Limited-dependent and qualitative variables in econometrics
著者
書誌事項
Limited-dependent and qualitative variables in econometrics
（Econometric Society monographs, 3）
Cambridge University Press, 1986
- : pbk
- タイトル別名
-
Qualitative variables in econometrics
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注記
Originally published: Cambridge : Cambridge University Press, 1983
Bibliography: p. 373-395
Includes index
内容説明・目次
内容説明
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.
目次
- Preface
- 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
- Appendix: Some results on truncated distributions
- Bibliography
- Index.
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