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![]() | Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models by Myoung-jae Lee ISBN-10: 9780387946269 ISBN-10: 0-387-94626-8 ISBN-13: 9780387946269 ISBN-13: 978-0-387-94626-9 Hardcover 1996-04-04 Springer Find Lowest Price | |
Editorials | ||
Product Description In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software. | ||
Reviews | ||
A Modern Counterpart of the Maddala's Book Ph.D students and researchers in applied microeconomics will enjoy this book, because this book is, to my knowledge, the first reasonably coherent and complete overview of semi-(non)parametric microeconometrics. translated from Kwantitatieve Methoden 55, 1997 May. | ||
a useful book for an otherwise daunting field The book does a very good job of surveying the literature on semiparametric methods for modeling choice. This is an important field, and is not well covered in other textbooks. Of course the book requires some sophistication on the part of the user, namely a graduate level backround in econometrics. | ||