Panel data econometrics : methods-of-moments and limited dependent variables /
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TextPublication details: San Diego : Academic Press, c2002.Description: xiii, 195 pISBN: - 9780124406568
- 0124406564
- 0124406572 (diskette)
- 330.01'5195 LEE
- HB141 .L434 2002
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| 330.01'5195 KOO Analysis of economic data / | 330.01'5195 KOU Theory of Econometrics / | 330.01'5195 KOU Theory of Econometrics / | 330.01'5195 LEE Panel data econometrics : | 330.01'5195 LEE Panel data econometrics : | 330.01'5195 MCC The ABCs of RBCs : | 330.01'5195 MCC The ABCs of RBCs : |
Includes bibliographical references (p. 184-192) and index.
Describes developments in panel-data econometrics, focusing on implemention and computational feasibility of estimation methods. This book compares parametric and semiparametric approaches, provides estimators for response models, presents methods in panel data analysis, and, describes ideas behind generalized method of moments (GMM) estimation.
oif 05/05/15
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