Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1994
|
| Ausgabe: | 1st ed. 1994 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (XVIII, 402 p) |
| ISBN: | 9781461243021 |
| DOI: | 10.1007/978-1-4612-4302-1 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046872657 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1994 |||| o||u| ||||||eng d | ||
| 020 | |a 9781461243021 |9 978-1-4612-4302-1 | ||
| 024 | 7 | |a 10.1007/978-1-4612-4302-1 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-1-4612-4302-1 | ||
| 035 | |a (OCoLC)903189251 | ||
| 035 | |a (DE-599)BVBBV046872657 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.1 |2 23 | |
| 084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 084 | |a ZA 65000 |0 (DE-625)154297: |2 rvk | ||
| 100 | 1 | |a Dhrymes, Phoebus J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Topics In Advanced Econometrics |b Volume II Linear and Nonlinear Simultaneous Equations |c by Phoebus J. Dhrymes |
| 250 | |a 1st ed. 1994 | ||
| 264 | 1 | |a New York, NY |b Springer New York |c 1994 | |
| 300 | |a 1 Online-Ressource (XVIII, 402 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 520 | |a 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 | ||
| 650 | 4 | |a Economic Theory/Quantitative Economics/Mathematical Methods | |
| 650 | 4 | |a Economic theory | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781461287315 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780387941561 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781461243038 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4612-4302-1 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032282789 | ||
| 966 | e | |u https://doi.org/10.1007/978-1-4612-4302-1 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181721890947072 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Dhrymes, Phoebus J. |
| author_facet | Dhrymes, Phoebus J. |
| author_role | aut |
| author_sort | Dhrymes, Phoebus J. |
| author_variant | p j d pj pjd |
| building | Verbundindex |
| bvnumber | BV046872657 |
| classification_rvk | QH 300 SK 980 ZA 65000 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-1-4612-4302-1 (OCoLC)903189251 (DE-599)BVBBV046872657 |
| dewey-full | 330.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.1 |
| dewey-search | 330.1 |
| dewey-sort | 3330.1 |
| dewey-tens | 330 - Economics |
| discipline | Agrar-/Forst-/Ernährungs-/Haushaltswissenschaft / Gartenbau Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Agrar-/Forst-/Ernährungs-/Haushaltswissenschaft / Gartenbau Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4612-4302-1 |
| edition | 1st ed. 1994 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03282nmm a2200457zc 4500</leader><controlfield tag="001">BV046872657</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1994 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781461243021</subfield><subfield code="9">978-1-4612-4302-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4612-4302-1</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-1-4612-4302-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)903189251</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046872657</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.1</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ZA 65000</subfield><subfield code="0">(DE-625)154297:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Dhrymes, Phoebus J.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Topics In Advanced Econometrics</subfield><subfield code="b">Volume II Linear and Nonlinear Simultaneous Equations</subfield><subfield code="c">by Phoebus J. Dhrymes</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed. 1994</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XVIII, 402 p)</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">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic Theory/Quantitative Economics/Mathematical Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economic theory</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781461287315</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780387941561</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781461243038</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4612-4302-1</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032282789</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4612-4302-1</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046872657 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:37Z |
| indexdate | 2024-07-10T08:56:10Z |
| institution | BVB |
| isbn | 9781461243021 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032282789 |
| oclc_num | 903189251 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (XVIII, 402 p) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Springer New York |
| record_format | marc |
| spelling | Dhrymes, Phoebus J. Verfasser aut Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations by Phoebus J. Dhrymes 1st ed. 1994 New York, NY Springer New York 1994 1 Online-Ressource (XVIII, 402 p) txt rdacontent c rdamedia cr rdacarrier 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 Economic Theory/Quantitative Economics/Mathematical Methods Economic theory Erscheint auch als Druck-Ausgabe 9781461287315 Erscheint auch als Druck-Ausgabe 9780387941561 Erscheint auch als Druck-Ausgabe 9781461243038 https://doi.org/10.1007/978-1-4612-4302-1 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Dhrymes, Phoebus J. Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations Economic Theory/Quantitative Economics/Mathematical Methods Economic theory |
| title | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations |
| title_auth | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations |
| title_exact_search | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations |
| title_exact_search_txtP | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations |
| title_full | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations by Phoebus J. Dhrymes |
| title_fullStr | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations by Phoebus J. Dhrymes |
| title_full_unstemmed | Topics In Advanced Econometrics Volume II Linear and Nonlinear Simultaneous Equations by Phoebus J. Dhrymes |
| title_short | Topics In Advanced Econometrics |
| title_sort | topics in advanced econometrics volume ii linear and nonlinear simultaneous equations |
| title_sub | Volume II Linear and Nonlinear Simultaneous Equations |
| topic | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory |
| topic_facet | Economic Theory/Quantitative Economics/Mathematical Methods Economic theory |
| url | https://doi.org/10.1007/978-1-4612-4302-1 |
| work_keys_str_mv | AT dhrymesphoebusj topicsinadvancedeconometricsvolumeiilinearandnonlinearsimultaneousequations |