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Micro-econometrics : methods of moments and limited dependent variables için kapak resmi
Başlık:
Micro-econometrics : methods of moments and limited dependent variables
Yazar:
Lee, Myoung-jae. author
ISBN:
9781489983329

9780387688411
Yazar Ek Girişi:
Basım Bilgisi:
2nd edition.
Fiziksel Tanımlama:
xxvii, 770 pages : illustrations ; 24 cm.
İçerik:
Methods of Moments for Multiple Linear Equation Systems Lee, Myoung-jae Pages 53-89 M-Estimator And Maximum Likelihood Estimator (MLE) Lee, Myoung-jae Pages 91-132 Nonlinear Models and Estimators Lee, Myoung-jae Pages 133-176 Parametric Methods for Single Equation LDV Models Lee, Myoung-jae Pages 177-227 Parametric Methods for Multiple Equation LDV Models Lee, Myoung-jae Pages 229-301 Kernel Nonparametric Estimation Lee, Myoung-jae Pages 303-362 Bandwidth-Free Semiparametric Methods Lee, Myoung-jae Pages 363-439 Bandwidth-Dependent Semiparametric Methods Lee, Myoung-jae Pages 441-530
Özet:
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. The coverage is up-to-date and broad as well as in depth. Many empirical examples are included along with a computer program appendix. Both graduate students and researchers, applied or theoretical, in all disciplines using observational data will find this book useful as a textbook as well as a research monograph for self-study and reference. The second edition is three times length of the first edition One chapter on liner equation systems has been added and several new sections on panel data are new. Also sections for the following topics have been added: LDV's with endogenous regressors, competing risks, nonparametric survival and hazard function estimation, rank-based semiparametric methods, differencing-based semiparametric methods, semiparametric estimators for duration models, integrated moment specification tests, nonparametric control function approaches, nonparametric additive models, various transformation of response variables, and nonparametric specification and significance tests. The appendix now contains the proofs for some important results in the main text and new sections for the following topics: review of mathematical and statistical backgrounds, nested logit, U-statistics, GMM with integrated squared moments, goodness-of-fit tests for distribution functions, joint test for all quantiles, review on test, non-nested model test, stratified sampling and weighted M-estimator, empirical likelihood estimator, stochastic-process convergence and applications, and bootstrap. The author, Myoung-jae Lee, is currently a Professor of Economics at Korea University, and has written Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables (2002, Academic Press) and Micro-Econometrics for Policy, Program, and Treatment Effects (2005, Oxford University Press), which complement the current book in covering micro-econometrics as a whole. The author published extensively across the broad spectrum of micro-econometrics, writing more than 40 academic papers in international journals including top econometrics and statistics journals.
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Kitap EKOBKN0005260 338.5015195 LEE 2010
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