Micro-Econometrics Methods of Moments and Limited Dependent Variables /

• Main Author: Lee, Myoung-jae. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Subjects: Statistics.; Statistical methods.; Economics > Statistics.; Econometrics.; Marketing.; Psychometrics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Environmental Monitoring/Analysis.; Biostatistics.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/b60971

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.