Econometrics of Qualitative Dependent Variables

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Author :
Publisher : Cambridge University Press
ISBN 13 : 9780521589857
Total Pages : 398 pages
Book Rating : 4.5/5 (898 download)

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Book Synopsis Econometrics of Qualitative Dependent Variables by : Christian Gourieroux

Download or read book Econometrics of Qualitative Dependent Variables written by Christian Gourieroux and published by Cambridge University Press. This book was released on 1991 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Econometrics of Qualitative Dependent Variables

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Author :
Publisher : Cambridge University Press
ISBN 13 : 1316583333
Total Pages : 384 pages
Book Rating : 4.3/5 (165 download)

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Book Synopsis Econometrics of Qualitative Dependent Variables by : Christian Gourieroux

Download or read book Econometrics of Qualitative Dependent Variables written by Christian Gourieroux and published by Cambridge University Press. This book was released on 2000-10-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

L'économétrie des variables qualitatives

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Author :
Publisher : FeniXX
ISBN 13 : 2307660887
Total Pages : 138 pages
Book Rating : 4.3/5 (76 download)

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Book Synopsis L'économétrie des variables qualitatives by : Gérard Lassibille

Download or read book L'économétrie des variables qualitatives written by Gérard Lassibille and published by FeniXX. This book was released on 1978-01-01T00:00:00+01:00 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cet ouvrage est une réédition numérique d’un livre paru au XXe siècle, désormais indisponible dans son format d’origine.

Econométrie des variables qualitatives

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Publisher :
ISBN 13 :
Total Pages : 362 pages
Book Rating : 4.3/5 (9 download)

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Book Synopsis Econométrie des variables qualitatives by : Christian Gourieroux

Download or read book Econométrie des variables qualitatives written by Christian Gourieroux and published by . This book was released on 1984 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Limited-Dependent and Qualitative Variables in Econometrics

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Author :
Publisher : Cambridge University Press
ISBN 13 : 1107782414
Total Pages : 418 pages
Book Rating : 4.1/5 (77 download)

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Book Synopsis Limited-Dependent and Qualitative Variables in Econometrics by : G. S. Maddala

Download or read book Limited-Dependent and Qualitative Variables in Econometrics written by G. S. Maddala and published by Cambridge University Press. This book was released on 1986-06-27 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Économétrie des variables qualitatives

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Publisher : FeniXX
ISBN 13 :
Total Pages : 195 pages
Book Rating : 4.0/5 (376 download)

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Book Synopsis Économétrie des variables qualitatives by : Alban Thomas

Download or read book Économétrie des variables qualitatives written by Alban Thomas and published by FeniXX. This book was released on 2000-01-01T00:00:00+01:00 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Réputés complexes, les modèles à variables qualitatives sont en réalité de plus en plus utilisés parmi l'éventail des outils d'inférence statistique. Leurs applications se révèlent fort diverses, des études de marketing aux bilans commerciaux, en passant par le marché du travail. Dès lors, cet ouvrage offre au lecteur une classification des variables qualitatives, avant d'en présenter la plupart des utilisations (modèles pour variables binaires, modèles multinomiaux, de régression...). Il propose en outre : - de nombreuses applications, sur données réelles, illustrant de manière claire les méthodes exposées et leur mise en œuvre avec des logiciels usuels (SAS, LIMDEP, GAUSS...) ; - des échantillons que le lecteur peut utiliser pour vérifier les résultats et développer de nouveaux modèles à sa convenance ; - des exercices corrigés permettant de consolider les acquis au fur et à mesure de la lecture. ALBAN THOMAS est directeur de recherche à l'INRA et enseigne à l'université des sciences sociales de Toulouse. Deuxième et troisième cycles de sciences économiques et de gestion IUP

Économétrie des variables qualitatives

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Publisher : FeniXX
ISBN 13 : 2402478853
Total Pages : 438 pages
Book Rating : 4.4/5 (24 download)

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Book Synopsis Économétrie des variables qualitatives by : Christian Gourieroux

Download or read book Économétrie des variables qualitatives written by Christian Gourieroux and published by FeniXX. This book was released on 1989-01-01T00:00:00+01:00 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ce livre constitue une présentation synthétique des modèles et méthodes récentes d'analyse des données individuelles. Il est, plus particulièrement, centré sur les modèles explicatifs, où la variable expliquée est soumise à certaines contraintes. Ceci permet de couvrir les modèles qualitatifs, les modèles à seuil, les données discrètes, les données de durée, les modèles de déséquilibre... L'ouvrage s'adresse non seulement aux étudiants de sciences ou de sciences économiques et aux chercheurs, mais se révélera également utile pour les organismes disposant de données individuelles de ce type (instituts de statistique, sociétés d'assurance et de crédit, services d'études médicales...).

