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Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D (Lecture Notes in Economics and Mathematical Systems) | 
 enlarge | Author: Joachim Inkmann
Publisher: Springer
Category: EBooks
List Price: $84.95
Buy New: $67.96
You Save: $16.99 (20%)
Sales Rank: 148248
Format: Kindle Book
Media: Kindle Edition
Edition: 1
Pages: 214
Number Of Items: 1
Shipping Weight (lbs): 0.7
Dimensions (in): 9.3 x 6.3 x 0.8
Dewey Decimal Number: 519.544
Publication Date: December 12, 2000
Availability: Usually ships in 24 hours
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Product Description
Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.
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