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  • Book
  • © 1996

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

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

    4. Maximum Likelihood Estimation

      • Myoung-jae Lee
      Pages 41-67

  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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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.
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Keywords

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Authors and Affiliations

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

    Myoung-jae Lee

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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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Buy it now

eBook USD 74.99
Price excludes VAT (USA)
  • Available as PDF
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  • Own it forever

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