Conditional Moment Estimation of Nonlinear Equation Systems

Language: English

Published by Springer, J.B. Metzler Nov 2000, 2000

3540412077 / 9783540412076

Series: Book 75 of 126 - Lecture Notes in Economics and Mathematical Systems

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This item is printed on demand - Print on Demand Titel. 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.

Seller Inventory # 9783540412076

Title
Conditional Moment Estimation of Nonlinear Equation Systems
Author
Joachim Inkmann
Publisher
Springer, J.B. Metzler 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

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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