Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D (Lecture Notes in Economics and Mathematical Systems, 497, Band 497) - Softcover

Buch 75 von 126: Lecture Notes in Economics and Mathematical Systems

Inkmann, Joachim

 
9783540412076: Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D (Lecture Notes in Economics and Mathematical Systems, 497, Band 497)
Softcover
ISBN 10: 3540412077 ISBN 13: 9783540412076
Verlag: Springer, 2000

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2000
Sprache
Englisch
ISBN 10 
3540412077
ISBN 13 
9783540412076
Einband
Taschenbuch
Anzahl der Seiten
228
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland