Econometrics of Qualitative Dependent Variables

Christian Gourieroux; Paul B. Klassen

doi:10.1017/CBO9780511805608

This textbook introduces 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, students are given valuable means to gauge real-world economic phenomena. After the introduction, early chapters present models with endogenous qualitative variables, examining dichotomous models, model specification, estimation methods, descriptive usage, and qualitative panel data. Professor Gourieroux also looks at Tobit models, in which the exogenous variable is sometimes qualitative and sometimes quantitative, and changing-regime models, in which the dependent variable is qualitative but expressed in quantitative terms. The final two chapters describe models which explain variables assumed by discrete or continuous positive variables.

"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

- Aa Reduce text
- Aa Enlarge text

View selected items
Save to my bookmarks
Export citations
Download PDF (zip)
Save to Kindle
Save to Dropbox
Save to Google Drive
Save content to
To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to .

To save content items to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Please be advised that item(s) you selected are not available.
You are about to save
Your Kindle email address

Please provide your Kindle email.

@free.kindle.com @kindle.com (service fees apply)

By using this service, you agree that you will only keep content for personal use, and will not openly distribute them via Dropbox, Google Drive or other file sharing services

Metrics

Altmetric attention score

Total number of HTML views: 0

Total number of PDF views: 0 *

Loading metrics...

Total views: 0 *

Loading metrics...

* Views captured on Cambridge Core between #date#. This data will be updated every 24 hours.

Usage data cannot currently be displayed.

Why this information is here

This section outlines the accessibility features of this content - including support for screen readers, full keyboard navigation and high-contrast display options. This may not be relevant for you.

Accessibility Information

Accessibility compliance for the PDF of this book is currently unknown and may be updated in the future.

Econometrics of Qualitative Dependent Variables

This Book has been cited by the following publications. This list is generated based on data provided by Crossref.

Book description

Reviews

Refine List

Actions for selected content:

Contents

Frontmatter
pp i-vi

Contents
pp vii-x

1 - Introduction
pp 1-5

2 - The Simple Dichotomy
pp 6-37

3 - Modelling
pp 38-71

4 - Estimation Methods and Tests
pp 72-106

5 - The Log-Linear Model and its Applications
pp 107-144

6 - Qualitative Panel Data
pp 145-169

7 - The Tobit Model
pp 170-207

8 - Models of Market Disequilibrium
pp 208-223

9 - Truncated Latent Variables Defined by a System of Simultaneous Equations
pp 224-251

10 - Simultaneous Equation Systems with Truncated Latent Variables
pp 252-269

11 - The Econometrics of Discrete Positive Variables: the Poisson Model
pp 270-283

12 - Duration Models
pp 284-362

Bibliography
pp 363-366

Index
pp 367-372

Metrics

Altmetric attention score

Full text views

Book summary page views

Accessibility standard: Unknown

Why this information is here

Accessibility Information

Econometrics of Qualitative Dependent Variables

Book description

Reviews

Refine List

Actions for selected content:

Save Search

Contents

Metrics

Altmetric attention score

Full text views

Book summary page views

Accessibility standard: Unknown

Why this information is here

Accessibility Information