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" Econometrics of qualitative dependent variables / "
Christian Gourieroux ; translated by Paul B. Klassen.
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BL
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| Record Number
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957367
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| Doc. No
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b711737
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| Uniform Title
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Econométrie des variables qualitatives.English
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| Main Entry
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Gourieroux, Christian,1949-
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| Title & Author
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Econometrics of qualitative dependent variables /\ Christian Gourieroux ; translated by Paul B. Klassen.
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| Publication Statement
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Cambridge, U.K. ;New York :: Cambridge University Press,, 2000.
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| Series Statement
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Themes in modern econometrics
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| Page. NO
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x, 372 pages :: illustrations ;; 24 cm
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| ISBN
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0521331498
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: 0521589851
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: 9780521331494
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: 9780521589857
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| Bibliographies/Indexes
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Includes bibliographical references (pages 363-366) and index.
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| Contents
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1. Introduction -- 2. The Simple Dichotomy -- 3. Modelling -- App. 3.1. Existence of a Utility Function -- App. 3.2. Compatibility Conditions -- 4. Estimation Methods and Tests -- 5. The Log-Linear Model and its Applications -- 6. Qualitative Panel Data -- 7. The Tobit Model -- App. 7.1. Moments of the Truncated Norman Distribution -- App. 7.2. Moments of the Truncated Norman Bivariate Distribution -- 8. Models of Market Disequilibrium -- 9. Truncated Latent Variables Defined by a System of Simultaneous Equations -- App. 9.1. A Model with Price Floors -- The Recursive Case -- 10. Simultaneous Equation Systems with Truncated Latent Variables -- 11. The Econometrics of Discrete Positive Variables: the Poisson Model -- 12. Duration Models -- App. 12.1. Asymptotic Properties of ML under Neglected Heterogeneity.
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| Abstract
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"This text aims to introduce students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring qualitative characteristics of data on socioeconomic class, education, employment status, and the like, given their discrete nature, requires an entirely different set of tools from those applied to purely quantitative data. Written in accessible language and offering cogent examples, the text offers students valuable means to gauge real-world economic phenomena."--Jacket.
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| Subject
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Econometrics.
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Economics, Mathematical.
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Économétrie.
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Économie politique, Modèles économétriques.
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Econometria.
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Econometrics.
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Economia matemática.
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Economics, Mathematical.
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Endogene Variable
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Econometrie.
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Kwalitatieve gegevens.
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Wiskundige economie.
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| Dewey Classification
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330/.01/5195
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| LC Classification
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HB139.G6813 2000
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| NLM classification
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83.03bcl
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