Micro-Econometrics: Methods of Moments and Limited Dependent Variables / Edition 2

by Myoung-jae Lee

Overview

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric

Many empirical examples and tips in applying econometric theories to data

Essential ideas and steps shown for most estimators and tests; well-suited for both applied and theoretical readers

Product Details

ISBN-13:	9780387953762
Publisher:	Springer New York
Publication date:	10/14/2009
Edition description:	2nd ed. 2010
Pages:	770
Product dimensions:	6.10(w) x 9.25(h) x 0.06(d)

Table of Contents

Methods of moments for single linear equation models.- Methods of moments for multiple linear equation systems.- M-Estimator and Maximum Likelihood Estimator (MLE).- Nonlinear models and estimators.- Parametric methods for single equation LDV models.- Parametric methods for multiple equation LDV Models.- Kernel nonparametric estimation.- Bandwidth-free semiparametric methods.- Bandwidth-dependent semiparametric methods.

Editorial Reviews

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 book to be extremely useful for my own work and I believe that many other readers, either students or researchers, will share that positive experience.” (Myoung-jae Lee, The Econometrics Journal, May, 2010)

“The book is voluminous at 759 pages. The author discusses various methods of testing and estimation in different models with illustrative empirical examples. The author hopes that theoretically oriented readers will find useful an overview on micro-econometrics and applied researchers will find helpful information on how to apply micro-econometric techniques. This reviewer agrees that the author has succeeded mostly in his aim. … book is a valuable addition to the literature on micro-econometrics.” (B. L. S. Prakasa Rao, Mathematical Reviews, Issue 2011 c)

From the Publisher