Spar
Conditional Moment Estimation of Nonlinear Equation Systems
Forfatter:
heftet, 2000
Engelsk
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.
- Undertittel
- With an Application to an Oligopoly Model of Cooperative R&D
- Forfatter
- Joachim Inkmann
- Opplag
- Softcover reprint of the original 1st ed. 2001
- ISBN
- 9783540412076
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 6.11.2000
- Antall sider
- 214
