 052124143XSubject(s): Econometria | Economia | VariablesDDC classification: 330.015195
|Item type||Current location||Collection||Call number||Vol info||Copy number||Status||Date due||Barcode||Item holds|
|Book||B. Campus los Cerros Colección general||Colección general||330.015195 M179 (Browse shelf)||1983||1||Available||0000041764|
Enhanced descriptions from Syndetics:
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.
Includes appendix and index. Appendix: Some results on truncated distributions
Introduction. -- Discrete regression models. -- Probabilistic-choice models. -- Discriminant analysis. -- Multivariate qualitative variables. -- Censored and truncated regression models. -- Simultaneous- equations models with truncated and censored variables. -- Two- state estimulation methods. -- Models with self- selectivity. -- Disequilibrium Models. -- Some applications: unions and wages.
This book deals with the usual regression and simultaneous- equations models when the dependent variables are qualitative, truncated, or censored. This has been an area of great interest in econometrics in recent years. This book covers in more or less elementary fashion many of the models commonly used in this field. It does not cover the area of analysis of panel data; including this topic would have made the book very unwieldy.
Table of contents provided by Syndetics
- 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