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Topics in Advanced Econometrics: Volume II Linear and Nonlinear Simultaneous Equations (Hardcover)

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Product Overview

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.

Specifications

Publisher Springer
Mfg Part# 9780387941561
SKU 202027134
Format Hardcover
ISBN10 0387941568
Release Date 4/10/2007
Product Attributes
Book Format Hardcover
Number of Pages 0401
Publisher Springer
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