Our systems are now restored following recent technical disruption, and we’re working hard to catch up on publishing. We apologise for the inconvenience caused. Find out more

Recommended product

Popular links

Popular links


Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables

Christian Gourieroux, CREST-INSEE, Paris
Paul B. Klassen
October 2000
Available
Paperback
9780521589857

    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.

    • Student-friendly presentation of qualitative models in econometrics
    • Gives graduate students valuable means to gauge real-world economic phenomena
    • Offers problem sets; builds progressively on information presented chapter-by-chapter

    Reviews & endorsements

    "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

    See more reviews

    Product details

    October 2000
    Paperback
    9780521589857
    384 pages
    229 × 152 × 20 mm
    0.51kg
    28 b/w illus. 5 tables
    Available

    Table of Contents

    • 1. Introduction
    • 2. The simple dichotomy
    • 3. Modelling
    • 4. Estimation methods and tests
    • 5. The log-linear model and its applications
    • 6. Qualitative panel data
    • 7. The Tobit model
    • 8. Models of market disequilibrium
    • 9. Truncated variables in simultaneous equations
    • 10. Simultaneous equation systems
    • 11. The Poisson model
    • 12. Models of duration.
      Author
    • Christian Gourieroux , CREST-INSEE, Paris
    • Translator
    • Paul B. Klassen