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Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D - Lecture Notes in Economics and Mathematical Systems Joachim Inkmann Softcover reprint of the original 1st ed. 2001 edition
Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R&D - Lecture Notes in Economics and Mathematical Systems
Joachim Inkmann
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 burdensome or even impossible.
214 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 6, 2000 |
| ISBN13 | 9783540412076 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 214 |
| Dimensions | 155 × 235 × 12 mm · 326 g |
| Language | German |