- Series: Econometric Society Monographs (Book 3)
- Paperback: 414 pages
- Publisher: Cambridge University Press; Revised ed. edition (June 27, 1986)
- Language: English
- ISBN-10: 0521338255
- ISBN-13: 978-0521338257
- Product Dimensions: 6 x 0.9 x 9 inches
- Shipping Weight: 1.5 pounds (View shipping rates and policies)
- Average Customer Review: 4.8 out of 5 stars See all reviews (8 customer reviews)
- Amazon Best Sellers Rank: #915,804 in Books (See Top 100 in Books)
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Limited-Dependent and Qualitative Variables in Econometrics (Econometric Society Monographs) Revised ed. Edition
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'The book does an excellent job of surveying its chosen topics ... such a comprehensive treatment as this book provides has previously been lacking. Thus the book fills an important gap in the literature. It will no doubt be widely read and used. It should be useful both to individuals interested in these topics at a theoretical level and those interested in applications. In the latter regard, an excellent feature of the book is that it contains a lot of empirical examples.' Journal of the American Statistical Association
'... this book represents a significant contribution to the literature on limited dependent and qualitative variables. It should serve as a major reference for researchers doing empirical work with these models. It should also be useful to graduate students as well as econometric theorists.' American Journal of Agricultural Economics
'To summarise, the book contains a very useful and clearly written account of many of the aspects of the limited dependent and qualitative variable models with an extensive use of empirical examples. The econometric issues raised by the models are neatly produced without taxing the reader too greatly. There will undoubtedly be other books appearing in the near future in the same area. It is to Maddala's credit that he has produced a book which, by virtue of its extensive coverage, will be very hard to beat.' The Economic Journal
This book presents the econometric analysis of single equation and simultaneous equation models where the jointly dependent variables can be continuous, categorical, or truncated.
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Top Customer Reviews
While the book is still worth reading students will need to have other books to do modern econometric analysis in this fields. Train's "Descrete choice methods with simulation" and Gouriéroux and Monfort's "Simulation-Based Econometric Methods" are examples.
Still, I love this book because I feel excitement of early-days econometricians who developed most of modern econometric frameworks when reading it.
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.).
So, overall, do not buy this book simply because it's in your syllabus. Have a look at it first in a library, and then decide if you really need it. But chances are that you won't. The book still deserved 5 stars for what it meant when it was first published.