Conditional Moment Estimation of Nonlinear Equation Systems
Subtitle: With an Application to an Oligopoly Model of Cooperative R&D (Lecture Notes in Economics and Mathematical Systems)
Edition: 1 edition
Publisher: Springer
Published: December 12, 2000
Language: eng
Format: Paperback
Number of pages: 214
ISBN-13: 9783540412076
Subjects: Differential equations; Econometrics; Labour economics; Non-linear science; Statistical methods; Probability & Statistics - General; Business & Economics; Statistical Methods In The Social Sciences; Social Science; Mathematics; Science/Mathematics; Research, Industrial; Economics - General; Business & Economics / Econometrics; Statistics; Economic aspects; Estimation theory; Moments method (Statistics)
First sentence: Let Z be a random vector which includes both endogenous and explanatory variables.