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Limited-dependent and qualitative variables in econometrics

Limited-dependent and qualitative variables in econometrics (60회 대출)

자료유형
단행본
개인저자
Maddala, G. S.
서명 / 저자사항
Limited-dependent and qualitative variables in econometrics / by G. S. Maddala.
발행사항
Cambridge [Cambridgeshire] ;   New York :   Cambridge University Press,   1983.  
형태사항
xi, 401 p. ; : ill. ; 24 cm.
총서사항
Econometric Society monographs in quantitative economics ; 3.
ISBN
052124143X
일반주기
Includes index.  
서지주기
Bibliography: p. 373-395.
일반주제명
Econometrics.
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100 1 ▼a Maddala, G. S.
245 1 0 ▼a Limited-dependent and qualitative variables in econometrics / ▼c by G. S. Maddala.
260 ▼a Cambridge [Cambridgeshire] ; ▼a New York : ▼b Cambridge University Press, ▼c 1983.
300 ▼a xi, 401 p. ; : ▼b ill. ; ▼c 24 cm.
440 0 ▼a Econometric Society monographs in quantitative economics ; ▼v 3.
500 ▼a Includes index.
504 ▼a Bibliography: p. 373-395.
650 0 ▼a Econometrics.
740 0 1 ▼a Qualitative variables in econometrics.

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 111028980 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 2 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 111028981 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 3 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 412608255 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 4 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 412616683 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 5 소장처 세종학술정보원/사회과학실/ 청구기호 330.028 M179L 등록번호 452032409 도서상태 대출가능 반납예정일 예약 서비스 M
No. 6 소장처 세종학술정보원/보존서고/ 청구기호 330.028 M179L 등록번호 151027458 도서상태 대출가능 반납예정일 예약 서비스 M
No. 7 소장처 세종학술정보원/보존서고/ 청구기호 330.028 M179L 등록번호 151027459 도서상태 대출가능 반납예정일 예약 서비스 M
No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 111028980 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 2 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 111028981 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 3 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 412608255 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 4 소장처 중앙도서관/서고6층/ 청구기호 330 M179L 등록번호 412616683 도서상태 대출가능 반납예정일 예약 서비스 B M
No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 세종학술정보원/사회과학실/ 청구기호 330.028 M179L 등록번호 452032409 도서상태 대출가능 반납예정일 예약 서비스 M
No. 2 소장처 세종학술정보원/보존서고/ 청구기호 330.028 M179L 등록번호 151027458 도서상태 대출가능 반납예정일 예약 서비스 M
No. 3 소장처 세종학술정보원/보존서고/ 청구기호 330.028 M179L 등록번호 151027459 도서상태 대출가능 반납예정일 예약 서비스 M

