Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
Başlık:
Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
ISBN:
9781475725506
Personal Author:
Edition:
1st ed. 1996.
Yayın Bilgileri:
New York, NY : Springer New York : Imprint: Springer, 1996.
Fiziksel Tanımlama:
XII, 279 p. online resource.
Contents:
I. Method of Moments and Parametric Econometrics -- 1 Introduction -- 2 Least Squares and Method of Moments -- 3 Extremum Estimators and Method-of-Moments Estimators -- 4 Maximum Likelihood Estimation -- 5 Parametric Estimators for Multiple Equations -- 6 Nonlinear Models and Generalized Method of Moments -- II. Semiparametric Econometrics -- 7 Nonparametric Density Estimation -- 8 Nonparametric Regression -- 9 Semiparametrics -- 10 Semi-Nonparametrics -- Appendix: Gauss Programs for Selected Topics -- References.
Abstract:
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
Ek Kurum Yazarı:
Dil:
English