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Econometrics of Qualitative Dependent Variables
Paperback / softback
Main Details
| Title |
Econometrics of Qualitative Dependent Variables
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| Authors and Contributors |
By (author) Christian Gourieroux
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Translated by Paul B. Klassen
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| Series | Themes in Modern Econometrics |
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| Physical Properties |
| Format:Paperback / softback | | Pages:384 | | Dimensions(mm): Height 229,Width 152 |
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| Category/Genre | Econometrics |
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| ISBN/Barcode |
9780521589857
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| Classifications | Dewey:330.015195 |
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| Audience | | Professional & Vocational | |
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| Illustrations |
5 Tables, unspecified; 28 Line drawings, unspecified
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Publishing Details |
| Publisher |
Cambridge University Press
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| Imprint |
Cambridge University Press
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| Publication Date |
9 October 2000 |
| Publication Country |
United Kingdom
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Description
This text introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. After the introduction, Chapters 2 through 6 present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. The final two chapters describe models that explain variables assumed by discrete or continuous positive variables.
Reviews"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
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