Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models - Couverture rigide

Lee, Myoung-Jae

Couverture rigide

ISBN 10 : 0387946268 ISBN 13 : 9780387946269

Editeur : Springer-Verlag New York Inc., 1996

Synopsis

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.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1996
• Langue: anglais
• ISBN 10: 0387946268
• ISBN 13: 9780387946269
• Reliure: Relié
• Nombre de pages: 308
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne