Myoung-Jae Lee

Micro-Econometrics (eBook, PDF)

Methods of Moments and Limited Dependent Variables

• Format: PDF

Produktbeschreibung

In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 770
• Erscheinungstermin: 28. September 2009
• Englisch
• ISBN-13: 9780387688411
• Artikelnr.: 37286653

Autorenporträt

In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.

Inhaltsangabe

Methods of Moments for Single Linear Equation Models.- Methods of Moments for Multiple Linear Equation Systems.- M-Estimator And Maximum Likelihood Estimator (MLE).- Nonlinear Models and Estimators.- Parametric Methods for Single Equation LDV Models.- Parametric Methods for Multiple Equation LDV Models.- Kernel Nonparametric Estimation.- Bandwidth-Free Semiparametric Methods.- Bandwidth-Dependent Semiparametric Methods.

Rezensionen

From the reviews of the second edition:

"This is a book on microeconometric methods. ... book is particularly useful both for advanced graduate students and for researchers, whether they are theoretically or empirically oriented. ... an excellent basis for an advanced course on semi- and non-parametric econometrics, or simply as a valuable reference book. ... I have found this book to be extremely useful for my own work and I believe that many other readers, either students or researchers, will share that positive experience." (Myoung-jae Lee, The Econometrics Journal, May, 2010)

"The book is voluminous at 759 pages. The author discusses various methods of testing and estimation in different models with illustrative empirical examples. The author hopes that theoretically oriented readers will find useful an overview on micro-econometrics and applied researchers will find helpful information on how to apply micro-econometric techniques. This reviewer agrees that the author has succeeded mostly in his aim. ... book is a valuable addition to the literature on micro-econometrics." (B. L. S. Prakasa Rao, Mathematical Reviews, Issue 2011 c)