Micro-econometrics : methods of moments and limited dependent variables
著者
書誌事項
Micro-econometrics : methods of moments and limited dependent variables
Springer, c2010
2nd ed
- : [pbk]
大学図書館所蔵 全31件
注記
Includes bibliographical references (p. 727-758) and index
内容説明・目次
内容説明
Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric
Many empirical examples and tips in applying econometric theories to data
Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers
目次
Methods of moments for single linear equation models.- Methods of moments for multiple linear equation systems.- M-Estimator and Maximum Likelihood Estimator (MLE).- Nonlinear models and estimators.- Parametric methods for single equation LDV models.- Parametric methods for multiple equation LDV Models.- Kernel nonparametric estimation.- Bandwidth-free semiparametric methods.- Bandwidth-dependent semiparametric methods.
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