书目名称 | Micro-Econometrics | 副标题 | Methods of Moments a | 编辑 | Myoung-jae Lee | 视频video | | 概述 | Author surveys new techniques in econometrics which may be used to analyse semiparametric models.Covers topics such as instrumental variable estimation, nonparametric density and regression function e | 图书封面 |  | 描述 | WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the “sample selection” and “treatment e?ect” literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book. | 出版日期 | Book 2010Latest edition | 关键词 | Micro-econometrics; econometrics; limited dependent variables; methods of moments; nonparametrics; semipa | 版次 | 2 | doi | https://doi.org/10.1007/b60971 | isbn_softcover | 978-1-4899-8332-9 | isbn_ebook | 978-0-387-68841-1 | copyright | Springer-Verlag New York 2010 |
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