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Topics in Advanced Econometrics, v. 2: Linear and Nonlinear Simultaneous Equations - Phoebus Dhrymes
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Phoebus Dhrymes:

Topics in Advanced Econometrics, v. 2: Linear and Nonlinear Simultaneous Equations - new book

ISBN: 9780387941561

ID: 1001004002660004

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..., 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. Productinformatie: Taal: Engels; Oorspronkelijke titel: Topics in Advanced Econometrics: Volume 2: Linear and Nonlinear Simultaneous Equations; Afmetingen: 23x234x156 mm; Gewicht: 769,00 gram; ISBN10: 0387941568; ISBN13: 9780387941561; , Engels | Hardcover | 1994, Managementboeken, Economie, Econometrie, Managementboeken, Economie, Theoretisch, Springer-Verlag New York Inc.

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Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - Dhrymes, Phoebus J.
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Dhrymes, Phoebus J.:

Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations - used book

ISBN: 9780387941561

ID: 1184985

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained. Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations Dhrymes, Phoebus J., Springer

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Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - Dhrymes, Phoebus J.
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Dhrymes, Phoebus J.:
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - hardcover

1994

ISBN: 0387941568

ID: 11722634791

[EAN: 9780387941561], Fine, [SC: 2.9], [PU: Springer, 20.01.1994.], 401 Seiten ex library book - Sprache: Englisch Gewicht in Gramm: 653 23,4 x 15,7 x 3,3 cm, Gebundene Ausgabe

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Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - Dhrymes, Phoebus J.
book is out-of-stock
(*)
Dhrymes, Phoebus J.:
Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - hardcover

1994, ISBN: 0387941568

ID: 19185027294

[EAN: 9780387941561], Neubuch, [PU: Springer], Business & Economics|Econometrics, Business & Economics|Economics|General, This item is printed on demand for shipment within 3 working days.

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Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - Dhrymes, Phoebus J.
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Dhrymes, Phoebus J.:
Topics In Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations: Linear and Nonlinear Simultaneous Equations v. 2 - hardcover

1994, ISBN: 0387941568

ID: 11722634791

[EAN: 9780387941561], Fine, [PU: Springer, 20.01.1994.], 401 Seiten ex library book - Sprache: Englisch Gewicht in Gramm: 653 23,4 x 15,7 x 3,3 cm, Gebundene Ausgabe

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Mosakowski & Stiasny GbR, Florstadt, Germany [51070922] [Rating: 5 (von 5)]
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Details of the book
Topics in Advanced Econometrics
Author:

Dhrymes, Phoebus J.

Title:

Topics in Advanced Econometrics

ISBN:

9780387941561

This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained.

Details of the book - Topics in Advanced Econometrics


EAN (ISBN-13): 9780387941561
ISBN (ISBN-10): 0387941568
Hardcover
Publishing year: 2007
Publisher: Springer-Verlag GmbH
424 Pages
Weight: 0,795 kg
Language: eng/Englisch

Book in our database since 06.11.2007 17:37:19
Book found last time on 18.10.2016 02:13:47
ISBN/EAN: 9780387941561

ISBN - alternate spelling:
0-387-94156-8, 978-0-387-94156-1

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