MARC Record from marc_nuls

LEADER: 04708nam 2200361Ia 4500
001 9919986670001661
005 20150423123820.0
007 cj uau
008 020411s2002 cau b 001 0 eng d
010 $a 2002100863
020 $a0124406564
020 $a0124406572 (diskette)
035 $a(CSdNU)u103929-01national_inst
035 $a(OCoLC)49563225
035 $a(Sirsi) 01-AAM-9263
040 $aTEF$cTEF$dOrPss
049 $aCNUM
090 $aHB139$b.L44 2002
100 1 $aLee, Myoung-jae.
245 10 $aPanel data econometrics :$bmethods-of-moments and limited dependent variables /$cMyoung-jae Lee.
260 $aSan Diego :$bAcademic Press,$cc2002.
300 $axiii, 195 p. ;$c24 cm. +$e1 computer disk (3 1/2 in.)
504 $aIncludes bibliographical references (p. 184-192) and index.
505 0 $aExtra Time Dimension -- Temporal Moment Conditions -- Time-Varying Parameters -- The Unit-Specific Term and Its Removal by Differencing -- Other Ways to Remove Unit-Specific Term -- Dynamic Features and Restrictions on Parameters -- Error Term Structure -- Methods-of-Moments for Panel Linear Models -- Review of Cross-Section IVE and GMM -- Panel Linear Model -- Moment Conditions and Panel IVE and GMM -- Four Moment Conditions -- Panel LSE, IVE and GMM -- Setting Up Instrument Matrices -- IVE with Differenced Regressors -- Classifying Regressors and Instrument Matrix -- Linear Projection and Purifying Regressors -- An Empirical Example on Wage -- IVE with Differenced Errors -- Within-Group Estimator -- An Empirical Example on Crime and Punishment -- Between-Group Estimator -- An Empirical Example on Production Function -- Topics for Panel Linear Models -- Wave-by-Wave Estimation and Time-Varying Parameters -- Wave-by-Wave Estimation -- Minimum Distance Estimation (MDE) -- Wage Example and Time-Varying Parameters -- Minimum Distance Estimation for Related-Effect -- Dynamic Models -- Spatial Dependence and Its Tests Using Panel Data -- Efficiency Gain, Wald-Type Tests, Panel VAR, and Long-Run and Short-Run Effects -- Efficiency Gain for Endogenous Regressors -- Wald-Type Specification Tests -- Quasi-Differencing and Panel Vector-Autoregression (VAR) -- Pool or Not and Long-Run versus Short-Run Effects -- Panel Data Estimators for Binary Responses -- Conditional Logit for T = 2 -- Cross-section Logit and Panel Conditional Logit -- Remarks and an Empirical Example on Health Care Demand -- Review of Kernel Nonparametric Estimation -- Conditional Logit for T [greater than or equal] 3 -- Genuine Conditional Logit for T [greater than or equal] 3 -- MDE with Conditional Logits for T = 3 -- SUM-Type Approach and Remarks -- Lagged Response as a Regressor -- Panel Probit -- Panel Probit with MDE -- Panel Probit with Nonlinear GMM -- Panel Probit with Predeterminedness -- Root-Nh Consistent Estimators -- A Root-N Consistent Estimator -- An Empirical Example for Panel Probit and Conditional Logit -- Panel Data Estimators for Limited Responses -- Review of Cross-Section Nonlinear IVE and GMM -- Nearly Parametric Methods for Count Response -- Poisson and Negative Binomial -- Conditional Poisson and Conditional Negative Binomial -- An Empirical Example on Health Care Demand -- Moment-Based Estimators for Count Responses -- GMM without Additive Lagged Response -- GMM with Additive Lagged Response -- Quasi-Conditional MLE -- Root-N Consistent Estimator for Censored Response -- Conditional Logit for Multinomial Responses -- An Empirical Example for Count Response -- Panel Data and Sample Selection Models -- Cross-Section Sample Selection Models and Two Estimators -- Three Sample Selection Models -- Heckman's Two-Stage Estimator -- A Semiparametric Estimator -- An Empirical Example on Wage -- Panel Sample Selection Models and Heckman's Two-Stage Analogs -- Three Panel Sample Selection Models -- Two Censored-Selection Estimators -- A Binary-Selection Estimator -- An Empirical Example on Wage for Binary-Selection -- Two First-Difference Estimators for Censored Selection -- A Root-Nh Consistent Estimator for Binary Selection -- LSE on Trimmed and Differenced Panel due to Attrition -- Data and Gauss Programs.
538 $aSystem requirements: compatible with most Windows-based PC systems (Windows 95, 98, 2000, NT 4.0); GAUSS for Windows NT/95.
650 0 $aEconometrics.
650 0 $aPanel analysis.
948 $a04/30/2002$b06/13/2002
982 0 $aHB139$a.L44$a2002
983 $a31786101616719
994 $a92$bCNU
999 $aHB139 L44 2002$wLC$c1$i31786101616719$d3/4/2004$f3/4/2004$g1 $lCIRCSTACKS$mNULS$rY$sY$tBOOK$u6/13/2002
999 $aHB139 L44 2002$wLC$c2$i31786100454518$lCIRCSTACKS$mNULS$rY$sY $tCOMPTRFILE$u6/13/2002