Econometrics Of Qualitative Dependent Variables

Author : Christian Gourieroux
Publisher : Cambridge University Press
Page : 398 pages
File Size : 54,5 Mb
Release : 1991
Category : Business & Economics
ISBN : 0521589851

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Econometrics of Qualitative Dependent Variables by Christian Gourieroux Pdf

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.

Author : Christian Gaurieroux
Publisher : Unknown
Page : 372 pages
File Size : 53,5 Mb
Release : 1996
Category : Electronic
ISBN : OCLC:610231585

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The Econometrics of Qualitative Dependent Variables by Christian Gaurieroux Pdf

Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 418 pages
File Size : 48,8 Mb
Release : 1983
Category : Business & Economics
ISBN : 0521338255

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Limited-Dependent and Qualitative Variables in Econometrics by G. S. Maddala Pdf

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Author : G. S. Maddala
Publisher : Cambridge University Press
Page : 554 pages
File Size : 50,7 Mb
Release : 1986-06-27
Category : Business & Economics
ISBN : 9781107782419

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Limited-Dependent and Qualitative Variables in Econometrics by G. S. Maddala Pdf

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice of type of schooling. Models with regulated prices and rationing, and models for program evaluation, also represent areas of application for the techniques presented by the author.

Author : Badi H. Baltagi,James P. LeSage,R. Kelley Pace
Publisher : Emerald Group Publishing
Page : 408 pages
File Size : 40,5 Mb
Release : 2016-12-08
Category : Business & Economics
ISBN : 9781785609855

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Spatial Econometrics by Badi H. Baltagi,James P. LeSage,R. Kelley Pace Pdf

Advances in Econometrics 37 highlights key research in econometrics in a user friendly way for economists who are not econometricians.

Author : Gangadharrao S. Maddala
Publisher : Unknown
Page : 401 pages
File Size : 49,5 Mb
Release : 1985
Category : Electronic
ISBN : OCLC:877935208

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Limited-dependent and Qualitative Variables in Econometrics by Gangadharrao S. Maddala Pdf

Author : Myoung-jae Lee
Publisher : Springer Science & Business Media
Page : 789 pages
File Size : 55,8 Mb
Release : 2009-09-28
Category : Business & Economics
ISBN : 9780387688411

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Micro-Econometrics by Myoung-jae Lee Pdf

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying econometric theories to data Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers

Author : Peter Kennedy
Publisher : John Wiley & Sons
Page : 608 pages
File Size : 48,5 Mb
Release : 2008-02-19
Category : Business & Economics
ISBN : 9781405182577

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A Guide to Econometrics by Peter Kennedy Pdf

Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.

Author : Gangaddhanao S. MADDALA
Publisher : Unknown
Page : 8 pages
File Size : 41,9 Mb
Release : 1983
Category : Electronic
ISBN : OCLC:1192722335

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LIMITED-DEPENDENT AND QUALITATIVE VARIABLES IN ECONOMETRICS by Gangaddhanao S. MADDALA Pdf

Author : Cheng Hsiao,M. Hashem Pesaran,Kajal Lahiri,Lung Fei Lee
Publisher : Cambridge University Press
Page : 128 pages
File Size : 47,7 Mb
Release : 1999-07-29
Category : Business & Economics
ISBN : 9781139431347

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Analysis of Panels and Limited Dependent Variable Models by Cheng Hsiao,M. Hashem Pesaran,Kajal Lahiri,Lung Fei Lee Pdf

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Author : Humberto Barreto,Frank Howland
Publisher : Cambridge University Press
Page : 810 pages
File Size : 47,5 Mb
Release : 2006
Category : Business & Economics
ISBN : 0521843197

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Introductory Econometrics by Humberto Barreto,Frank Howland Pdf

This highly accessible and innovative text with supporting web site uses Excel (R) to teach the core concepts of econometrics without advanced mathematics. It enables students to use Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The accompanying web site with text support can be found at www.wabash.edu/econometrics.

Author : L. G. Godfrey
Publisher : Cambridge University Press
Page : 276 pages
File Size : 44,5 Mb
Release : 1988
Category : Business & Economics
ISBN : 0521424593

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Misspecification Tests in Econometrics by L. G. Godfrey Pdf

This book brings together many results from the growing literature in econometrics on misspecification testing, providing theoretical analyses and convenient methods for application.

Author : Roberto Pedace
Publisher : John Wiley & Sons
Page : 380 pages
File Size : 49,9 Mb
Release : 2013-06-05
Category : Business & Economics
ISBN : 9781118533871

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Econometrics For Dummies by Roberto Pedace Pdf

Score your highest in econometrics? Easy. Econometrics can prove challenging for many students unfamiliar with the terms and concepts discussed in a typical econometrics course. Econometrics For Dummies eliminates that confusion with easy-to-understand explanations of important topics in the study of economics. Econometrics For Dummies breaks down this complex subject and provides you with an easy-to-follow course supplement to further refine your understanding of how econometrics works and how it can be applied in real-world situations. An excellent resource for anyone participating in a college or graduate level econometrics course Provides you with an easy-to-follow introduction to the techniques and applications of econometrics Helps you score high on exam day If you're seeking a degree in economics and looking for a plain-English guide to this often-intimidating course, Econometrics For Dummies has you covered.

Author : Richard Leighton Thomas
Publisher : Financial Times/Prentice Hall
Page : 560 pages
File Size : 47,8 Mb
Release : 1997
Category : Business & Economics
ISBN : UOM:39015038557131

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Modern Econometrics by Richard Leighton Thomas Pdf

Aimed at undergraduate students, this text aims to provide the basic background in statistics and matrix algebra, in order to give the necessary grounding for an understanding. Separate chapters focus on the specification of models, error correction models and co-integration.

Author : Chung-ki Min
Publisher : Routledge
Page : 242 pages
File Size : 42,9 Mb
Release : 2019-03-08
Category : Business & Economics
ISBN : 9780429656507

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Applied Econometrics by Chung-ki Min Pdf

Applied Econometrics: A Practical Guide is an extremely user-friendly and application-focused book on econometrics. Unlike many econometrics textbooks which are heavily theoretical on abstractions, this book is perfect for beginners and promises simplicity and practicality to the understanding of econometric models. Written in an easy-to-read manner, the book begins with hypothesis testing and moves forth to simple and multiple regression models. It also includes advanced topics: Endogeneity and Two-stage Least Squares Simultaneous Equations Models Panel Data Models Qualitative and Limited Dependent Variable Models Vector Autoregressive (VAR) Models Autocorrelation and ARCH/GARCH Models Unit Root and Cointegration The book also illustrates the use of computer software (EViews, SAS and R) for economic estimating and modeling. Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals. This integration of published articles helps the readers to understand how econometric models are applied to real-world use cases.