Author: Christian Gourieroux
Publisher: Cambridge University Press
ISBN: 9780521589857
Category : Business & Economics
Languages : en
Pages : 398
Book Description
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
Author: Christian Gourieroux
Publisher: Cambridge University Press
ISBN: 9780521589857
Category : Business & Economics
Languages : en
Pages : 398
Book Description
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.
Publisher: Cambridge University Press
ISBN: 9780521589857
Category : Business & Economics
Languages : en
Pages : 398
Book Description
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
Author: Christian Gourieroux
Publisher: Cambridge University Press
ISBN: 1316583333
Category : Business & Economics
Languages : en
Pages : 384
Book Description
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.
Publisher: Cambridge University Press
ISBN: 1316583333
Category : Business & Economics
Languages : en
Pages : 384
Book Description
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
Author: Gérard Lassibille
Publisher: FeniXX
ISBN: 2307660887
Category : Business & Economics
Languages : fr
Pages : 138
Book Description
Cet ouvrage est une réédition numérique d’un livre paru au XXe siècle, désormais indisponible dans son format d’origine.
Publisher: FeniXX
ISBN: 2307660887
Category : Business & Economics
Languages : fr
Pages : 138
Book Description
Cet ouvrage est une réédition numérique d’un livre paru au XXe siècle, désormais indisponible dans son format d’origine.
Econométrie des variables qualitatives
Author: Christian Gourieroux
Publisher:
ISBN:
Category : Econometrics
Languages : fr
Pages : 362
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : fr
Pages : 362
Book Description
Limited-Dependent and Qualitative Variables in Econometrics
Author: G. S. Maddala
Publisher: Cambridge University Press
ISBN: 1107782414
Category : Business & Economics
Languages : en
Pages : 418
Book Description
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.
Publisher: Cambridge University Press
ISBN: 1107782414
Category : Business & Economics
Languages : en
Pages : 418
Book Description
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
Author: Alban Thomas
Publisher: FeniXX
ISBN:
Category : Education
Languages : fr
Pages : 195
Book Description
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
Publisher: FeniXX
ISBN:
Category : Education
Languages : fr
Pages : 195
Book Description
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
Author: Christian Gourieroux
Publisher: FeniXX
ISBN: 2402478853
Category : Business & Economics
Languages : fr
Pages : 438
Book Description
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...).
Publisher: FeniXX
ISBN: 2402478853
Category : Business & Economics
Languages : fr
Pages : 438
Book Description
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
Author: Philippe Guilbert (économètre).)
Publisher:
ISBN:
Category :
Languages : fr
Pages : 184
Book Description
Publisher:
ISBN:
Category :
Languages : fr
Pages : 184
Book Description
Structural Change in Macroeconomic Models
Author: M.J. Vilares
Publisher: Springer Science & Business Media
ISBN: 9400943709
Category : Business & Economics
Languages : en
Pages : 265
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 9400943709
Category : Business & Economics
Languages : en
Pages : 265
Book Description
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
Author: Marc Ivaldi
Publisher: Springer Science & Business Media
ISBN: 3642467350
Category : Business & Economics
Languages : en
Pages : 245
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 3642467350
Category : Business & Economics
Languages : en
Pages : 245
Book Description
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.