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Econometrics of Qualitative Dependent Variables

Contributor(s): Gourieroux, Christian (Author), Phillips, Peter C B (Editor), Gourieroux, Christian (Editor)

ISBN: 9780521589857

Publisher: Cambridge University Press

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Pub Date: October 9, 2000

Dewey: 330.015195

LCCN: 00029263

Lexile Code: 0000

Features: Illustrated

Target Age Group: NA to NA

Physical Info: 0.79" H x 9.00" L x 6.00" W ( 1.13 lbs) 384 pages

Series: Themes in Modern Econometrics

Descriptions, Reviews, etc.

Description: 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.

Review Quotes: "What is refreshing about this book is that each of the topics is first introduced in an intuitive manner, and then analyzed rigorously-a sytle that is very special to the author. The book is a must for any serious student of econometrics and for all libraries." Mathematical Reviews

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