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Conditional Moment Estimation of Nonlinear Equation Systems
Tallenna

Conditional Moment Estimation of Nonlinear Equation Systems

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.
Alaotsikko
With an Application to an Oligopoly Model of Cooperative R&D
Kirjailija
Joachim Inkmann
Painos
Softcover reprint of the original 1st ed. 2001
ISBN
9783540412076
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
6.11.2000
Sivumäärä
214