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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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ISBN: 0521631696 0521131006 0511117086 0511040121 0511155883 051132894X 0511493142 1280161884 0511051050 110711568X 9780511040122 9780511051050 9780511117084 9780521631693 9786610161881 6610161887 9781280161889 9780511155888 9780511328947 9780511493140 9781107115682 9780521131001 Year: 1999 Publisher: Cambridge : Cambridge university press,

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Abstract

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.

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