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Conditional Moment Estimation of Nonlinear Equation Systems
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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.
Undertitel
With an Application to an Oligopoly Model of Cooperative R&D
Författare
Joachim Inkmann
Upplaga
Softcover reprint of the original 1st ed. 2001
ISBN
9783540412076
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2000-11-06
Sidor
214