Menu
Zjistit stav objednávky
Kontaktujte nás
Kniha Topics In Advanced Econometrics Phoebus J. Dhrymes

Topics In Advanced Econometrics

Volume II Linear and Nonlinear Simultaneous Equations

Autor: Phoebus J. Dhrymes
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer-Verlag New York Inc.
Dostupnost: Skladem u dodavatele v malém množství
Odesíláme za 13-18 dnů
1 310 Kč
This book is intended for second year graduate students and professionals who have an interest in li...

Informace o knize

Autor
Phoebus J. Dhrymes
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2011
Stránek
402
EAN
9781461287315
ISBN
1461287316
Enbook ID
06795857
Vydavatel
Springer-Verlag New York Inc.
Hmotnost
639
Rozměry
155 x 235 x 23

Kompletní popis

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.

Mohlo by vás zajímat

Mechanics for a New Millennium

Hassan Aref
4 566 Kč

Telling Stories, Writing Songs

Kathleen Hudson
556 Kč

Socrates and Subtitles

William G. Smith
754 Kč

Acts, passed in the island of Barbados. From 1643, to 1762, inclusive; carefully revised, ... By the late Richard Hall, ... And since his death, conti

Multiple Contributors
706 Kč

Horses of Iceland

Guadalupe Laiz
2 045 Kč