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Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

by Myoung-Jae Lee

  • ISBN: 9780387946269
  • ISBN10: 0387946268

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

by Myoung-Jae Lee

  • List Price: $119.00
  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 04/01/1996
  • ISBN: 9780387946269
  • ISBN10: 0387946268
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Description: 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. In the last fifteen years or so, however, new methods have been developed to allow more flexible models which utilize infinite-dimensional parameters.
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