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Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables - Paperback

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Product Details
Author:
Christian Gourieroux
Publisher:
Cambridge University Press
Publication Date:
Oct 09, 2000
Number of pages:
384 pages
Binding:
Paperback or Softback
ISBN-10:
0521589851
ISBN-13:
9780521589857

Overview

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.


  • | Author: Christian Gourieroux
  • | Publisher: Cambridge University Press
  • | Publication Date: Oct 09, 2000
  • | Number of Pages: 384 pages
  • | Binding: Paperback or Softback
  • | ISBN-10: 0521589851
  • | ISBN-13: 9780521589857

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