Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Softcover

Dhrymes, Phoebus J.

Softcover

ISBN 10: 1461287316 ISBN 13: 9781461287315

Verlag: Springer, 2012

Inhaltsangabe

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained.

Über diesen Titel

Über die Autorin bzw. den Autor

Professor Dhrymes is currently Professor of Economics at Columbia University. Earlier he taught at Harvard, University of Pennsylvania, University of California at Los Angeles, and Monash University in Australia. He is a fellow of the Econometric Society and the American Statistical Association. He has been a managing editor and editor of the International Economic Review, and one of the founding editors of the Journal of Econometrics. Professor Dhrymes serves on the Editorial Advisory Boards of the Journal of Econometrics and Econometric Theory.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2012
• Sprache: Englisch
• ISBN 10: 1461287316
• ISBN 13: 9781461287315
• Einband: Taschenbuch
• Anzahl der Seiten: 424
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland