Limited-dependent and qualitative variables in econometrics: Introduction
Limited-dependent and qualitative variables in econometrics: Introduction
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DOI：
10.1017/cbo9780511810176.002
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发表时间：
1983-03
期刊：
影响因子：
--
通讯作者：
G. Maddala
中科院分区：
文献类型：
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作者：
G. Maddala
这本书介绍了计量经济学分析的单方程和非线性方程模型，其中共同因变量可以是连续的，分类的，或截断。尽管计量经济学传统上强调连续变量，但实践中遇到的许多经济变量是分类变量（可以找到合适的类别，但不存在实际测量）或截断变量（只能在某些范围内观察到的变量）。例如，职业选择模式、住房保有权选择和学校类型选择都涉及到这些变量。管制价格和配给的模型，以及计划评估的模型，也代表了作者提出的技术的应用领域。
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 only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.