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Conditional Moment Estimation of Nonlinear Equation Systems
Joachim Inkmann
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Description for Conditional Moment Estimation of Nonlinear Equation Systems
Paperback. This is an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 222 pages, biography. BIC Classification: KCF; KCH; PBKJ; PBWR. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 235 x 155 x 12. Weight in Grams: 355.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2000
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
222
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
214
Place of Publication
Berlin, Germany
ISBN
9783540412076
SKU
V9783540412076
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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