ENGLISH

Econometrics of Qualitative Dependent Variables

By Christian Gourieroux

Book information

Year
2000
ISBN
0521589851, 9780521589857
Open Library ID
OL7747412M
Language
english
Format
PDF
Filesize
5 MB (4984365 bytes)
Series
Themes in Modern Econometrics
Edition
1
Pages
376\376
Time added
2011-06-04 13:46:07

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.

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