Econometrics of Qualitative Dependent Variables by Christian Gourieroux

Econometrics of Qualitative Dependent Variables by Christian Gourieroux

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.

"What is refreshing about this book is that each of the topics is first introduced in an intuitive manner, and then analyzed rigorously-a sytle that is very special to the authorThe book is a must for any serious student of econometrics and for all libraries." Mathematical Reviews

SKU	Nicht verfügbar
ISBN 13	9780521589857
ISBN 10	0521589851
Titel	Econometrics of Qualitative Dependent Variables
Autor	Christian Gourieroux
Serie	Themes In Modern Econometrics
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Cambridge University Press
Erscheinungsjahr	2000-10-09
Seitenanzahl	384
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.