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Topics In Advanced Econometrics
Phoebus J. Dhrymes
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Description for Topics In Advanced Econometrics
Paperback. Num Pages: 402 pages, biography. BIC Classification: KCA. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 21. Weight in Grams: 638.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
402
Condition
New
Number of Pages
402
Place of Publication
New York, NY, United States
ISBN
9781461287315
SKU
V9781461287315
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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