Econometrics of Qualitative Dependent Variables

By:

Christian Gourieroux

Format:

Hardback

Series:

Themes in Modern Econometrics

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Description

This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like - given their discrete nature - requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.

Release date NZ

October 16th, 2000

Author

Christian Gourieroux

Audience

Professional & Vocational

Contributors

Series edited by Eric Ghysels
Series edited by P.C.B. Phillips
Series edited by Richard J. Smith
Translated by Paul B. Klassen

Country of Publication

United Kingdom

Illustrations

28 b/w illus. 5 tables

Imprint

Cambridge University Press

Pages

384

Publisher

Cambridge University Press

Series

Themes in Modern Econometrics

Dimensions

152x228x25

ISBN-13

9780521331494

Product ID

1769798

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