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Econometrics, Mathematics - Applied, Mathematical Economics
Econometrics of Qualitative Variables by Christian Gourieroux β€” book cover

Econometrics of Qualitative Variables

by Christian Gourieroux
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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.

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Book Details

Published
October 9, 2000
Publisher
Cambridge : Cambridge University Press, 2000.
Pages
384
Format
Paperback
ISBN
9780521589857

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