Econometrics of Qualitative Dependent Variables by Christian Gourieroux
Look inside with Google Book Preview
Econometrics of Qualitative Dependent Variables
By Christian Gourieroux

Econometrics of Qualitative Dependent Variables

By (author) See other recent books by Christian Gourieroux
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

Normal Price: $165.00
Your Price: $148.50 AUD, inc. GST
Shipping: $6.95 per order
You Save: $16.50! (10% off normal price)
Plus...earn $7.43 in Boomerang Bucks
Availability: Available Available to order, no due date



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.

Buy Econometrics of Qualitative Dependent Variables book by Christian Gourieroux from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780521331494
ISBN-10: 0521331498
Classification: Economic statistics , Social research & statistics , Probability & statistics
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

Other Editions...


You might also like...

Practical Management Science by Wayne L. Winston Practical Management Science by Wayne L. Winston

Geared entirely to Excel 2013, this title uses realistic problems to help you take full advantage of the power of spreadsheet modeling. Drawing examples and problems from finance, marketing, operations management, and other areas, it illustrates how management science applies to your chosen profession - and how you can use it on the job.

Meta-Regression Analysis in Economics and Business by T.D. Stanley Meta-Regression Analysis in Economics and Business by T.D. Stanley

'Meta-Regression Analysis in Economics and Business' covers topics related to the meta-regression analysis (MRA) of economics and business research.

Naked Statistics by Charles Wheelan Naked Statistics by Charles Wheelan

The bestselling author of "Naked Economics" defies the odds with a book aboutstatistics that readers will welcome and enjoy.

Practical Guide to Price Index and Hedonic Techniques by Ana M. Aizcorbe Practical Guide to Price Index and Hedonic Techniques by Ana M. Aizcorbe

An accessible text introducing methods that are used to measure price trends for specific industries or goods. The focus is on price index and hedonic techniques, the two methods most widely used by researchers and industry practitioners.

» View more books like these...

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)

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 by Christian Gourieroux Reduced Forms of Rational Expectations Models, Paperback (August 2013)

A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Econometrics of Individual Risk by Christian Gourieroux Econometrics of Individual Risk, Hardback (January 2007)

Risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be devastating as macroevents such as share-price fluctuations. This work provides an econometric methodology for quantifying and managing this underappreciated but important variety of risk. It is of interest to graduate students in economics.

Financial Econometrics by Christian Gourieroux Financial Econometrics, Hardback (November 2001)

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.

» View all books by Christian Gourieroux

Reviews

» 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!)

Write a book review


Boomerang Bucks close

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.

Recent books by Christian Gourieroux close
Granularity Theory with Applications to Finance and Insurance by Christian Gourieroux
Granularity Theory with Applications to Finance and Insurance by Christian Gourieroux
Reduced Forms of Rational Expectations Models by Christian Gourieroux
Econometrics of Individual Risk by Christian Gourieroux
Financial Econometrics by Christian Gourieroux
Econometrics of Qualitative Dependent Variables by Christian Gourieroux
Time Series and Dynamic Models by Christian Gourieroux
Simulation-based Econometric Methods by Christian Gourieroux
Time Series and Dynamic Models by Christian Gourieroux
Statistics and Econometric Models by Christian Gourieroux
Statistics and Econometric Models by Christian Gourieroux
Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms by Christian Gourieroux
»
Recent books by P.C.B. Phillips close
Econometrics of Qualitative Dependent Variables by P.C.B. Phillips
Nonparametric Econometrics by P.C.B. Phillips
Statistics and Econometric Models by P.C.B. Phillips
»
Recent books by Eric Ghysels close
Introduction to the Mathematical and Statistical Foundations of Econometrics by Eric Ghysels
Semiparametric Regression for the Applied Econometrician by Eric Ghysels
Essays in Econometrics by Eric Ghysels
Essays in Econometrics by Eric Ghysels
Essays in Econometrics by Eric Ghysels
Essays in Econometrics by Eric Ghysels
Econometric Analysis of Seasonal Time Series by Eric Ghysels
Econometric Analysis of Seasonal Time Series by Eric Ghysels
Econometrics of Qualitative Dependent Variables by Eric Ghysels
Generalized Method of Moments Estimation by Eric Ghysels
Generalized Method of Moments Estimation by Eric Ghysels
»
BoomerangBooks.com.au close