Description: Please refer to the section BELOW (and NOT ABOVE) this line for the product details - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Title:Topics In Advanced Econometrics: Volume Ii Linear And Nonlinear Simultaneous EquationsISBN13:9781461287315ISBN10:1461287316Author:Dhrymes, Phoebus J. (Author)Description: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 Binding:Paperback, PaperbackPublisher:SPRINGER NATUREPublication Date:2011-09-21Weight:1.3 lbsDimensions:0.86'' H x 9.21'' L x 6.14'' WNumber of Pages:402Language:English
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Book Title: Topics In Advanced Econometrics: Volume Ii Linear And Nonlin...
Item Length: 9.3in
Item Height: 0.3in
Item Width: 6.1in
Author: Phoebus J. Dhrymes
Publication Name: Topics in Advanced Econometrics : Volume II Linear and Nonlinear Simultaneous Equations
Format: Trade Paperback
Language: English
Publisher: Springer NY
Publication Year: 2011
Type: Textbook
Item Weight: 22.5 Oz
Number of Pages: Xviii, 402 Pages
