Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by Myoung-Jae Lee

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by 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 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.

SKU	Unavailable
ISBN 13	9780387946269
ISBN 10	0387946268
Title	Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models
Author	Myoung-Jae Lee
Condition	Unavailable
Publisher	Springer-Verlag New York Inc.
Year published	1996-04-04
Number of pages	308
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable