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Conditional Moment Estimation of Nonlinear Equation Systems - With an Application to an Oligopoly Model of Cooperative R&D (Paperback, Softcover reprint of the original 1st ed. 2001) Loot Price: R1,577

Discovery Miles 15 770

Repayment Terms: R148 pm x 12*

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Conditional Moment Estimation of Nonlinear Equation Systems - With an Application to an Oligopoly Model of Cooperative R&D...

Conditional Moment Estimation of Nonlinear Equation Systems - With an Application to an Oligopoly Model of Cooperative R&D (Paperback, Softcover reprint of the original 1st ed. 2001)

Joachim Inkmann

Series: Lecture Notes in Economics and Mathematical Systems, 497

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Loot Price R1,577 Discovery Miles 15 770 | Repayment Terms: R148 pm x 12*

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Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Economics and Mathematical Systems, 497
Release date:	2001
First published:	2001
Authors:	Joachim Inkmann
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	214
Edition:	Softcover reprint of the original 1st ed. 2001
ISBN-13:	978-3-540-41207-6
Categories:	Books > Business & Economics > Economics > Labour economics > General Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science Promotions
LSN:	3-540-41207-7
Barcode:	9783540412076