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Structural Analysis of Discrete Data and Econometric Applications

Опубликовано на портале: 23-11-2007
Cambridge: The MIT Press, 1981
Тематический раздел:
This volume deals with parametric statistical inference on structural conditional probability models in which some or all of the endogenous variables are discrete valued. Within this broad theme the models posed and inferential questions addressed arise out of each author's work in econometric analysis. Taken together, these chapters provide a methodological foundation for the analysis of economic problems involving discrete data and chart the current frontiers of this subject. Some chapters are also relevant to other literatures concerned with structural analysis of discrete data: biometrics, psychometrics, sociometrics, discrete multivariate analysis, and applied subjects such as finance, marketing, geography, and transportation. Workers in these areas will recognize that econometric methods for discrete data analysis have benefited from their own literatures. This volume is intended to be useful not only for econometricians but also for the wider community of researchers involved in the structural analysis of discrete data.

Chapters

  1. Alternative Estimators and Sample Designs for Discrete Choice Analysis (Charles F. Manski and Daniel McFadden)
  2. Efficient Estimation of Discrete-Choice Models (Stephen R. Cosslett)
  3. Statistical Models for Discrete Panel Data (James J. Heckman)
  4. The Incidental Parameters Problem and the Problem of Initial Condition in Estimating a Discrete Time-Discrete Data Stochastic Process (James J. Heckman)
  5. Structural Discrete Probability Models Derived from Theories of Choice (Daniel McFadden)
  6. Random versus Fixed Coefficient Quantal Choice Models (Gregory W. Fischer and Daniel Nagin)
  7. On the Use of Simulated Frequencies to Approximate Choice Probabilities (Steven R. Lerman and Charles F. Manski)
  8. Application of a Continuous Spatial Choice Logit Model (Moshe Ben-Akiva and Thawat Watanatada)
  9. Simultaneous Equations Models with Discrete and Censored Variables (Lung-Fei Lee)
  10. Stratification on Endogenous Variables and Estimation: The Gary Income Maintenance Experiment (Jerry A. Hausman and David A. Wise)
  11. A Switching Simultaneous Equations Model of Physician Behavior in Ontario (Dale J. Poirier)
  12. Constrained on the Parameters in Simultaneous Tobit and Probit Models (Peter Schmidt)
  13. Estimating Credit Constraints by Switching Regressions, (Robert B. Avery)

Index

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