Micro-Econometrics: Methods of Moments and Limited Dependent Variables |  | Authors: Myoung-jae Lee, Myoung-j. Lee
Publisher: Springer
List Price: $99.95
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Rating:  2 reviews
Sales Rank: 277385
Media: Hardcover
Edition: 2nd
Pages: 296
Number Of Items: 1
Shipping Weight (lbs): 2.8
Dimensions (in): 9.3 x 6.4 x 1.9
ISBN: 0387953760
Dewey Decimal Number: 519
EAN: 9780387953762
ASIN: 0387953760
Publication Date: October 14, 2009
Availability: Usually ships in 1-2 business days
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Product Description
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. An appendix describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.
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| Customer Reviews:
A Modern Counterpart of the Maddala's Book August 24, 1999
2 out of 2 found this review helpful
Ph.D students and researchers in applied microeconomics will enjoy this book, because this book is, to my knowledge, the first reasonably coherent and complete overview of semi-(non)parametric microeconometrics. translated from Kwantitatieve Methoden 55, 1997 May.
a useful book for an otherwise daunting field September 4, 1998
1 out of 1 found this review helpful
The book does a very good job of surveying the literature on semiparametric methods for modeling choice. This is an important field, and is not well covered in other textbooks. Of course the book requires some sophistication on the part of the user, namely a graduate level backround in econometrics.
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