Conditional Moment Estimation of Nonlinear Equation Systems : With an Application to an Oligopoly Model of Cooperative R&D
Language: English
Published by Springer, 2000
Series: Book 75 of 126 - Lecture Notes in Economics and Mathematical Systems
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
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Druck auf Anfrage Neuware - Printed after ordering - Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.
Seller Inventory # 9783540412076
- Title
- Conditional Moment Estimation of Nonlinear Equation Systems : With an Application to an Oligopoly Model of Cooperative R&D
- Author
- Joachim Inkmann
- Publisher
- Springer
- Publication year
- 2000
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540412077
- ISBN 13
- 9783540412076
- Item weight
- 353 grams
- Dimensions
- 235x155x13 mm
- Series
- Book 75 of 126: Lecture Notes in Economics and Mathematical Systems
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