Applied Econometrics
Growth and Firm Size: Limited Dependent Variables, Heteroscedasticity and Sample Selection
JP Dunne
General Background
Sawyer M (1985) "The Economics of Industries and Firms", Routledge.
Caves RE (1998) "Industrial Organisation and New Findings on the Turnover and Mobility of Firms", Journal of Economic Literature, Vol. XXXVI, December, pp1947-1982.
Sutton J ( 1997) "Gibrat's Legacy" Journal of Economic Literature, Vol. XXXV, December, pp 40-59.
General Texts
- Intriligator M, R Bodkin, C Hsaio (1996) "Econometric Models, Techniques and Applications", Prentice Hall. Chapter 7.
- Judge et al (19 ) "The Theory and Practice of Econometrics", Wiley.
- Maddala GS (1992) Introdustion to Econometrics, Prentice Hall, 2nd edn. Chapters 5 and 8.
- Maddala GS (1983) Limited Dependent and Qualitative Variables in Economics", CUP.
- Berndt (1991) "The Practice of Econometrics", Addison Wesley. Chapter on labour supply particularly relevant.
Specific:
It is worthwhile going back to the original articles which are referenced in the text.
- Dunne P and A Hughes (1993) "Age, Size, Growth and Survival: UK Companies in the 1990s", Journal of Industrial Economics Vol XLII, No 2, June, pp 115-40.
- Evans, DS (1987) "The Relation Between Firm Growth, Size and Age", Journal of Industrial Economics, Vol 35, June.
- Kumar MS (1985) "Growth, Acquisition Activity…", Journal of Industrial Economics, Vol 35, March
- Cheshire A (1979) "Testing the Law of Proportionate Effects", Journal of Industrial Economics, Vol 27, June.
- Singh A and G Whittington (1975) "The Size and Growth of Firms", Review of Economics Sudies, XLII, Jan, pp 15-26.
LIMDEP 7.0 Manual especially chapters 21, 24, 28,