資料來源:
三民書局
Econometrics of qualitative variables / Christian Gourieroux ; translated by Paul B. Klassen
- 作者： Gourieroux, Christian 1949
- 其他題名：
- Econometrie des variables qualitatives
- Themes in modern econometrics
- 出版： Cambridge, UK : Cambridge University Press 2000
- 叢書名： Themes in modern econometrics
- 主題： Econometrics , Economics, Mathematical
- ISBN： 0521331498 (hbk) :: NT$2003
- 書目註：Includes bibliographical references (p. 363-366) and index
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讀者標籤：
- 系統號： 005090758 | 機讀編目格式
館藏資訊
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 fi