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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2001.
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| Series: | Lecture notes in economics and mathematical systems ;
497. |
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| Online Access: | Connect to the full text of this electronic book |
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