Conditional moment estimation of nonlinear equation systems: with an application to an oligopoly model of cooperative R & D
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2001
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
497 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zugl.: Konstanz, Univ., Diss., 2000 |
| Beschreibung: | VIII, 214 S. |
| ISBN: | 3540412077 |
Internformat
MARC
| LEADER | 00000nam a22000008cb4500 | ||
|---|---|---|---|
| 001 | BV013380877 | ||
| 003 | DE-604 | ||
| 005 | 20010817 | ||
| 007 | t | ||
| 008 | 001002s2001 gw m||| 00||| eng d | ||
| 016 | 7 | |a 959838597 |2 DE-101 | |
| 020 | |a 3540412077 |9 3-540-41207-7 | ||
| 035 | |a (OCoLC)45122822 | ||
| 035 | |a (DE-599)BVBBV013380877 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c DE | ||
| 049 | |a DE-384 |a DE-739 |a DE-355 |a DE-703 |a DE-521 |a DE-83 | ||
| 050 | 0 | |a HA31.7.I55 2001 | |
| 082 | 0 | |a 519.5/44 21 | |
| 082 | 0 | |a 519.5/44 |2 21 | |
| 084 | |a QH 233 |0 (DE-625)141548: |2 rvk | ||
| 084 | |a QH 500 |0 (DE-625)141607: |2 rvk | ||
| 084 | |a SI 853 |0 (DE-625)143200: |2 rvk | ||
| 084 | |a 17 |2 sdnb | ||
| 084 | |a 27 |2 sdnb | ||
| 100 | 1 | |a Inkmann, Joachim |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Conditional moment estimation of nonlinear equation systems |b with an application to an oligopoly model of cooperative R & D |c Joachim Inkmann |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2001 | |
| 300 | |a VIII, 214 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems |v 497 | |
| 500 | |a Zugl.: Konstanz, Univ., Diss., 2000 | ||
| 650 | 7 | |a Benaderingen (wiskunde) |2 gtt | |
| 650 | 7 | |a Estimation, Théorie de l' |2 ram | |
| 650 | 7 | |a Moments, Méthodes des (statistique) |2 ram | |
| 650 | 7 | |a Niet-lineaire vergelijkingen |2 gtt | |
| 650 | 7 | |a Oligopoles - Méthodes statistiques |2 ram | |
| 650 | 7 | |a Recherche industrielle - Aspect économique - Méthodes statistiques |2 ram | |
| 650 | 7 | |a Schattingstheorie |2 gtt | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Moments method (Statistics) | |
| 650 | 4 | |a Research, Industrial -- Economic aspects -- Statistical methods | |
| 650 | 4 | |a Oligopolies -- Statistical methods | |
| 650 | 0 | 7 | |a Nichtlineares Gleichungssystem |0 (DE-588)4202607-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Momentenmethode |g Mathematik |0 (DE-588)4320678-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Parameterschätzung |0 (DE-588)4044614-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4113937-9 |a Hochschulschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | 1 | |a Nichtlineares Gleichungssystem |0 (DE-588)4202607-6 |D s |
| 689 | 0 | 2 | |a Parameterschätzung |0 (DE-588)4044614-1 |D s |
| 689 | 0 | 3 | |a Momentenmethode |g Mathematik |0 (DE-588)4320678-5 |D s |
| 689 | 0 | |5 DE-604 | |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 497 |w (DE-604)BV000000036 |9 497 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009127450&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009127450 | ||
Datensatz im Suchindex
| _version_ | 1804128160743161856 |
|---|---|
| adam_text | Contents
1 Introduction 1
Parti: Estimation Theory
2 The Conditional Moment Approach to GMM Estimation 6
2.1 Estimation Principle 6
2.2 Examples 8
2.3 Two Step Estimators 17
3 Asymptotic Properties of GMM Estimators 20
3.1 Consistency 20
3.2 Asymptotic Distribution 25
4 Computation of GMM Estimators 28
4.1 The Newton Raphson Method 28
4.2 A Stopping Rule for Initial Estimators 30
5 Asymptotic Efficiency Bounds 36
5.1 Semiparametric Efficiency 36
5.2 Optimal Weights 40
5.3 Optimal Instruments 45
6 Overidentifying Restrictions 55
6.1 Asymptotic Efficiency Gains 55
6.2 Higher Order Moment Conditions 60
6.3 Moments of Compounded Distributions 62
6.4 Complementary Data Sources 63
7 GMM Estimation with Optimal Weights 67
7.1 Iterative Estimators 67
7.2 Small Sample Shortcomings 68
7.3 Lessons from IV Estimation 74
7.4 Application to GMM Estimation 84
VDI Contents
7.5 Bootstrapping for GMM Estimators 92
7.6 Empirical Likelihood Approaches 98
8 GMM Estimation with Optimal Instruments 107
8.1 Parametric Two step Estimation 107
8.2 Series Approximation 112
8.3 K Nearest Neighbor Estimation 117
8.4 Kernel Estimation 119
8.5 Cross Validation 121
9 Monte Carlo Investigation 123
9.1 GMM versus Maximum Likelihood Estimation 123
9.2 GMM versus Empirical Likelihood Estimation 144
Part II: Application
10 Theory of Cooperative R D 153
10.1 Motivation 153
10.2 Intra and Inter Industry R D Cooperation 157
10.3 Extension to Vertically Related Industries 161
10.4 Horizontal and Vertical R D Cooperation 165
10.5 Empirical Implications of the Model 177
