Econometrics of Qualitative Dependent Variables

Klappentext This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction! Chapters 2 through 6 present models with endogenous qualitative variables! examining dichotomous models! model specification! estimation methods! descriptive usage! and qualitative panel data. The final two chapters describe models that explain variables assumed by discrete or continuous positive variables. Zusammenfassung This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Written in accessible language and offering cogent examples! students are given valuable means to gauge real-world economic phenomena. Inhaltsverzeichnis 1. Introduction; 2. The simple dichotomy; 3. Modelling; 4. Estimation methods and tests; 5. The log-linear model and its applications; 6. Qualitative panel data; 7. The Tobit model; 8. Models of market disequilibrium; 9. Truncated variables in simultaneous equations; 10. Simultaneous equation systems; 11. The Poisson model; 12. Models of duration.

Product details

• Authors: Christian Gourieroux, Christian (Crest-Insee Gourieroux
• Assisted by: Christian Gourieroux (Editor), Peter C. B. Phillips (Editor), Paul B. Klassen (Translation)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 16.10.2000
• EAN: 9780521331494
• ISBN: 978-0-521-33149-4
• No. of pages: 384
• Series: Themes in Modern Econometrics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Economics