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Econometrics of Qualitative Dependent Variables Paperback (Themes in Modern Econometrics)
Christian Gourieroux
(Author)
·
Paul B. Klassen
(Translated by)
·
Cambridge University Press
· Paperback
Econometrics of Qualitative Dependent Variables Paperback (Themes in Modern Econometrics) - Gourieroux, Christian ; Klassen, Paul B.
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Synopsis "Econometrics of Qualitative Dependent Variables Paperback (Themes in Modern Econometrics)"
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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The book is written in English.
The binding of this edition is Paperback.
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