Conditional Moment Estimation of Nonlinear Equation Systems

Name: Conditional Moment Estimation of Nonlinear Equation Systems
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783540412076
Price: 275.77 RON
Availability: InStock

With an Application to an Oligopoly Model of Cooperative R&D

Autor: Joachim Inkmann

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Legare: Carte broșată

Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Disponibilitate: În depozitul extern

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275.77 lei

Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages ove...

Informații despre carte

Autor

Joachim Inkmann

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2000

Pagini

214

EAN

9783540412076

ISBN

3540412077

Enbook ID

01563124

Editura

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Greutate

355

Dimensiuni

155 x 235 x 13

Descriere completă

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.

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Conditional Moment Estimation of Nonlinear Equation Systems

With an Application to an Oligopoly Model of Cooperative R&D

Informații despre carte

Descriere completă

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