Econometrics of Qualitative Dependent Variables

Themes in Modern Econometrics

by Christian Gourieroux, Paul B. Klassen (Translator)

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.

384 pages, Paperback

First published October 9, 2000