Econométrie des variables qualitatives

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Publisher :
ISBN 13 :
Total Pages : 184 pages
Book Rating : 4.:/5 (35 download)

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Book Synopsis Econométrie des variables qualitatives by : Philippe Guilbert (économètre).)

Download or read book Econométrie des variables qualitatives written by Philippe Guilbert (économètre).) and published by . This book was released on 1995 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Structural Change in Macroeconomic Models

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 9400943709
Total Pages : 265 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Structural Change in Macroeconomic Models by : M.J. Vilares

Download or read book Structural Change in Macroeconomic Models written by M.J. Vilares and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of a 'Doctorat D'Etat' thesis presented at the University of Dijon-Institut Mathematique Economiques (lME). It aims to show that quantity rationing theory provides the means of improving macroeconometric modelling in the study of struc tural changes. The empirical results presented in the last chapter (concerning Portuguese economy) and in the last Appendix (con cerning the French economy), although preliminary, suggested that the effort is rewarding and should be continued. My debts are many. An important part of the research work was accomplished during my visit to the Institut National de la Statistique et des Etudes Economiques (lNSEE, Paris), where I have beneficted from stimulating discussions (particularly with P. Villa) and infor matical support. I have also received comments and suggestions from R. Quandt, J.-J. Laffont, P. Kooiman and P.-Y. Henin. I am specially indebted to P. Balestra for encouraging and valuable discussions, particularly in the field of econometric methods. My thanks go also to an anonymous referee. His constructive criticism and suggestions resulted in a number of improvements to an earlier version of this book. I cannot forget my friend A. Costa from BP A (Porto) who has helped me in the preparation of this work. Last but not least, I would like to thank my wife for her encouragement and patience throughout these years. Of course, I am the only one responsible for any remaining errors.

A Structural Analysis of Expectation Formation

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3642467350
Total Pages : 245 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis A Structural Analysis of Expectation Formation by : Marc Ivaldi

Download or read book A Structural Analysis of Expectation Formation written by Marc Ivaldi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using panel data of individual firms drawn from French surveys, a structural analysis is developed to study the formation of production plans and the rationality of expectations. The production decision of a firm is defined as the optimal solution of a dynamic stochastic optimization problem. The empirical work amounts to recovering the structural parameters characterizing the model of the firm from estimates of the derived decision rule. The preceding analysis of production plans is based on the assumption that firms are rational. To justify this assumption, direct tests offer evidence that the Rational Expectations Hypothesis may not be rejected for quantity variables.

Econométrie des variables qualitatives

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Publisher :
ISBN 13 : 9782100046652
Total Pages : 179 pages
Book Rating : 4.0/5 (466 download)

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Book Synopsis Econométrie des variables qualitatives by : Alban Thomas

Download or read book Econométrie des variables qualitatives written by Alban Thomas and published by . This book was released on 2000 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: Réputés complexes, les modèles à variables qualitatives sont en réalité de plus en plus utilisés parmi l'éventail des outils d'inférence statistique. Leurs applications se révèlent fort diverses, des études de marketing aux bilans commerciaux, en passant par le marché du travail. Dès lors, cet ouvrage offre au lecteur une classification des variables qualitatives, avant d'en présenter la plupart des utilisations (modèles pour variables binaires, modèles multinomiaux, de régression...). Il propose en outre : - De nombreuses applications, sur données réelles, illustrant de manière claire les méthodes exposées et leur mise en œuvre avec des logiciels usuels (SAS, LIMDEP, GAUSS...) ; - Des échantillons que le lecteur peut utiliser pour vérifier les résultats et développer de nouveaux modèles à sa convenance ; - Des exercices corrigés permettant de consolider les acquis au fur et à mesure de la lecture.

A Companion to Theoretical Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 047099830X
Total Pages : 736 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis A Companion to Theoretical Econometrics by : Badi H. Baltagi

Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.

