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是关于受限因变量经典的书。对probit/logit/ ,tobit,heckman 等模型有详细论述。

Maddala, G. S., 1983, Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press.

[此贴子已经被作者于2005-4-20 12:50:29编辑过]

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关键词：Maddala Dal add Mad 电子版 电子版 Maddala

Limited-Dependent and Qualitative Variables in Econometrics (Econometric Society Monographs) (Paperback) by G. S. Maddala, Andrew Chesher (Series Editor), Matthew Jackson (Series Editor)

Paperback: 401 pages

Publisher: Cambridge University Press; Reprint edition (June 27, 1986)

ISBN: 0521338255

Customers who bought this book also bought

• Analysis of Panel Data by Cheng Hsiao
• Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
• Econometric Analysis by William H. Greene
• Regression Models for Categorical and Limited Dependent Variables (Advanced Quantitative Techniques in the Social Sciences) by J. Scott Long
• A Guide to Econometrics : fifth edition by Peter Kennedy
• Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge

Editorial Reviews

Book Description 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.

This book surely is a classic treatment of limited dependent variable models. However, I suspect most researchers, and definitely almost all graduate stduents will NOT need this book. 1) First, it is VERY outdated. Note that this book has been written in 1983. That is more than *20* years ago. There is nothing here on nonpametric and semiparametric models, which are becoming the standard in this field. For this, a good reference would be Pagan and Ullah, which also contain results for nonparametric and semiparametric general density and regression estimation. The fact that this book is outdated not only means that lots and lots of important tools are not covered here, but it also means that it covers many results and estimators that are no longer considered important. 2) Second, and especially if you are a graduate student, all or almost all the results you will need for your courses is covered very well in textbooks that also cover a wealth of other materials (such as Wooldridge, Amemiya, Ruud, Davidson and McKinnon etc.).

[此贴子已经被作者于2005-4-20 13:58:38编辑过]

不过现在许多计量的书对于受限因变量的介绍相对比较少，特别是在实证研究中遇到的问题这些教科书上都不讲。

不如一个联立方程，其中一个内生变量是0，1变量，在这种情况下如何利用软件去估计?

等等问题，理论上容易，实践上比较困难。

在顶一下，看看谁有啊

I do not agree with Hanszhu's points. The basic principle in econometrics is to find the best estimators for DGP (data generating process). New techniques may be developed over the years, however, Maddals's book paves the way for learning new methods. The main advantage of this book is its well-organized contents. Readers can learn these methods systematically.

国图有，我们是杭州的，都从那借来印了，马德拉这本书真的很不错，不过我计量很菜。。。。

我也已经复印了。

https://bbs.pinggu.org/a-778449.html    Introduction to Econometrics 3rd (Maddala)