11 Empirical Evidence on Cooperative R D 179
11.1 Data 179
11.2 Specification 183
11.3 Estimation Results 188
12 Conclusion 198
References 200
|
| any_adam_object | 1 |
| author | Inkmann, Joachim |
| author_facet | Inkmann, Joachim |
| author_role | aut |
| author_sort | Inkmann, Joachim |
| author_variant | j i ji |
| building | Verbundindex |
| bvnumber | BV013380877 |
| callnumber-first | H - Social Science |
| callnumber-label | HA31 |
| callnumber-raw | HA31.7.I55 2001 |
| callnumber-search | HA31.7.I55 2001 |
| callnumber-sort | HA 231.7 I55 42001 |
| callnumber-subject | HA - Statistics |
| classification_rvk | QH 233 QH 500 SI 853 |
| ctrlnum | (OCoLC)45122822 (DE-599)BVBBV013380877 |
| dewey-full | 519.5/4421 519.5/44 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 21 519.5/44 |
| dewey-search | 519.5/44 21 519.5/44 |
| dewey-sort | 3519.5 244 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02863nam a22006738cb4500</leader><controlfield tag="001">BV013380877</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20010817 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">001002s2001 gw m||| 00||| eng d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">959838597</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3540412077</subfield><subfield code="9">3-540-41207-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)45122822</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013380877</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">DE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-521</subfield><subfield code="a">DE-83</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HA31.7.I55 2001</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/44 21</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5/44</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 233</subfield><subfield code="0">(DE-625)141548:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 500</subfield><subfield code="0">(DE-625)141607:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SI 853</subfield><subfield code="0">(DE-625)143200:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">17</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">27</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Inkmann, Joachim</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Conditional moment estimation of nonlinear equation systems</subfield><subfield code="b">with an application to an oligopoly model of cooperative R & D</subfield><subfield code="c">Joachim Inkmann</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VIII, 214 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">497</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Zugl.: Konstanz, Univ., Diss., 2000</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Benaderingen (wiskunde)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Estimation, Théorie de l'</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Moments, Méthodes des (statistique)</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Niet-lineaire vergelijkingen</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Oligopoles - Méthodes statistiques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Recherche industrielle - Aspect économique - Méthodes statistiques</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Schattingstheorie</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estimation theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Moments method (Statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Research, Industrial -- Economic aspects -- Statistical methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Oligopolies -- Statistical methods</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Nichtlineares Gleichungssystem</subfield><subfield code="0">(DE-588)4202607-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Momentenmethode</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4320678-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Parameterschätzung</subfield><subfield code="0">(DE-588)4044614-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Nichtlineares Gleichungssystem</subfield><subfield code="0">(DE-588)4202607-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Parameterschätzung</subfield><subfield code="0">(DE-588)4044614-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Momentenmethode</subfield><subfield code="g">Mathematik</subfield><subfield code="0">(DE-588)4320678-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">497</subfield><subfield code="w">(DE-604)BV000000036</subfield><subfield code="9">497</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009127450&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009127450</subfield></datafield></record></collection> |
