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Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables



Part of Themes in Modern Econometrics

  • Date Published: November 2000
  • availability: Available
  • format: Paperback
  • isbn: 9780521589857

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About the Authors
  • 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.

    • Student-friendly presentation of qualitative models in econometrics
    • Gives graduate students valuable means to gauge real-world economic phenomena
    • Offers problem sets; builds progressively on information presented chapter-by-chapter
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    Product details

    • Date Published: November 2000
    • format: Paperback
    • isbn: 9780521589857
    • length: 384 pages
    • dimensions: 229 x 152 x 20 mm
    • weight: 0.51kg
    • contains: 28 b/w illus. 5 tables
    • availability: Available
  • Table of Contents

    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.

  • Author

    Christian Gourieroux, CREST-INSEE, Paris


    Paul B. Klassen

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