Topics in Advanced Econometrics : Volume II Linear and Nonlinear Simultaneous Equations /
This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the gener...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
1994.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | This textbook is intended for graduate students and professionals who have an interest in linear and nonlinear simultaneous equation models. These models arise in a great many settings in econometrics. The author's aim is to present a readable account, starting from an introduction to the general linear structural econometric model. From there, the book covers the identification problem, maximum likelihood methods, two and three stage least square methods, the general nonlinear model, and more advanced topics such as the general nonlinear simultaneous equations model. The reader is assumed to have a basic background in probability theory but otherwise this account is self-contained. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xvii, 401 pages) |
| ISBN: | 9781461243021 (electronic bk.) 1461243025 (electronic bk.) |