| 书目名称 | Topics In Advanced Econometrics | | 副标题 | Volume II Linear and | | 编辑 | Phoebus J. Dhrymes | | 视频video | | | 图书封面 |  | | 描述 | This book is intended for second year graduate students and professionals who have an interest in linear and nonlinear simultaneous equations mod els. It basically traces the evolution of econometrics beyond the general linear model (GLM), beginning with the general linear structural econo metric model (GLSEM) and ending with the generalized method of mo ments (GMM). Thus, it covers the identification problem (Chapter 3), maximum likelihood (ML) methods (Chapters 3 and 4), two and three stage least squares (2SLS, 3SLS) (Chapters 1 and 2), the general nonlinear model (GNLM) (Chapter 5), the general nonlinear simultaneous equations model (GNLSEM), the special ca‘3e of GNLSEM with additive errors, non linear two and three stage least squares (NL2SLS, NL3SLS), the GMM for GNLSEIVl, and finally ends with a brief overview of causality and re lated issues, (Chapter 6). There is no discussion either of limited dependent variables, or of unit root related topics. It also contains a number of significant innovations. In a departure from the custom of the literature, identification and consistency for nonlinear models is handled through the Kullback information apparatus, as well as the | | 出版日期 | Textbook 1994 | | 关键词 | econometrics; forecasting; inequality; probability theory; value-at-risk | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-4302-1 | | isbn_softcover | 978-1-4612-8731-5 | | isbn_ebook | 978-1-4612-4302-1 | | copyright | Springer-Verlag New York, Inc. 1994 |
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发表于 2025-3-21 18:40:24
