Conditional Moment Estimation of Nonlinear Equation Systems : With an Application to an Oligopoly Model of Cooperative R & D /

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 burdens...

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Bibliographic Details

Main Author:	Inkmann, Joachim
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2001.
Series:	Lecture notes in economics and mathematical systems ; 497.
Subjects:	Economics. Econometrics. Industrial organization (Economic theory) Electronic books.
Online Access:	Connect to the full text of this electronic book