Fler böcker inom

Format: Häftad (Paperback / softback)
Språk: Engelska
Antal sidor: 770
Utgivningsdatum: 2014-08-23
Upplaga: 2nd ed. 2010
Förlag: Springer-Verlag New York Inc.
Illustrationer: XXVII, 770 p.
Dimensioner: 234 x 156 x 40 mm
Vikt
Antal komponenter: 1
Komponenter: 1 Paperback / softback
ISBN: 9781489983329

Micro-Econometrics

Name: Micro-Econometrics
Price: 2168.00 SEK
Availability: InStock
Author: Myoung-Jae Lee
ISBN: 9781489983329

Methods of Moments and Limited Dependent Variables

av Myoung-Jae Lee

Häftad, Engelska, 2014-08-23

2168

Köp

Spara som favorit

Skickas från oss inom 7-10 vardagar.
Fri frakt över 249 kr för privatkunder i Sverige.

Finns även som

E-bok (LCP)

Ladda ned och läs i Bokus Reader.

2146
Inbunden

Skickas inom 7-10 vardagar

2168

Visa alla 2 format & utgåvor

WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the sample selection and treatment e?ect literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book.

Visa hela texten

Passar bra ihop

De som köpt den här boken har ofta också köpt The Anxious Generation av Jonathan Haidt (inbunden).

Köp båda 2 för 2457 kr

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-Jae Lee

This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical i...

741

Köp

Skickas inom vardagar.
Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Myoung-Jae Lee

The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. In the last fifteen ...

1193

Ladda ned

Laddas ned direkt

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)

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.