Conditional Moment Estimation of Nonlinear Equation Systems
Language: English
Published by Springer Berlin Heidelberg Nov 2000, 2000
Series: Book 75 of 126 - Lecture Notes in Economics and Mathematical Systems
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 84.29
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -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. 228 pp. Englisch.
Seller Inventory # 9783540412076
- Title
- Conditional Moment Estimation of Nonlinear Equation Systems
- Author
- Joachim Inkmann
- Publisher
- Springer Berlin Heidelberg Nov 2000
- 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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Synopsis
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BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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