ISBN 9780387946269,Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

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Springer

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ISBN 9780387946269
Publisher

Springer

Publication Year 1996
ISBN-13

ISBN 9780387946269

ISBN-10 0387946268
Binding

Hardback

Number of Pages 308 Pages
Subject

Econometrics

The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. This book provides a survey of these modern techniques and how they are applied to limited dependent variable models.
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