小故障 发表于 2025-3-21 17:40:11

书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models影响因子(影响力)<br>        http://figure.impactfactor.cn/if/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models影响因子(影响力)学科排名<br>        http://figure.impactfactor.cn/ifr/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models网络公开度<br>        http://figure.impactfactor.cn/at/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models网络公开度学科排名<br>        http://figure.impactfactor.cn/atr/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models被引频次<br>        http://figure.impactfactor.cn/tc/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models被引频次学科排名<br>        http://figure.impactfactor.cn/tcr/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models年度引用<br>        http://figure.impactfactor.cn/ii/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models年度引用学科排名<br>        http://figure.impactfactor.cn/iir/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models读者反馈<br>        http://figure.impactfactor.cn/5y/?ISSN=BK0632405<br><br>        <br><br>书目名称Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models读者反馈学科排名<br>        http://figure.impactfactor.cn/5yr/?ISSN=BK0632405<br><br>        <br><br>

BOOR 发表于 2025-3-21 22:03:33

https://doi.org/10.1007/978-1-4757-2550-6Micro-econometrics; econometrics; limited dependent variables; methods of moments; nonparametrics; semipa

钝剑 发表于 2025-3-22 02:37:10

Least Squares and Method of MomentsIn a linear model .with .(.) = 0, where . is a . × 1 parameter vector of interest, . is the error term, . is a . × 1 regressor vector, and .are iid, the least squares estimator (LSE) for . is obtained by minimizing . with respect to (wrt) .. LSE can also be viewed as the solution of the first-order (moment) condition of the minimization

Lethargic 发表于 2025-3-22 07:07:56

Extremum Estimators and Method-of-Moments EstimatorsLSE and IVE are rare cases where the estimators are written in closed forms. Often estimators are defined implicitly by .where . is a parameter space and ..and we often omit . in .(., .).

Curmudgeon 发表于 2025-3-22 11:43:47

Maximum Likelihood EstimationLet . be an iid sample drawn from a known distribution .(..,.., .), where ß is a . × 1 vector of unknown parameters. Let ..(., .) denote the . of . | ., which is the density function of . | . if . |. is continuous or the probability of . | . if . | . is discrete. Define ..(.) analogously, which is not a function of ..

没有准备 发表于 2025-3-22 15:30:41

Nonlinear Models and Generalized Method of MomentsConsider a nonlinear regression model .where . is a . × 1 vector and the form of .(·) is known. In contrast to the linear model, the dimension of . is not necessarily the same as that of .. Depending on cases, we may omit either . or . in .(.). A model more general than (1.1) is .which includes (1.1) as a special case when .(., .) = y − .(.).

性行为放纵者 发表于 2025-3-22 17:21:24

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赔偿 发表于 2025-3-22 23:50:26

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thwart 发表于 2025-3-23 03:46:47

Nonparametric Regressionn .(.∣.) ≡ .(.), where . = .(.) + . and .(.∣.) = 0. More generally, we can consider functionals of the conditional distribution ...., such as ∂.(.)/∂. and .(.∣.). But usually, estimation methods for the functionals can be inferred from those for .(.∣.).

Intrepid 发表于 2025-3-23 09:14:13

Book 19961st editioninstrumental 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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查看完整版本: Titlebook: Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models; Myoung-jae Lee Book 19961st edition Springer Sci