Micro-Econometrics: Methods of Moments and Limited Dependent Variables
Myoung-Jae Lee
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Description for Micro-Econometrics: Methods of Moments and Limited Dependent Variables
paperback. 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. Num Pages: 797 pages, biography. BIC Classification: JMBT; KCH; KJS; PBT; PSA; TQD. Category: (G) General (US: Trade). Dimension: 235 x 155 x 40. Weight in Grams: 1205.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer United States
Number of pages
797
Condition
New
Number of Pages
770
Place of Publication
New York, United States
ISBN
9781489983329
SKU
V9781489983329
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Micro-Econometrics: Methods of Moments and Limited Dependent Variables
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 ... Read more