컨텐츠정보

목차


CONTENTS
Preface = xi
Chapter 1. Introduction = 1
 1.1 Truncated regression models = 1
 1.2 Censored regression models = 3
 1.3 Dummy endogenous variables = 6
Chapter 2. Discrete regression models = 13
 2.1 What are discrete regression models? = 13
 2.2 The linear probability model = 15
 2.3 The linear discriminant function = 16
 2.4 Analogy with multiple regression and the linear probability model = 18
 2.5 The probit and logit models = 22
 2.6 Comparison of the logit model and normal discriminant analysis = 27
 2.7 The twin linear probability model = 28
 2.8 The case of multiple observations : minimum chi-square methods = 28
 2.9 Illustrative examples with grouped data = 32
 2.10 Polychotomous variables : unordered variables = 34
 2.11 Measures of goodness of fit = 37
 2.12 Multinomial logit and McFadden's conditional logit = 41
 2.13 Polychotomous variables : ordered-response models = 46
 2.14 Polychotomous variables : sequential-response models = 49
 2.15 Noncategorical variables : Poisson regression = 51
 2.16 Estimation of logit models with randomized data = 54
 2.17 Estimation of logit and probit models from panel data = 56
Chapter 3. Probabilistic-choice models
 3.1 McFadden's conditional logit model = 59
 3.2 The Luce model = 61
 3.3 The multinomial probit model = 62
 3.4 The elimination-by-aspects model = 64
 3.5 The hierarchical elimination-by-aspects model = 66
 3.6 The nested multinomial logit model = 67
 3.7 The generalized extreme-value model = 70
 3.8 The relationship between the NMNL model and the GEV model = 72
 3.9 Estimation methods = 73
 3.10 Goodness-of-fit measures = 76
 3.11 Some tests for specification error = 77
 3.12 Concluding remarks = 78
Chapter 4. Discriminant analysis = 79
 4.1 Introduction = 79
 4.2 The case of two populations = 79
 4.3 Prior probabilities and costs of misclassification = 80
 4.4 Nonnormal data and logistic discrimination = 81
 4.5 The case of several groups = 86
 4.6 Bayesian methods = 88
 4.7 Separate-sample logistic discrimination = 90
Chapter 5. Multivariate qualitative variables = 93
 5.1 Introduction = 93
 5.2 Some minimum chi-square methods for grouped data = 96
 5.3 Log-linear models = 103
 5.4 Conditional logistic models = 105
 5.5 Recursive logistic models = 108
 5.6 Some comments on LLM, CLM, RLM, the conditional log-linear models, and simultaneous equations = 113
 5.7 Models with mixed structures : some consistent and inconsistent models = 117
 5.8 Heckman's model with structural shift and dummy endogenous variables = 125
 5.9 Unobserved latent variables and dummy indicators = 138
 5.10 Summary and conclusions = 147
Chapter 6. Censored and truncated regression models = 149
 6.1 Introduction = 149
 6.2 Censored and truncated variables = 149
 6.3 The tobit (censored regression) model = 151
 6.4 A reparametrization of the tobit model = 156
 6.5 Two-stage estimation of the tobit model = 158
 6.6 Prediction in the tobit model = 159
 6.7 The two-limit tobit model = 160
 6.8 Models of friction = 162
 6.9 Truncated regression models = 165
 6.10 Endogenous stratification and truncated regression models = 170
 6.11 Truncated and censored regression models with stochastic and unobserved thresholds = 174
 6.12 Specification errors : heteroscedasticity = 178
 6.13 Problems of aggregation = 182
 6.14 Miscellaneous other problems = 185
 6.15 A general specification test = 192
 6.16 Mixtures of truncated and untruncated distributions = 194
Chapter 7. Simultaneous-equations models with truncated and censored variables = 197
 7.1 Introduction : A general simultaneous-equations model = 197
 7.2 Simultaneous-equations models with truncation and/or censoring = 199
 7.3 Simultaneous-equations models with probit- and tobit-type selectivity = 205
 7.4 Models with mixed latent and observed variables = 205
 7.5 The question of logical consistency = 214
 7.6 Summary and conclusions = 216
 Appendix : ML estimation of the supply-and-demand model in section 7.2 = 216
Chapter 8. Two-stage estimation methods
 8.1 Introduction = 221
 8.2 Two-stage method for the tobit model = 221
 8.3 Two-stage methods for switching regression models = 223
 8.4 Two-stage estimation of censored models = 228
 8.5 Two-stage estimation of Heckman's model = 231
 8.6 Two-stage estimation of structural equations = 234
 8.7 Probit two-stage and tobit two-stage methods = 240
 8.8 Two-stage methods for models with mixed qualitative, truncated, and continuous variables = 242
 8.9 Some alternatives to the two-stage methods = 247
 8.10 Some final comments = 252
 Appendix : Asymptotic co variance matrices for the different two-stage estimators = 252
Chapter 9. Models with self-selectivity = 257
 9.1 Introduction = 257
 9.2 Self-selection and evaluation of programs = 260
 9.3 Selectivity bias with nonnormal distributions = 267
 9.4 Some general transformations to normality = 272
 9.5 Polychotomous-choice models and selectivity bias = 275
 9.6 Multiple criteria for selectivity = 278
 9.7 Endogenous switching models and mixture-distribution models = 283
 9.8 When can the selection model be used, but not the mixture model? = 288
 9.9 Summary and conclusions = 289
Chapter 10. Disequilibrium models = 291
 10.1 Introduction = 291
 10.2 The Fair and Jaffee model = 292
 10.3 Maximum-likelihood methods : sample separation unknown = 296
 10.4 Maximum-likelihood methods : sample separation known = 305
 10.5 Some generalized disequilibrium models = 310
 10.6 Price adjustment and disequilibrium = 319
 10.7 Models with controlled prices = 326
 10.8 Tests for disequilibrium = 335
 10.9 Multimarket-disequilibrium models = 337
 10.10 Models for regulated markets and models for centrally planned economies = 341
 10.11 Summary and conclusions = 343
Chapter 11. Some applications : unions and wages = 347
 11.1 Introduction = 347
 11.2 The Ashenfelter-Johnson study = 348
 11.3 The Schmidt and Strauss study = 349
 11.4 Lee's binary-choice model = 356
 11.5 Alternative specifications of the unionism-wages model = 359
 11.6 The Abowd and Farber study = 362
 11.7 Summary and conclusions = 364
Appendix : Some results on truncated distributions = 365
Bibliography = 373
Index = 397


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