Limited-Dependent and Qualitative Variables in Econometrics

by G.S. Maddala

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521338255
• ISBN13: 9780521338257
• Release Date: August 2010
• Publisher: Cambridge University Press
• Length: 414 Pages
• Weight: 1.28 lbs.
• Dimensions: 1.0" x 6.0" x 8.9"