| Title: | Limited-dependent and qualitative variables in econometrics |
| Authors: | Gangadharrao S. Maddala, Author |
| Publisher: | Cambridge University Press, 1983 |
| Series: | Econometric Society monographs, num. 3 |
| ISBN (or other code): | 978-0-521-24143-4 |
| Size: | 1 vol. (XI-401 p.) / graph. / 24 cm |
| Languages: | English |
| Descriptors: |
[Eurovoc] ECONOMICS > economic analysis [Eurovoc] ECONOMICS > economic analysis > economic analysis > econometrics [Eurovoc] ECONOMICS > economic analysis > economic analysis > econometrics > economic model |
| Tags: | qualitative variables ; economic modelling ; mathematical methods |
| Abstract: | 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. |
| Contents note: |
1. Introduction
2. Discrete regression models 3. Probabilistic-choice models 4. Discriminant analysis 5. Multivariate qualitative variables 6. Censored and truncated regression models 7. Simultaneous-equations models with truncated and censored variables 8. Two-stage estimation methods 9. Models with self-selectivity 10. Disequilibrium models 11. Some applications: unions and wages |
Copies (1)
| Barcode | Call number | Media type | Location | Section | Status |
|---|---|---|---|---|---|
| 000495 | X 740 | Livre | Centre de documentation du CERDI / Ecole d'Economie | Salle de lecture | Available |
