Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by Myoung-Jae Lee

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by Myoung-Jae Lee

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.

SKU	Non disponible
ISBN 13	9780387946269
ISBN 10	0387946268
Titre	Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
Auteur	Myoung-Jae Lee
État	Non disponible
Éditeur	Springer-Verlag New York Inc.
Année de publication	1996-04-04
Nombre de pages	308
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible