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: $195.00
Your Price: $175.50 AUD, inc. GST
Shipping: $6.95 per order
You Save: $19.50! (10% off normal price)
Plus...earn $8.78 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...

Applied Nonparametric Econometrics by Daniel J. Henderson Applied Nonparametric Econometrics by Daniel J. Henderson

Bridging the gap between applied economists and theoretical nonparametric econometricians, this book explains basic to advanced nonparametric methods with applications.

Financial Statistics by Office for National Statistics Financial Statistics by Office for National Statistics

Published monthly, Financial Statistics contains data on public sector finance, including central government revenue and expenditure, money supply and credit, banks and building societies, interest and exchange rates, financial accounts, capital issues, balance sheets and balance of payments.

Statistics by David Freedman Statistics by David Freedman

Renowned for its clear prose and no-nonsense emphasis on core concepts, Statistics covers fundamentals using real examples to illustrate the techniques.

Economic Aspects of Obesity by Michael Grossman Economic Aspects of Obesity by Michael Grossman

The number of obese adults in the United States has doubled and the number of obese children almost tripled, which may lead to increased medical expenditures, productivity loss, and stress on the health care system. This title provides a foundation for evaluating the costs and benefits of various proposals designed to control obesity rates.

» 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.

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
Econometrics of Individual Risk by Christian Gourieroux
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
Reduced Forms of Rational Expectations Models 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: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory 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