Econometrics of Qualitative Dependent Variables
Econometrics of Qualitative Dependent Variables
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
Product details
October 2000Paperback
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.