| genre | (DE-588)4113937-9 Hochschulschrift gnd-content |
| genre_facet | Hochschulschrift |
| id | DE-604.BV013380877 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:44:50Z |
| institution | BVB |
| isbn | 3540412077 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009127450 |
| oclc_num | 45122822 |
| open_access_boolean | |
| owner | DE-384 DE-739 DE-355 DE-BY-UBR DE-703 DE-521 DE-83 |
| owner_facet | DE-384 DE-739 DE-355 DE-BY-UBR DE-703 DE-521 DE-83 |
| physical | VIII, 214 S. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems |
| spelling | Inkmann, Joachim Verfasser aut Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D Joachim Inkmann Berlin [u.a.] Springer 2001 VIII, 214 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 497 Zugl.: Konstanz, Univ., Diss., 2000 Benaderingen (wiskunde) gtt Estimation, Théorie de l' ram Moments, Méthodes des (statistique) ram Niet-lineaire vergelijkingen gtt Oligopoles - Méthodes statistiques ram Recherche industrielle - Aspect économique - Méthodes statistiques ram Schattingstheorie gtt Estimation theory Moments method (Statistics) Research, Industrial -- Economic aspects -- Statistical methods Oligopolies -- Statistical methods Nichtlineares Gleichungssystem (DE-588)4202607-6 gnd rswk-swf Momentenmethode Mathematik (DE-588)4320678-5 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Ökonometrisches Modell (DE-588)4043212-9 s Nichtlineares Gleichungssystem (DE-588)4202607-6 s Parameterschätzung (DE-588)4044614-1 s Momentenmethode Mathematik (DE-588)4320678-5 s DE-604 Lecture notes in economics and mathematical systems 497 (DE-604)BV000000036 497 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009127450&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Inkmann, Joachim Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D Lecture notes in economics and mathematical systems Benaderingen (wiskunde) gtt Estimation, Théorie de l' ram Moments, Méthodes des (statistique) ram Niet-lineaire vergelijkingen gtt Oligopoles - Méthodes statistiques ram Recherche industrielle - Aspect économique - Méthodes statistiques ram Schattingstheorie gtt Estimation theory Moments method (Statistics) Research, Industrial -- Economic aspects -- Statistical methods Oligopolies -- Statistical methods Nichtlineares Gleichungssystem (DE-588)4202607-6 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd Parameterschätzung (DE-588)4044614-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4202607-6 (DE-588)4320678-5 (DE-588)4044614-1 (DE-588)4043212-9 (DE-588)4113937-9 |
| title | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D |
| title_auth | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D |
| title_exact_search | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D |
| title_full | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D Joachim Inkmann |
| title_fullStr | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D Joachim Inkmann |
| title_full_unstemmed | Conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative R & D Joachim Inkmann |
| title_short | Conditional moment estimation of nonlinear equation systems |
| title_sort | conditional moment estimation of nonlinear equation systems with an application to an oligopoly model of cooperative r d |
| title_sub | with an application to an oligopoly model of cooperative R & D |
| topic | Benaderingen (wiskunde) gtt Estimation, Théorie de l' ram Moments, Méthodes des (statistique) ram Niet-lineaire vergelijkingen gtt Oligopoles - Méthodes statistiques ram Recherche industrielle - Aspect économique - Méthodes statistiques ram Schattingstheorie gtt Estimation theory Moments method (Statistics) Research, Industrial -- Economic aspects -- Statistical methods Oligopolies -- Statistical methods Nichtlineares Gleichungssystem (DE-588)4202607-6 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd Parameterschätzung (DE-588)4044614-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Benaderingen (wiskunde) Estimation, Théorie de l' Moments, Méthodes des (statistique) Niet-lineaire vergelijkingen Oligopoles - Méthodes statistiques Recherche industrielle - Aspect économique - Méthodes statistiques Schattingstheorie Estimation theory Moments method (Statistics) Research, Industrial -- Economic aspects -- Statistical methods Oligopolies -- Statistical methods Nichtlineares Gleichungssystem Momentenmethode Mathematik Parameterschätzung Ökonometrisches Modell Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009127450&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000036 |
| work_keys_str_mv | AT inkmannjoachim conditionalmomentestimationofnonlinearequationsystemswithanapplicationtoanoligopolymodelofcooperativerd |