Micro-econometrics : methods of moments and limited dependent variables

Author(s)

• Lee, Myoung-jae

Bibliographic Information

Micro-econometrics : methods of moments and limited dependent variables

[by] Myoung-jae Lee

Springer, c2010

2nd ed

• : [pbk]

Note

Includes bibliographical references (p. 727-758) and index

Description and Table of Contents

Description

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

Table of Contents

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.

by "Nielsen BookData"

Details

• NCID: BB00208545
• ISBN:
  • 9780387953762
  • 9781489983329
• LCCN: 2009935059
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xxvii, 770 p.
• Size: 24-25 cm
• Classification:
  • DC22 : 338.5015195
• Subject Headings:
  • LCSH : Microeconomics -- Econometric models