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Autor
Gruszczyński Marek (Szkoła Główna Handlowa w Warszawie)
Tytuł
Dynamiczne modele tobitowe
Dynamic Tobit Models
Źródło
Przegląd Statystyczny, 1997, vol. 44, z. 4, s. 499-512, bibliogr. 43 poz.
Statistical Review
Słowa kluczowe
Model tobitowy, Mikroekonometria
Tobit model, Microeconometrics
Uwagi
summ.
Abstrakt
The topic of this article is the tobit model for panel data. The author preceded the presentation of the model with reflections concerning micro-econometrics as a new methodological trend in economy and econometrics. He draws attention to the possibility of making use of macrodata in microeconometric models. Parts 1 -3 depict classical models of limited variables: the model of truncated regression and the standard tobit model (censored regression). Parts 7 - 11 present models of limited-dependent variables for panel data: the fixed effects tobit model and random effects tobit model as well as the autoregressive tobit model. A survey of models contains a discussion on the specification, estimation, and possibility of application. The deductions are supplemented by two examples: the standard tobit model (the Pavel - Phillis model of loans sale by commercial bank) and the self-regressive tobit model for panel data (the Kim-Maddala model of dividend behaviour). (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka Szkoły Głównej Handlowej w Warszawie
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
Bibliografia
Pokaż
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Cytowane przez
Pokaż
ISSN
0033-2372
Język
pol
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