Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
7 - Limited Dependent and Sample Selection Models
Published online by Cambridge University Press: 19 May 2022
Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface to the Fourth Edition
- 1 Introduction
- 2 Linear Static Models with Additive Effects
- 3 Dynamic Models with Additive Specific Effects
- 4 Simultaneous-Equations Models
- 5 Dynamic System
- 6 Discrete Data
- 7 Limited Dependent and Sample Selection Models
- 8 Some Nonlinear Models
- 9 Miscellaneous Topics
- 10 Interactive Effects Models
- 11 Spatial Models and Tests for Cross-Sectional Dependence
- 12 Program Evaluation Using Panel Data
- 13 Variable Coefficients Models
- 14 Big Data Analytics
- References
- Author Index
- Subject Index
- Econometric Society Monographs Series
Summary
Issues of nonrandom sampling due to truncation, censoring, or sample selection rules are discussed in the presence of individual-specific effects. Symmetric trimming of sample observations to get rid of incidental parameters are introduced.
Keywords
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- Analysis of Panel Data , pp. 214 - 250Publisher: Cambridge University PressPrint publication year: 2022