Reading List
Sources
- Takeshi Amemiya, Advanced Econometrics, Harvard University Press, 1985, Cambridge.
- A. Colin Cameron and Pravin K. Trivedi, Microeconometrics: Methods and Applications, Cambridge University Press, 2005, New York.
- Morris H. DeGroot and Mark J. Schervish, Probability and Statistics, 3rd Edition, Addison-Wesley, 2002, Boston.
- Bernard W. Lindgren, Statistical Theory, 3rd Edition, MacMillan, 1976, New York.
- J. Scott Long, Regression Models for Categorical and Limited Dependent Variables, Sage Publications, 1995, Thousand Oaks.
- G.S. Maddala, Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press, 1983, New York.
- Articles cited below are available for download via Canvas. There is a link on the ECO5427 course page.
Topics
- Maximum Likelihood Estimation
- Cameron and Trivedi (5)
- Amemiya (4.2)
- Lindgren (4.5, 5.2)
- DeGroot and Schervish (6.5, 6.6)
- Numerical Optimization
- Cameron and Trivedi (10)
- Amemiya (4.4)
- Long (3.6)
- Bivariate and Conditional Normals
- DeGroot and Schervish (5.12)
- Lindgren (10.2.1)
- Moments of Censored Normal
- Maddala (Appendix)
- Cameron and Trivedi (16.3.4, 16.10.1)
- Binary Choice Models
- Amemiya (9.1, 9.2)
- Cameron and Trivedi (14)
- Long (3)
- Maddala (2)
- Tobit Models
- Amemiya (10.1-10.4)
- Cameron and Trivedi (16.1-16.4)
- Long (7)
- Maddala (6.1-6.5)
- Olsen, Randall J. (1978), “Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model,”
Econometrica 46, 1211-1215.
- Zuehlke, Thomas W. (2003), “Estimation of a Tobit Model with Unknown Censoring Threshold,”
Applied Economics 35, 1163-1169.
- Zuehlke, Thomas W. (2020), “Estimation of a Two-Limit Tobit Model with Generalized Box-Cox Transformation and Unknown Censoring Thresholds,”
Applied Economics 52, 156-174.
- Selection Models
- Amemiya (10.7,10.8)
- Cameron and Trivedi (16.5)
- Maddala (8.4, 9.1, 9.2)
- Olsen, Randall J. (1980), “A Least-Squares Correction for Selectivity Bias,”
Econometrica 48, 1815-1820.
- Olsen, Randall J. (1982), "Distributional Tests for Selectivity Bias and a More Robust Likelihood Estimator,"
International Economic Review 23, 223-240.
- Zuehlke, Thomas W. and Allen R. Zeman (1991), "A Comparison of Two-Stage Estimators of Censored Regression Models,"
Review of Economics and Statistics 73, 185-188.
- Zuehlke, Thomas W. (1996), "Identification by Non-Linearity in Censored Regression Models,"
Journal of Statistical Computation and Simulation 54, 289-304.
- Zuehlke, Thomas W. (2017), "Use of Quadratic Terms in Type II Tobit Models," Applied Economics 49, No 17, 1706-1714.