Micro-Econometrics Methods of Moments and Limited Dependent Variables

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....

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Bibliographic Details
Main Author: Lee, Myoung-jae
Format: eBook
Language:English
Published: New York, NY Springer New York 2010, 2010
Edition:2nd ed. 2010
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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