Econometrics of Qualitative Dependent Variables

Klappentext This textbook introduces students to qualitative econometric models and assumes a basic knowledge of econometrics/statistics. 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
• Assisted by: Christian Gourieroux (Editor), Peter C. B. Phillips (Editor), Paul B. Klassen (Translation)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Paperback / Softback
• Released: 09.10.2000
• EAN: 9780521589857
• ISBN: 978-0-521-58985-7
• No. of pages: 384
• Subject: Social sciences, law, business > Business > Economics