We use cookies in order to improve the quality and usability of the HSE website. More information about the use of cookies is available here, and the regulations on processing personal data can be found here. By continuing to use the site, you hereby confirm that you have been informed of the use of cookies by the HSE website and agree with our rules for processing personal data. You may disable cookies in your browser settings.

  • A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
Contacts

109028, Moscow
Pokrovsky blvd. 11,
Room S-527
Phone: (495) 772-95-99 ext.27502, 27503, 27498

Administration
Department Head Svetlana B. Avdasheva
Deputy Department Head Liudmila S. Zasimova
Manager Maxim Shevelev
Book
Academic Star Wars: Excellence Initiatives in Global Perspective
In press

Yudkevich Maria, Altbach P. G., Salmi J.

Cambridge: MIT Press, 2023.

Article
The Impact of Carbon Tax and Research Subsidies on Economic Growth in Japan

Besstremyannaya G., Dasher R., Golovan S.

HSE Economic Journal. 2025. Vol. 29. No. 1. P. 72-102.

Book chapter
Science or industry: Improving the quality of the Russian higher education system

Panova A., Slepyh V.

In bk.: Vocation, Technology & Education. Vol. 1. Iss. 4. Shenzhen Polytechnic University, 2024.

Working paper
Living Standards in the USSR during the Interwar Period

Voskoboynikov I.

Economics/EC. WP BRP. Высшая школа экономики, 2023. No. 264.

Contacts

109028, Moscow
Pokrovsky blvd. 11,
Room S-527
Phone: (495) 772-95-99 ext.27502, 27503, 27498

Administration
Department Head Svetlana B. Avdasheva
Deputy Department Head Liudmila S. Zasimova
Manager Maxim Shevelev

Models With Qualitative Dependent Variables

2023/2024
Academic Year
ENG
Instruction in English
3
ECTS credits
Type:
Mago-Lego
When:
4 module

Instructor

Course Syllabus

Abstract

This course is devoted to binary choice models that are central in applied econometrics. We deal with the situation when the potential outcomes are discrete, i.e. the presence or absence of some quality of the object in question. It might also be the decision of an individual to perform or not to perform any action. The scope of application of these models is very wide. Classical examples are the problems of forecasting companies' defaults, employment equations, modeling the level of education, and many other problems of identifying the determinants of a certain choice and predicting its probability. In addition, we consider models with truncated dependent variable. The course includes Tobin and Heckman models that enables us to deal with truncated samples and selection bias. The course is applied in nature. Analysis of course’s topics is based on numerical examples. At the seminars, students use statistical software, i.e. STATA.
Learning Objectives

Learning Objectives

  • The main goal of the course is to explore methods of analyzing microeconomic data.
Expected Learning Outcomes

Expected Learning Outcomes

  • Students are able to estimate the models and interpret the results
Course Contents

Course Contents

  • Binary choice models
  • Multinomial models
  • Ordered choice models
  • Multivariate probit model
  • Truncation and censoring
Assessment Elements

Assessment Elements

  • non-blocking Hometask
  • non-blocking Exam
Interim Assessment

Interim Assessment

  • 2023/2024 4th module
    0.3 * Exam + 0.7 * Hometask
Bibliography

Bibliography

Recommended Core Bibliography

  • Econometric analysis of cross section and panel data, Wooldridge, J. M., 2010
  • Econometric analysis, Greene, W. H., 2012

Recommended Additional Bibliography

  • Applied logistic regression, Hosmer, D. W., 2000

Authors

  • Шевелев Максим Борисович
  • SHELUNTSOVA Mariia ALEKSANDROVNA