Analysis of Panels and Limited Dependent Variable Models

Foreword: Z. Griliches; Editorial introduction M. Hashem Pesaran, C. Hsiao, K. Lahiri and L. Lee; 1. A note on left censoring T. Amemiya; 2. Autoregressive models with sample selectivity for panel data M. Arellano, O. Bover and J. Labbeaga; 3. Prediction from the regression model with one-way error components R. Baillie and B. Baltagi; Mixture of normal probit models J. Geweke and M. Keane; 4. A Monte Carlo study of EC-estimation in panel data models with limited dependent variables and heterogeneity M. El-Gamal and D. Grether; 5. Expectations of expansions for estimators in a dynamic panel data model; Some results for weakly-exogenous regressors J. F. Kiviet; 6. Bayes estimation of short-run coefficients in dynamic panel data models C. Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu; 7. Re-examining the rational expectations hypothesis using panel data on multiperiod forecasts A. Davies and K. Lahiri; 8. Estimation of dynamic limited-dependent rational expectations models L. Lee; 9. Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth M. Nerlove; 10. Bias reduction in estimating long-run relationships from dynamic heterogeneous panels M. Hashem Pesaran and Z. Zhao; 11. Modified generalised instrumental variables estimation of panel data models with strictly exogenous variables S. Chan Ahn and P. Schmidt; 12. A biography of G. S. Maddala.