Description
Springer Methods Of Moments And Semiparametric Econometrics For Limited Dependent Variable Models by LeeMyoung-Jae
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 Years Or So However New Methods Have Been Developed To Allow More Flexible Models Which Utilise Infinite-Dimensional Parameters. Simultaneously Methods Of Moments Estimation Have Also Become More Widely Used And Applied. In This Book The Author Provides A Survey Of These Modern Techniques And How They Are Applied To Limited Dependent Variable (Ldv) Models. As Well As Covering Many Classical Approaches The Topics Covered Include: Instrumental Variable Estimation The Generalized Method Of Moments Extremum Estimators Methods Of Simulated Moments Minimum Distance Estimation Nonparametric Density And Regression Function Estimation And Semiparametric Methods For Ldv. As A Result Many Graduate Students And Research Workers Will Appreciate This Up-To-Date Account. There Is An Appendix That Describes The Use Of The Software Package Gauss To Implement These Methods In Conjunction With Some Real Data Sets.Show More