Econometrics of Qualitative Dependent Variables
Econometrics of Qualitative Dependent Variables
复制标题
定性因变量的计量经济学
DOI：
10.1017/cbo9780511805608
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发表时间：
2000
期刊：
影响因子：
--
通讯作者：
Paul B. Klassen
中科院分区：
文献类型：
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作者：
C. Gouriéroux;Paul B. Klassen
这本教科书逐步向学生介绍定性模型的各个方面，并假设统计学和计量经济学的基本原理的知识。要推断社会经济阶层、教育、就业状况等数据的定性特征-鉴于其离散性-需要一套完全不同于用于纯定量数据的工具。以通俗易懂的语言编写，并提供令人信服的例子，学生们获得了宝贵的手段来衡量现实世界的经济现象。在引言之后，前面的章节介绍了具有内生定性变量的模型，研究了二分模型，模型规格，估计方法，描述性使用和定性面板数据。Gourieroux教授还研究了Tobit模型，其中外生变量有时是定性的，有时是定量的，以及变制度模型，其中因变量是定性的，但以定量形式表示。最后两章描述了解释离散或连续正变量假设的变量的模型。
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.