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.

Author: Christian Gourieroux
Publisher: Cambridge University Press
Published: 10/09/2000
Pages: 384
Binding Type: Paperback
Weight: 1.13lbs
Size: 9.02h x 5.98w x 0.79d
ISBN: 9780521589857