EconPapers: Limited-Dependent and Qualitative Variables in EconometricsChapter 2 also gives an introduction and offers an alternative to Hosmer et al, above. Please log in to set a read status. Setting a reading intention helps you organise your reading. You can filter on reading intentions from the list , as well as view them within your profile. Setting up reading intentions help you organise your course reading. It makes it easy to scan through your lists and keep track of progress. Here's an example of what they look like:.
Limited-Dependent and Qualitative Variables in Econometrics
Zimmermann. Introduction to Econometrics. Limited-Dependent and Qualitative Variables in Econometrics. Discriminant analysis; 5.
Introduction to Econometrics. Setting up reading intentions help you organise your course reading. It makes it easy to scan through your lists and keep track of progress. Discrete regression models; 3.
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Models with self-selectivity; This article is also available for rental through DeepDyve. Berlin: Springer-Verlag, E. Berndt, pp.
Email alerts Article activity alert? Bloggat om Limited-Dependent and Qualitative Variabl. Francis eds. Maddala This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variabls can be continuous, categorical.
Econometrics pp Cite as. In labor economics, one is faced with explaining the decision to participate in the labor force, the decision to join a union, or the decision to migrate from one region to the other. In finance, a consumer defaults on a loan or a credit card debt, or purchases a stock or an asset like a house or a car. In these examples, the dependent variable is usually a dummy variable with values 1 if the worker participates or consumer defaults on a loan and 0 if he or she does not participate or default. We dealth with dummy variables as explanatory variables on the right hand side of the regression, but what additional problems arise when this dummy variable appears on the left hand side of the equation? As we have done in previous chapters, we first study its effects on the usual least squares estimator, and then consider alternative estimators that are more appropriate for models of this nature. Unable to display preview.
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Simultaneous-equations models with truncated and censored variables; 8. Diggle, P. To purchase short varibles access, please sign in to your Oxford Academic account above. Issue Section:.
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