Micro-Econometrics Methods of Moments and Limited Dependent Variables /

• Main Author: Lee, Myoung-jae (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Subjects: Statistics.; Marketing.; Biostatistics.; Econometrics.; Psychometrics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Environmental Monitoring/Analysis.

This book introduces econometrics at the graduate level, and then specializes in micro-econometrics topics such as method of moments, limited and qualitative dependent variables, sample-selection models, panel data, nonparametric estimators and specification tests, and semi(non)-parametric methods....

Table of Contents:

• 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.