Analysis of Panels and Limited Dependent Variable Models
by Cheng Hsiao, M. Hashem Pesaran, Kajal Lahiri, Lung Fei Lee, (1999)

Publisher: Cambridge University Press
ISBN: 0-521-63169-6
Pages: 348 pages
Price: £60.00+ p&p

Contents

Table of Contents
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Table of Contents

1. A note on left censoring T. Amemiya

2. Autoregressive models with sample selectivity for panel data M. Arellano, O. Bover and J. Labbeaga

3. Prediction from the regression model with one-way error components R. Baillie and B. Baltagi
Mixture of normal probit models J. Geweke and M. Keane

4. A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity M. El-Gamal and D. Grether

5. Expectations of expansions for estimators in a dynamic panel data model Some results for weakly-exogenous regressors J. F. Kiviet

6. Bayes estimation of short-run coefficients in dynamic panel data models C. Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu

7. Reexamining the rational expectations hypothesis using panel data on multiperiod forecasts A. Davies and K. Lahiri

8. Estimation of dynamic limited-dependent rational expectations models L. Lee

9. Properties of alternative estimators of dynamic panel models: an empirical
analysis of cross-country data for the study of economic growth M. Nerlove

10. Bias reduction in estimating long-run relationships from dynamic heterogeneous panels M. Hashem Pesaran and Z. Zhao

11. Modified generalized instrumental variables estimation of panel data models with strictly exogenous variables S. Chan Ahn and P. Schmidt

12. A biography of G. S. Maddala