Econometrics of Qualitative Dependent Variables by Christian Gourieroux
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Econometrics of Qualitative Dependent Variables
By Christian Gourieroux

Econometrics of Qualitative Dependent Variables

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Series edited by P.C.B. Phillips See other recent books by P.C.B. Phillips See other recent books by Eric Ghysels
Format: Hardback

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Econometrics of Qualitative Dependent Variables by Christian Gourieroux

Book Description

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.

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Book Details

ISBN: 9780521331494
ISBN-10: 0521331498
Format: Hardback
(228mm x 152mm x 25mm)
Pages: 384
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 16-Oct-2000
Country of Publication: United Kingdom

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Books By Author Christian Gourieroux

Granularity Theory with Applications to Finance and Insurance by Christian Gourieroux Granularity Theory with Applications to Finance and Insurance, Hardback (September 2014)

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Financial econometrics is a great success story in economics. Intended for professionals and advanced graduate students pursuing expertise in econometric modeling, this guide focuses on methods related to foregoing research and those modeling techniques that seem relevant to future advances.

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