Econometrics of Qualitative Dependent Variables - Couverture souple

Gourieroux, Christian

Couverture souple

ISBN 10 : 0521589851 ISBN 13 : 9780521589857

Editeur : Cambridge University Press, 2000

Synopsis

This textbook introduces students to qualitative econometric models and assumes a basic knowledge of econometrics/statistics.

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

"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 author. The book is a must for any serious student of econometrics and for all libraries." Mathematical Reviews

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 0521589851
• ISBN 13: 9780521589857
• Reliure: Broché
• Nombre de pages: 384
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France