Items related to Micro-Econometrics: Methods of Moments and Limited...
Synopsis
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.
"synopsis" may belong to another edition of this title.
From the Back Cover
This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametric estimators and specification tests, and semi(non)-parametric methods. The coverage is up-to-date and broad as well as in depth. Many empirical examples are included along with a computer program appendix. Both graduate students and researchers, applied or theoretical, in all disciplines using observational data will find this book useful as a textbook as well as a research monograph for self-study and reference.
The second edition is three times length of the first edition One chapter on liner equation systems has been added and several new sections on panel data are new. Also sections for the following topics have been added: LDV's with endogenous regressors, competing risks, nonparametric survival and hazard function estimation, rank-based semiparametric methods, differencing-based semiparametric methods, semiparametric estimators for duration models, integrated moment specification tests, nonparametric control function approaches, nonparametric additive models, various transformation of response variables, and nonparametric specification and significance tests. The appendix now contains the proofs for some important results in the main text and new sections for the following topics: review of mathematical and statistical backgrounds, nested logit, U-statistics, GMM with integrated squared moments, goodness-of-fit tests for distribution functions, joint test for all quantiles, review on test, non-nested model test, stratified sampling and weighted M-estimator, empirical likelihood estimator, stochastic-process convergence and applications, and bootstrap.
The author, Myoung-jae Lee, is currently a Professor of Economics at Korea University, and has written Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables (2002, Academic Press) and Micro-Econometrics for Policy, Program, and Treatment Effects (2005, Oxford University Press), which complement the current book in covering micro-econometrics as a whole. The author published extensively across the broad spectrum of micro-econometrics, writing more than 40 academic papers in international journals including top econometrics and statistics journals.
"About this title" may belong to another edition of this title.
Buy New
View this item
£ 100.58
£ 9.56 shipping from Germany to United Kingdom
Destination, rates & speedsOther Popular Editions of the Same Title
Search results for Micro-Econometrics: Methods of Moments and Limited...
Seller Image
Micro-Econometrics
Published by
Springer New York Aug 2014, 2014
ISBN 10: 1489983325
ISBN 13: 9781489983329
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 -Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametricMany empirical examples and tips in applying econometric theories to dataEssential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers 800 pp. Englisch. Seller Inventory # 9781489983329
Quantity: 2 available
Stock Image
Micro-Econometrics: Methods of Moments and Limited Dependent Variables
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781489983329_new
Quantity: Over 20 available
Seller Image
Micro-Econometrics
Print on DemandSeller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Author surveys new techniques in econometrics which may be used to analyse semiparametric modelsCovers topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent v. Seller Inventory # 11466614
Quantity: Over 20 available
Seller Image
Micro-econometrics : Methods of Moments and Limited Dependent Variables
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 21770161-n
Quantity: 15 available
Seller Image
Micro-Econometrics : Methods of Moments and Limited Dependent Variables
Published by
Springer New York, Springer New York, 2014
ISBN 10: 1489983325
ISBN 13: 9781489983329
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the 'sample selection' and 'treatment e ect' literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book. Seller Inventory # 9781489983329
Quantity: 1 available
Seller Image
Micro-Econometrics
Published by
Springer New York, Springer New York Aug 2014, 2014
ISBN 10: 1489983325
ISBN 13: 9781489983329
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the ¿sample selection¿ and ¿treatment e ect¿ literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 800 pp. Englisch. Seller Inventory # 9781489983329
Quantity: 1 available
Stock Image
Micro-Econometrics: Methods of Moments and Limited Dependent Variables
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
Seller rating 5 out of 5 stars
Condition: New. Revised and updated, this volume introduces econometrics at the graduate level with a specialized focus on micro-econometrics. New topics include LDV's with endogenous regressors, competing risks, hazard function estimates, and empirical examples. Num Pages: 797 pages, biography. BIC Classification: JMBT; KCH; KJS; PBT; PSA; TQD. Category: (G) General (US: Trade). Dimension: 235 x 155 x 40. Weight in Grams: 1205. . 2014. 2nd ed. 2010. paperback. . . . . Seller Inventory # V9781489983329
Quantity: 15 available
Stock Image
Micro-Econometrics
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 800. Seller Inventory # 26356722463
Quantity: 4 available
Stock Image
Micro-Econometrics
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Print on Demand pp. 800 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Seller Inventory # 355768512
Quantity: 4 available
Stock Image
Micro-Econometrics: Methods of Moments and Limited Dependent Variables
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2716030158795
Quantity: Over 20 available