Analysis of Panels and Limited Dependent Variable Models : In Honour of G.S. Maddala

orig.boards Minor rubbing. Some light spotting to cover. VG. 23x15cm, x,338 pp Contains 12 papers. Includes: A note on left censoring [T. Amemiya]; Autoregressive models with sample selectivity for panel data [M. Arellano, O. Bover and J. Labbeaga]; 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]; A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity [M. El-Gamal and D. Grether]; Expectations of expansions for estimators in a dynamic panel data model: Some results for weakly-exogenous regressors [J. F. Kiviet]; Bayes estimation of short-run coefficients in dynamic panel data models [C. Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu]; Reexamining the rational expectations hypothesis using panel data on multiperiod forecasts [A. Davies and K. Lahiri]; Estimation of dynamic limited-dependent rational expectations models [L. Lee]; Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth [M. Nerlove]; Bias reduction in estimating long-run relationships from dynamic heterogeneous panels [M. Hashem Pesaran and Z. Zhao]; Modified generalized instrumental variables estimation of panel data models with strictly exogenous variables [S. Chan Ahn and P. Schmidt]; A biography of G. S. Maddala. Minor rubbing. Some light spotting to cover. VG. …