Spatial Statistics and Imaging

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Publisher : IMS
ISBN 13 : 9780940600270
Total Pages : 440 pages
Book Rating : 4.6/5 (2 download)

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Book Synopsis Spatial Statistics and Imaging by : Antonio Possolo

Download or read book Spatial Statistics and Imaging written by Antonio Possolo and published by IMS. This book was released on 1991 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Econometrics of Qualitative Dependent Variables

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Publisher :
ISBN 13 :
Total Pages : 372 pages
Book Rating : 4.:/5 (61 download)

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Book Synopsis The Econometrics of Qualitative Dependent Variables by : Christian Gaurieroux

Download or read book The Econometrics of Qualitative Dependent Variables written by Christian Gaurieroux and published by . This book was released on 1996 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Corruption

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Publisher : Matei Ani
ISBN 13 : 9737094530
Total Pages : 284 pages
Book Rating : 4.7/5 (37 download)

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Book Synopsis The Corruption by : Tudorel Andrei

Download or read book The Corruption written by Tudorel Andrei and published by Matei Ani. This book was released on 2009 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: The current edition in English language turns into account and completes the studies published in the previous edition. Carrying on the research and publication activities on the topic of corruption is based on its novelty and on the special interest for the Romanian language edition. At the same time, we hope that the current volume will provide greater opportunities for foreign access and thus the admittance in the European and international flows of information in this field. The core ideas of the book focus on social perception, modelled through statistic analyses, on the specificity of corruption in the public administration or the public health system in close correlation to the processes of decentralization and performance of health services. The analysis of the corruption topic is in interference with the effects of the European integration processes, globalization, being correlated to adjacent developments concerning the public integrity, national or regional economic free

The Economics of Persistent Innovation: An Evolutionary View

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Publisher : Springer Science & Business Media
ISBN 13 : 0387292454
Total Pages : 265 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis The Economics of Persistent Innovation: An Evolutionary View by : Christian Bas

Download or read book The Economics of Persistent Innovation: An Evolutionary View written by Christian Bas and published by Springer Science & Business Media. This book was released on 2009-06-04 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: William Latham Christian Le Bas Persistence of firm innovative behavior became an important topic in applied industrial organization with the publication of the seminal empirical work of P. Geroski and his colleagues (1997). Evidence that firms innovate persistently has led previous studies to focus on the determinants of innovation persistence and on its heterogeneity across industries, technologies and countries. The aims of this book are: (1) to illumine the scale and scope of the phenomenon of persistence in innovation, and (2) to account for the principal factors that explain why some firms innovates persistently and others do not. Because this book deals intensively and extensively with the subject of firm innovation persistence, which is not, as yet, a well-known term, we need to provide a nontrivial definition of it that encompasses the full range topics we want to address and aids our understanding of how they are related to each other. We begin with a careful identification of "innovation. " Our first definition is drawn from K. Pavitt (2003), "innovation processes involve the exploration and exploitation of opportunities for a new or improved product, process or service, based either on an advance in technical practice or a change in market demand, or a combination of the two. " While this definition is clear, and conforms well to both our empirical and theoretical perspectives, some elaboration may help to clarify the concept.

Financial Econometrics

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Publisher : Princeton University Press
ISBN 13 : 0691242364
Total Pages : 528 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Financial Econometrics by : Christian Gourieroux

Download or read book Financial Econometrics written by Christian Gourieroux and published by Princeton University Press. This book was released on 2022-12-13 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is quite recent and has been paralleled by a fast expansion of financial markets and an increasing variety and complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and advanced graduate students pursuing greater expertise in econometric modeling, this is a superb guide to the field's frontier. With the goal of providing information that is absolutely up-to-date—essential in today's rapidly evolving financial environment—Gourieroux and Jasiak focus on methods related to foregoing research and those modeling techniques that seem relevant to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that any model is necessarily a simplified image of reality and that econometric methods must be adapted and applied on a case-by-case basis, the authors employ a wide variety of data sampled at frequencies ranging from intraday to monthly. These data comprise time series representing both the European and North American markets for stocks, bonds, and foreign currencies. Practitioners are encouraged to keep a critical eye and are armed with graphical diagnostics to eradicate misspecification errors. This authoritative, state-of-the-art reference text is ideal for upper-level graduate students, researchers, and professionals seeking to update their skills and gain greater facility in using econometric models. All will benefit from the emphasis on practical aspects of financial modeling and statistical inference. Doctoral candidates will appreciate the inclusion of detailed mathematical derivations of the deeper results as well as the more advanced problems concerning high-frequency data and risk control. By establishing a link between practical questions and the answers provided by financial and statistical theory, the book also addresses the needs of applied researchers employed by financial institutions.