Erweiterte
Suche ›

Topics In Advanced Econometrics

Volume II Linear and Nonlinear Simultaneous Equations

Springer New York,
Buch
80,24 € Lieferbar in 5-7 Tagen
Dieses Produkt ist auch verfügbar als:

Kurzbeschreibung

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 theory of minimum contrast (MC) estimators. In fact, nearly all estimation problems handled in this volume can be approached through the theory of MC estimators. The power of this approach is demonstrated in Chapter 5, where the entire set of identification requirements for the GLSEM, in an ML context, is obtained almost effortlessly, through the apparatus of Kullback information.

Details
Schlagworte

Titel: Topics In Advanced Econometrics
Autoren/Herausgeber: Phoebus J. Dhrymes
Ausgabe: Softcover reprint of the original 1st ed. 1994

ISBN/EAN: 9781461287315

Seitenzahl: 402
Format: 23,5 x 15,5 cm
Produktform: Taschenbuch/Softcover
Gewicht: 638 g
Sprache: Englisch

buchhandel.de - Newsletter
Möchten Sie sich für den Newsletter anmelden?


Bitte geben Sie eine gültige E-Mail-Adresse ein.
Lieber nicht