Econometrics of Qualitative Dependent Variables
Christian Gourieroux
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.
Категорії:
Рік:
2000
Видання:
1
Мова:
english
Сторінки:
376
ISBN 10:
0521589851
ISBN 13:
9780521589857
Серії:
Themes in Modern Econometrics
Файл:
PDF, 4.75 MB
IPFS:
,
english, 2000