Econometrics of Qualitative Dependent Variables (Themes in Modern Econometrics)

Type

Book

Authors

Christian Gourieroux

ISBN 10

0521589851

ISBN 13

9780521589857

Tags

Econometrics, Probability & Statistics, Social Sciences, Economics, Statistics

Description

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. - from Amzon

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