Structural Analysis of Discrete Data with Econometric Applications - ISBN:0262131595

Structural Analysis of Discrete Data with Econometric Applications

Date: 28 April 2011, 14:33

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This volume deals with parametric statistical inference on structural conditional probability models in which some or all of the endogenous variables are discrete valued. Within this broad theme the models posed and inferential questions addressed arise out of each author's work in econometric analysis. Taken together, these chapters provide a methodological foundation for the analysis of economic problems involving discrete data and chart the current frontiers of this subject. Some chapters are also relevant to other literatures concerned with structural analysis of discrete data: biometrics, psychometrics, sociometries, discrete multivariate analysis, and applied subjects such as finance, marketing, geography, and transportation. Workers in these areas will recognize that econometric methods for discrete data analysis have benefited from their own literatures. This volume is intended to be useful not only for econometricians but also for the wider community of researchers involved in the structural analysis of discrete data. In econometrics, research on models with discrete endogenous variables has two primary sources: discrete choice analysis, the study of behavior in situations where decision makers must select from ?lite sets 0 falternatives,and discrete simultaneous system modeling, the study of economic processes which may be described by systems of equations in which some endogenous variables are structurally or observationally discrete.

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