Micro-Econometrics: Methods of Moments and Limited Dependent Variables
Myoung-jae Lee, Myoung-j. Lee, "Micro-Econometrics: Methods of Moments and Limited Dependent Variables"
Springer | 2009 | ISBN: 0387953760 | 770 pages | PDF | 4,4 MB
Springer | 2009 | ISBN: 0387953760 | 770 pages | PDF | 4,4 MB
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. An appendix describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.
Download
Not all books on AvaxHome appear on the homepage.
In order not to miss many of them follow ebooks section (see top of each page on AH)
and visit my blog too :)
In order not to miss many of them follow ebooks section (see top of each page on AH)
and visit my blog too :)
NO MIRRORS according to the rules