Micro-Econometrics

Book Name : Micro-Econometrics_x000D_
Methods of Moments and Limited Dependent Variables

By by Myoung-jae Lee

Sub Title : Methods of Moments and Limited Dependent Variables

Written by : by Myoung-jae Lee

Subject Category : Psychology & Psychiatry

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about this book

WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in 1996, my motivation was clear: there was no book available to convey the latest messages in micro-econometrics. The messages were that most eco- metric estimators can be viewed as method-of-moment estimators and that inferences for models with limited dependent variables (LDV) can be done without going fully parametric. Time has passed and there are now several books available for the same purpose. These days, methods of moments are the mainstay in econometrics, not just in micro-, but also in macro-econometrics. Many papers have been published for semiparametric methods and LDV models. I, myself, learned much over the years since 1996, so much so that my own view on what should be taught, and how, has changed much. Particularly, my exposure to the “sample selection” and “treatment e?ect” literature has changed the way I look at econometrics now. When I set out to write the second edition of the 1996 book, these changes prompted me to re-title, reorganize, and re-focus the book. Springer New York; September 2009 ISBN 9780387688411 Read online, or download in secure PDF format Title: Micro-Econometrics Author: Myoung-jae Lee Imprint: Springer Subject categories Psychology & Psychiatry > Assessment, Testing & Measurement Business > Econometrics Technology > Environmental Engineering & Technology Science > Environmental Science Science > Life Sciences Business > Marketing Economics > Methodology Mathematics > Probability & Statistics Social Sciences ISBNs 0387688412 9780387953762 9780387688411 In The Press From the reviews of the second edition: “This is a book on microeconometric methods. … book is particularly useful both for advanced graduate students and for researchers, whether they are theoretically or empirically oriented. … an excellent basis for an advanced course on semi- and non-parametric econometrics, or simply as a valuable reference book. … I have found this book to be extremely useful for my own work and I believe that many other readers, either students or researchers, will share that positive experience.” (Myoung-jae Lee, The Econometrics Journal, May, 2010) “The book is voluminous at 759 pages. The author discusses various methods of testing and estimation in different models with illustrative empirical examples. The author hopes that theoretically oriented readers will find useful an overview on micro-econometrics and applied researchers will find helpful information on how to apply micro-econometric techniques. This reviewer agrees that the author has succeeded mostly in his aim. … book is a valuable addition to the literature on micro-econometrics.” (B. L. S. Prakasa Rao, Mathematical Reviews, Issue 2011 c)

About The authore

From the reviews of the second edition:

Related subjects

Psychology & Psychiatry - Assessment, Testing & Measurement Business - Econometrics Technology - Environmental Engineering & Technology Science - Environmental Science Science - Life Sciences Business - Marketing Economics - Methodology Mathematics - Probability & Statistics Social Sciences

ISBN

0387688412 - 9780387953762 - 9780387688411

In The Press:

NA

Imprint

Springer