Econometrics of Qualitative Dependent Variables Contributor(s): Gourieroux, Christian (Author), Klassen, Paul B. (Translator) |
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ISBN: 0511805608 ISBN-13: 9780511805608 Publisher: Cambridge University Press OUR PRICE: $494.00 Product Type: Open Ebook - Other Formats Published: June 2012 |
Additional Information |
BISAC Categories: - Business & Economics | Econometrics |
Dewey: 330.015 |
Series: Themes in Modern Econometrics |
Descriptions, Reviews, Etc. |
Publisher 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. |