The purpose of this book is to present methods for the analysis of some econometric models in which the dependent variables are either qualitative or limited in their range. These models are commonly encountered in empirical work that analyzes survey data, although we shall also give examples of some time-series models. In a certain sense every variable we consider in practice, at least in econometric work, is limited in its range. However, it is not necessary to apply the complicated analysis described in this book to all these problems. For instance, if we believe that prices are necessarily positive, we might postulate that they have a log-normal distribution rather than the normal. On the other hand, in the limited-dependent-variable models discussed in this book, the variables are limited to their range because of some underlying stochastic choice mechanism. It is models of this kind that we shall be concerned with in this book. Similarly, there are many qualitative variables that are often used in econometric work. These are all usually known as dummy variables. What we shall be concerned with in this book are models in which the dummy variables are endogenous rather than exogenous. The following simple examples will illustrate the types of models that we shall be talking about. These examples can be conveniently classified into three categories: (a) truncated regression models, (b) censored regression models, and (c) dummy endogenous models.