Items related to Topics In Advanced Econometrics: Volume II Linear and...
Synopsis
This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained.
"synopsis" may belong to another edition of this title.
- PublisherSpringer
- Publication date2011
- ISBN 10 1461287316
- ISBN 13 9781461287315
- BindingPaperback
- LanguageEnglish
- Number of pages420
Other Popular Editions of the Same Title
Search results for Topics In Advanced Econometrics: Volume II Linear and...
Stock Image
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2716030029970
Quantity: Over 20 available
Stock Image
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781461287315_new
Quantity: Over 20 available
Stock Image
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: 2
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9781461287315
Quantity: 10 available
Seller Image
Topics In Advanced Econometrics
Published by
Springer New York Sep 2011, 2011
ISBN 10: 1461287316
ISBN 13: 9781461287315
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information. 424 pp. Englisch. Seller Inventory # 9781461287315
Quantity: 2 available
Stock Image
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
Published by
Springer-Verlag New York Inc., 2011
ISBN 10: 1461287316
ISBN 13: 9781461287315
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 622. Seller Inventory # C9781461287315
Quantity: Over 20 available
Seller Image
Topics In Advanced Econometrics : Volume II Linear and Nonlinear Simultaneous Equations
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca'3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information. Seller Inventory # 9781461287315
Quantity: 1 available
Stock Image
Topics in Advanced Econometrics: Linear and Nonlinear Simultaneous Equations: Vol 2
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. reprint edition. 418 pages. 9.25x6.10x0.96 inches. In Stock. Seller Inventory # x-1461287316
Quantity: 2 available
Seller Image
Topics In Advanced Econometrics
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4191291
Quantity: Over 20 available