Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D
Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdens...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2001
|
| Ausgabe: | 1st ed. 2001 |
| Schriftenreihe: | Lecture Notes in Economics and Mathematical Systems
497 |
| Schlagworte: | |
| Online-Zugang: | BTU01 URL des Erstveröffentlichers |
| Zusammenfassung: | Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics |
| Beschreibung: | 1 Online-Ressource (VIII, 214 p) |
| ISBN: | 9783642565717 |
| DOI: | 10.1007/978-3-642-56571-7 |
Internformat
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| 520 | |a Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics | ||
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| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
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| edition | 1st ed. 2001 |
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| spelling | Inkmann, Joachim Verfasser aut Conditional Moment Estimation of Nonlinear Equation Systems With an Application to an Oligopoly Model of Cooperative R&D by Joachim Inkmann 1st ed. 2001 Berlin, Heidelberg Springer Berlin Heidelberg 2001 1 Online-Ressource (VIII, 214 p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Economics and Mathematical Systems 497 Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics Econometrics Industrial Organization Industrial organization Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Momentenmethode Mathematik (DE-588)4320678-5 gnd rswk-swf Nichtlineares Gleichungssystem (DE-588)4202607-6 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 Erscheint auch als Druck-Ausgabe 9783540412076 Erscheint auch als Druck-Ausgabe 9783642565724 https://doi.org/10.1007/978-3-642-56571-7 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Inkmann, Joachim Conditional Moment Estimation of Nonlinear Equation Systems With an Application to an Oligopoly Model of Cooperative R&D Econometrics Industrial Organization Industrial organization Parameterschätzung (DE-588)4044614-1 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd Nichtlineares Gleichungssystem (DE-588)4202607-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4044614-1 (DE-588)4320678-5 (DE-588)4202607-6 (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_exact_search_txtP | 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 by Joachim Inkmann |
| title_fullStr | Conditional Moment Estimation of Nonlinear Equation Systems With an Application to an Oligopoly Model of Cooperative R&D by Joachim Inkmann |
| title_full_unstemmed | Conditional Moment Estimation of Nonlinear Equation Systems With an Application to an Oligopoly Model of Cooperative R&D by 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 | Econometrics Industrial Organization Industrial organization Parameterschätzung (DE-588)4044614-1 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd Nichtlineares Gleichungssystem (DE-588)4202607-6 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Econometrics Industrial Organization Industrial organization Parameterschätzung Momentenmethode Mathematik Nichtlineares Gleichungssystem Ökonometrisches Modell Hochschulschrift |
| url | https://doi.org/10.1007/978-3-642-56571-7 |
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