Conditional Moment Estimation of Nonlinear Equation Systems - Couverture souple

Livre 75 sur 126: Lecture Notes in Economics and Mathematical Systems

Inkmann, Joachim

 
9783540412076: Conditional Moment Estimation of Nonlinear Equation Systems
Couverture souple
ISBN 10 : 3540412077 ISBN 13 : 9783540412076
Editeur : Springer, 2000

Synopsis

Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

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Éditeur
Springer
Date d'édition
2000
Langue
anglais
ISBN 10 
3540412077
ISBN 13 
9783540412076
Reliure
Broché
Nombre de pages
228
Coordonnées du fabricant
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