Micro-Econometrics
Methods of Moments and Limited Dependent Variables
(Sprache: Englisch)
Revised and updated, this volume introduces econometrics at the graduate level with a specialized focus on micro-econometrics. New topics include LDV's with endogenous regressors, competing risks, hazard function estimates, and empirical examples.
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Revised and updated, this volume introduces econometrics at the graduate level with a specialized focus on micro-econometrics. New topics include LDV's with endogenous regressors, competing risks, hazard function estimates, and empirical examples.
Klappentext zu „Micro-Econometrics “
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.
Inhaltsverzeichnis zu „Micro-Econometrics “
Methods of Moments for Single Linear Equation Models.- Methods of Moments for Multiple Linear Equation Systems.- M-Estimator And Maximum Likelihood Estimator (MLE).- Nonlinear Models and Estimators.- Parametric Methods for Single Equation LDV Models.- Parametric Methods for Multiple Equation LDV Models.- Kernel Nonparametric Estimation.- Bandwidth-Free Semiparametric Methods.- Bandwidth-Dependent Semiparametric Methods.
Autoren-Porträt von Myoung-jae Lee
In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental 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.
Bibliographische Angaben
- Autor: Myoung-jae Lee
- 2010, 2. Aufl., XXVII, 770 Seiten, Masse: 16,1 x 23,4 cm, Kartoniert (TB), Englisch
- Verlag: Springer, Berlin
- ISBN-10: 1489983325
- ISBN-13: 9781489983329
Sprache:
Englisch
Pressezitat
From the reviews of the second edition:"This is a book on microeconometric methods. ... book is particularly useful both for advanced graduate students and for researchers, whether they are theoretically or empirically oriented. ... an excellent basis for an advanced course on semi- and non-parametric econometrics, or simply as a valuable reference book. ... I have found this book to be extremely useful for my own work and I believe that many other readers, either students or researchers, will share that positive experience." (Myoung-jae Lee, The Econometrics Journal, May, 2010)
"The book is voluminous at 759 pages. The author discusses various methods of testing and estimation in different models with illustrative empirical examples. The author hopes that theoretically oriented readers will find useful an overview on micro-econometrics and applied researchers will find helpful information on how to apply micro-econometric techniques. This reviewer agrees that the author has succeeded mostly in his aim. ... book is a valuable addition to the literature on micro-econometrics." (B. L. S. Prakasa Rao, Mathematical Reviews, Issue 2011 c)
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