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Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models at Meripustak

Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models

Books from same Author: LeeMyoung-Jae

Books from same Publisher: Springer

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    • General Information  
    Author(s)LeeMyoung-Jae
    PublisherSpringer
    EditionEdition Statement New.
    ISBN9780387946269
    Pages308
    BindingHard Binding
    LanguageEnglish
    Publish YearApril 1996

    Description

    Springer Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models by LeeMyoung-Jae

    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.Show More