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Limited-Dependent and Qualitative Variables in Econometrics.
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 theExpand
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A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based onExpand
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Limited Dependent Variable Models Using Panel Data
This paper presents a survey of the methods used in the estimation of limited dependent variable models with panel data. It first reviews some issues in the analysis of panel data when the dependentExpand
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Estimation of Short-Run and Long-Run Elasticities of Energy Demand From Panel Data Using Shrinkage Estimators
This paper discusses the problem of obtaining short-run and long-run elasticities of energy demand for each of forty-nine states in the United States using data for twenty-one years. Estimation usingExpand
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Introduction to Econometrics Ed. 3
Introduction to Econometrics has been significantly revised to include new developments in the field. Expand
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Unit roots, cointegration, and structural change
Time series analysis has undergone many changes in recent years with the advent of unit roots and cointegration. Maddala and Kim present a comprehensive review of these important developments andExpand
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