Advanced Econometrics: Discrete, Limited Dependent Variable and Quantile Models

Cost: $225

Discrete, Limited Dependent Variable and Quantile Models is a three hour and 30 minutes (split into two sessions: 1 hr and 45 minutes) webinar covering the following topics*:

Binary Models.
  • Estimating binary models in EViews.
  • Analyzing estimation results of binary models.
  • Post-estimation: Working with binary equations. Dependent variable frequencies, categorical regressor statistics, goodness-of-fit tests, expectations-prediction tables, forecast and probability response curves.
Ordered Models.
  • Estimating ordered models in EViews.
  • Analyzing estimation results of ordered models.
  • Post-estimation: Working with ordered equations.
Censured and Truncated Models (Tobit)
  • Estimating censured and truncated models in EViews.
  • Analyzing estimation results of censured and truncated models.
  • Post-estimation: Working with censured and truncated equations.
Count Models
  • Estimating count models in EViews: Poisson, negative binomial, exponential and normal models.
  • Analyzing estimation results of count models.
  • Post-estimation: Working with count equations.
Quantile Regression
  • Estimating quantile regression in EViews: QUANT and LAD (median) regression.
  • Analyzing estimation results of quantile models.
  • Post-estimation: Working with quantile equations: Quantile processes, process coefficients, slope equality tests, and symmetric quantiles tests.


*Syllabus subject to change at any time.