Econometrics of Qualitative Dependent Variables
Normal Price: $220.00
Your Price: $198.00 AUD, inc. GST
Shipping: $6.95 per order
You Save: $22.00! (10% off normal price)
Plus...earn $9.90 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Econometrics of Qualitative Dependent Variables by Christian Gourieroux
Book DescriptionThis 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.
Buy Econometrics of Qualitative Dependent Variables book by Christian Gourieroux from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521331494
(228mm x 152mm x 25mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-Oct-2000
Country of Publication: United Kingdom
Books By Author Christian Gourieroux
Granularity Theory with Applications to Finance and Insurance, Paperback (September 2014)
This book provides the first comprehensive overview of the granularity theory and its usefulness for risk analysis, statistical estimation, and derivative pricing.
Reduced Forms of Rational Expectations Models, Paperback (August 2013)» View all books by Christian Gourieroux
A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.
» Have you read this book? We'd like to know what you think about it - write a review about Econometrics of Qualitative Dependent Variables book by Christian Gourieroux and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Phone: 1300 36 33 32 (10am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.