Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
Seiten
1996
Springer-Verlag New York Inc.
978-0-387-94626-9 (ISBN)
Springer-Verlag New York Inc.
978-0-387-94626-9 (ISBN)
- Titel erscheint in neuer Auflage
- Artikel merken
The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. This book provides a survey of these modern techniques and how they are applied to limited dependent variable models.
The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. In the last fifteen years or so however, new methods have been developed to allow more flexible models which utilise infinite-dimensional parameters. Simultaneously, methods of moments estimation have also become more widely used and applied. In this book, the author provides a survey of these modern techniques and how they are applied to limited dependent variable (LDV) models. As well as covering many classical approaches, the topics covered include: instrumental variable estimation, the generalized method of moments, extremum estimators, methods of simulated moments, minimum distance estimation, nonparametric density and regression function estimation, and semiparametric methods for LDV. As a result, many graduate students and research workers will appreciate this up-to-date account. There is an appendix that describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.
The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. In the last fifteen years or so however, new methods have been developed to allow more flexible models which utilise infinite-dimensional parameters. Simultaneously, methods of moments estimation have also become more widely used and applied. In this book, the author provides a survey of these modern techniques and how they are applied to limited dependent variable (LDV) models. As well as covering many classical approaches, the topics covered include: instrumental variable estimation, the generalized method of moments, extremum estimators, methods of simulated moments, minimum distance estimation, nonparametric density and regression function estimation, and semiparametric methods for LDV. As a result, many graduate students and research workers will appreciate this up-to-date account. There is an appendix that describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.
| Erscheint lt. Verlag | 18.4.1996 |
|---|---|
| Zusatzinfo | 20 black & white illustrations, 20 black & white line drawings |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 594 g |
| Einbandart | gebunden |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-387-94626-8 / 0387946268 |
| ISBN-13 | 978-0-387-94626-9 / 9780387946269 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Übungsaufgaben – Fallstudien – Lösungen
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 34,90
Nachhaltigkeit und Megatrends
Buch | Softcover (2025)
De Gruyter Oldenbourg (Verlag)
CHF 55,90
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 49,95
