Econometrics of qualitative variables:

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...

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Bibliographic Details
Main Author: Gourieroux, Christian 1949- (Author)
Other Authors: Klassen, Paul (Translator)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 2000
Series:Themes in modern econometrics
Subjects:
Online Access:BSB01
UBG01
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Summary: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
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (x, 372 pages)
ISBN:9780511805608
DOI:10.1017/CBO9780511805608

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