Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables
Author: Christian Gourieroux
Publisher: Cambridge University Press
Total Pages: 398
Release: 1991
Genre: Business & Economics
ISBN: 9780521589857

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.

Limited-Dependent and Qualitative Variables in Econometrics

Limited-Dependent and Qualitative Variables in Econometrics
Author: G. S. Maddala
Publisher: Cambridge University Press
Total Pages: 418
Release: 1986-06-27
Genre: Business & Economics
ISBN: 1107782414

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.

Limited-Dependent and Qualitative Variables in Econometrics

Limited-Dependent and Qualitative Variables in Econometrics
Author: G. S. Maddala
Publisher: Cambridge University Press
Total Pages: 418
Release: 1983
Genre: Business & Economics
ISBN: 9780521338257

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.

Spatial Econometrics

Spatial Econometrics
Author: Badi H. Baltagi
Publisher: Emerald Group Publishing
Total Pages: 403
Release: 2016-12-08
Genre: Business & Economics
ISBN: 1785609858

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

Micro-Econometrics

Micro-Econometrics
Author: Myoung-jae Lee
Publisher: Springer Science & Business Media
Total Pages: 789
Release: 2009-09-28
Genre: Business & Economics
ISBN: 0387688412

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

A Guide to Econometrics

A Guide to Econometrics
Author: Peter Kennedy
Publisher: John Wiley & Sons
Total Pages: 608
Release: 2008-02-19
Genre: Business & Economics
ISBN: 1405182571

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.

Applied Econometrics

Applied Econometrics
Author: Chung-ki Min
Publisher: Routledge
Total Pages: 242
Release: 2019-03-08
Genre: Business & Economics
ISBN: 0429656505

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.

Introductory Econometrics

Introductory Econometrics
Author: Humberto Barreto
Publisher: Cambridge University Press
Total Pages: 810
Release: 2006
Genre: Business & Economics
ISBN: 9780521843195

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.