Econometrics of Qualitative Dependent Variables (e-bog) af Gourieroux, Christian
Gourieroux, Christian (forfatter)

Econometrics of Qualitative Dependent Variables e-bog

329,95 DKK (inkl. moms 412,44 DKK)
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 d...
E-bog 329,95 DKK
Forfattere Gourieroux, Christian (forfatter), Klassen, Paul B. (oversætter)
Udgivet 9 oktober 2000
Genrer Social research and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9781316044926
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.