| 書目名稱 | Topics In Advanced Econometrics | | 副標(biāo)題 | Volume II Linear and | | 編輯 | Phoebus J. Dhrymes | | 視頻video | http://file.papertrans.cn/927/926068/926068.mp4 | | 圖書封面 |  | | 描述 | 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 | | 出版日期 | Textbook 1994 | | 關(guān)鍵詞 | econometrics; forecasting; inequality; probability theory; value-at-risk | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-4302-1 | | isbn_softcover | 978-1-4612-8731-5 | | isbn_ebook | 978-1-4612-4302-1 | | copyright | Springer-Verlag New York, Inc. 1994 |
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