The Econometrics Of Qualitative Dependent Variables

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Econometrics Of Qualitative Dependent Variables

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Author : Christian Gourieroux
language : en
Publisher: Cambridge University Press
Release Date : 1991

Econometrics Of Qualitative Dependent Variables written by Christian Gourieroux and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.

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.

The Econometrics Of Qualitative Dependent Variables

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Author : Christian Gaurieroux
language : en
Publisher:
Release Date : 1996

The Econometrics Of Qualitative Dependent Variables written by Christian Gaurieroux and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with categories.

Limited Dependent And Qualitative Variables In Econometrics

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Author : G. S. Maddala
language : en
Publisher: Cambridge University Press
Release Date : 1986-06-27

Limited Dependent And Qualitative Variables In Econometrics written by G. S. Maddala and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986-06-27 with Business & Economics categories.

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.

Micro Econometrics

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Author : Myoung-jae Lee
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-09-28

Micro Econometrics written by Myoung-jae Lee and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-09-28 with Business & Economics categories.

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

Handbook Of Research On Emerging Theories Models And Applications Of Financial Econometrics

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Author : Burcu Adıgüzel Mercangöz
language : en
Publisher: Springer Nature
Release Date : 2021-02-17

Handbook Of Research On Emerging Theories Models And Applications Of Financial Econometrics written by Burcu Adıgüzel Mercangöz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-02-17 with Business & Economics categories.

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a broad range of topics such as predictive analysis, monetary policy, economic growth, systemic risk and investment behavior. This book is a must-read for researchers, scholars and practitioners in the field of economics who are interested in a better understanding of current research on the application of econometric methods to financial sector data.

Misspecification Tests In Econometrics

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Author : L. G. Godfrey
language : en
Publisher: Cambridge University Press
Release Date : 1988

Misspecification Tests In Econometrics written by L. G. Godfrey and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Business & Economics categories.

Misspecification tests play an important role in detecting unreliable and inadequate economic models. This book brings together many results from the growing literature in econometrics on misspecification testing. It provides theoretical analyses and convenient methods for application. The main emphasis is on the Lagrange multiplier principle, which provides considerable unification, although several other approaches are also considered. The author also examines general checks for model adequacy that do not involve formulation of an alternative hypothesis. General and specific tests are discussed in the context of multiple regression models, systems of simultaneous equations, and models with qualitative or limited dependent variables.

Modern Econometrics

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Author : Richard Leighton Thomas
language : en
Publisher: Financial Times/Prentice Hall
Release Date : 1997

Modern Econometrics written by Richard Leighton Thomas and has been published by Financial Times/Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.

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.

A Guide To Econometrics

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Author : Peter Kennedy
language : en
Publisher: John Wiley & Sons
Release Date : 2008-02-19

A Guide To Econometrics written by Peter Kennedy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-19 with Business & Economics categories.

This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets

Regression Models For Categorical And Limited Dependent Variables

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Author : J. Scott Long
language : en
Publisher: SAGE
Release Date : 1997-01-09

Regression Models For Categorical And Limited Dependent Variables written by J. Scott Long and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-09 with Mathematics categories.

THE APPROACH "J. Scott Long′s approach is one that I highly commend. There is a decided emphasis on the application and interpretation of the specific statistical techniques. Long works from the premise that the major difficulty with the analysis of limited and categorical dependent variables (LCDVs) is the complexity of interpreting nonlinear models, and he provides tools for interpretation that can be widely applied across the different techniques." --Robert L. Kaufman, Sociology, Ohio State University "A thorough and comprehensive introduction to analyzing categorical and limited dependent variables from a traditional regression perspective that provides unusually clear discussions concerning estimation, identification, and the multiplicity of models available to the researcher to analyze such data." --Scott Hershberger, Psychology, University of Kansas THE ORGANIZATION "The thing that impresses me the most about this book is how organized it is. The chapters are in excellent logical sequence. There is a useful repetition of important concepts (e.g., estimation, hypothesis testing) from chapter to chapter. J. Scott Long has done a terrific job of organizing like things from disparate literatures, such as the scaler measures of fit in Chapter 4." --Herbert L. Smith, Sociology, University of Pennsylvania "A major strength of the book is the way that it is organized. The chapter about each technique is written in a highly organized and parallel format. First the statistical basis and assumptions for the particular model are developed, then estimation issues are considered, then issues of testing and interpretation are considered, then variations and extensions are explored." --Robert L. Kaufman, Sociology, Ohio State University FOR THE COURSE "I have been teaching a course on categorical data analysis to sociology graduate students for close to 20 years, but I have never found a book with which I was happy. J. Scott Long′s book, on the other hand, is nearly ideal for my objectives and preferences, and I expect that many other social scientists will feel the same way. I will definitely adopt it the next time I teach the course. It deals with the right topics in the most desirable sequence and it is clearly written." --Paul D. Allison, Sociology, University of Pennsylvania Class-tested at two major universities and written by an award-winning teacher, J. Scott Long′s book gives readers unified treatment of the most useful models for categorical and limited dependent variables (CLDVs). Throughout the book, the links among models are made explicit, and common methods of derivation, interpretation, and testing are applied. In addition, Long explains how models relate to linear regression models whenever possible. In order for the reader to see how these models can be applied, Long illustrates each model with data from a variety of applications, ranging from attitudes toward working mothers to scientific productivity. The book begins with a review of the linear regression model and an introduction to maximum likelihood estimation. It then covers the logit and probit models for binary outcomes--providing details on each of the ways in which these models can be interpreted, reviews standard statistical tests associated with maximum likelihood estimation, and considers a variety of measures for assessing the fit of a model. Long extends the binary logit and probit models to ordered outcomes, presents the multinomial and conditioned logit models for nominal outcomes, and considers models with censored and truncated dependent variables with a focus on the tobit model. He also describes models for sample selection bias and presents models for count outcomes by beginning with the Poisson regression model and showing how this model leads to the negative binomial model and zero inflated count models. He concludes by comparing and contrasting the models from earlier chapters and discussing the links between these models and models not discussed in the book, such as loglinear and event history models. Helpful exercises are included in the book with brief answers included in the appendix so that readers can practice the techniques as they read about them.