Limited-Dependent and Qualitative Variables in Econometrics

• Preface; 1. Introduction; 2. Discrete regression models; 3. Probabilistic-choice models; 4. Discriminant analysis; 5. Multivariate qualitative variables; 6. Censored and truncated regression models; 7. Simultaneous-equations models with truncated and censored variables; 8. Two-stage estimation methods; 9. Models with self-selectivity; 10. Disequilibrium models; 11. Some applications: unions and wages; Appendix: Some results on truncated distributions; Bibliography; Index.

'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