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Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

  • Book
  • © 1996

Overview

Authors:
  1. Myoung-jae Lee

    1. Department of Econometrics, Tilburg University, Tilburg, The Netherlands

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Table of contents (10 chapters)

  1. Front Matter

    Pages i-xii
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  2. Method of Moments and Parametric Econometrics

    1. Introduction

      • Myoung-jae Lee
      Pages 1-3

    2. Least Squares and Method of Moments

      • Myoung-jae Lee
      Pages 5-24

    3. Extremum Estimators and Method-of-Moments Estimators

      • Myoung-jae Lee
      Pages 25-40

    4. Maximum Likelihood Estimation

      • Myoung-jae Lee
      Pages 41-67

    5. Parametric Estimators for Multiple Equations

      • Myoung-jae Lee
      Pages 69-97

    6. Nonlinear Models and Generalized Method of Moments

      • Myoung-jae Lee
      Pages 99-121

  3. Semiparametric Econometrics

    1. Nonparametric Density Estimation

      • Myoung-jae Lee
      Pages 123-142

    2. Nonparametric Regression

      • Myoung-jae Lee
      Pages 143-166

    3. Semiparametrics

      • Myoung-jae Lee
      Pages 167-198

    4. Semi-Nonparametrics

      • Myoung-jae Lee
      Pages 199-234

  4. Back Matter

    Pages 235-279
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Keywords

About this book

In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.

Authors and Affiliations

  • Department of Econometrics, Tilburg University, Tilburg, The Netherlands

    Myoung-jae Lee

Bibliographic Information

  • Book Title: Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

  • Authors: Myoung-jae Lee

  • DOI: https://doi.org/10.1007/978-1-4757-2550-6

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1996

  • eBook ISBN: 978-1-4757-2550-6Published: 17 April 2013

  • Edition Number: 1

  • Number of Pages: XII, 279

  • Topics: Economic Theory/Quantitative Economics/Mathematical Methods

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