عنوان

Econometrics of qualitative dependent variables /

(Number (ISBN

0521331498

(Number (ISBN

0521589851

(Number (ISBN

9780521331494

(Number (ISBN

9780521589857

Number

b711737

Title Proper

Econometrics of qualitative dependent variables /

General Material Designation

[Book]

First Statement of Responsibility

Christian Gourieroux ; translated by Paul B. Klassen.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

2000.

Specific Material Designation and Extent of Item

x, 372 pages :

Other Physical Details

illustrations ;

Dimensions

24 cm

Series Title

Themes in modern econometrics

Text of Note

Includes bibliographical references (pages 363-366) and index.

Text of Note

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.

0

Text of Note

"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.

General Material Designation

Econométrie des variables qualitatives.

Language (when part of a heading)

English

Econometrics.

Economics, Mathematical.

Économétrie.

Économie politique, Modèles économétriques.

Econometria.

Econometrics.

Econometrie.

Economia matemática.

Economics, Mathematical.

Endogene Variable

Kwalitatieve gegevens.

Wiskundige economie.

Number

Edition

Class number

Book number

Class number

System Code

Gourieroux, Christian,1949-

Date of Transaction

20201208022200.0

Electronic name

[Book]

Y