Title
Statistische Analyse konometrischer Ungleichgewichtsmodelle (Arbeiten zur Angewandten Statistik, 32) (German Edition),Used
Delivery time: 8-12 business days (International)
Das vorliegende Buch gibt eine umfassende Darstellung der in der konometrischen Literatur gebruchlichen Ungleichgewichtsmodelle zusammen mit einer eingehenden theoretischstatistischen Analyse der Identifizierbarkeits und Schtzproblematik. Es werden 1Markt und 2MarktModelle betrachtet, wobei jeweils sechs charakteristische Modellklassen unterschieden werden: Die statistischen Modelle lassen sich nach einer in der Literatur blichen Klassifizierung einteilen in solche des Typs I, II, III und IV, hinzu kommen die Modelle mit kontrollierten Preisen. Die sechste Klasse bilden die dynamischen Modelle. Der in der Ungleichgewichtsliteratur ziemlich vernachlssigte Aspekt der Identifizierbarkeit der zu schtzenden Modellparameter wird anhand verbesserter Identifizierbarkeitskriterien fr nichtlineare Modelle diskutiert. Die blicherweise in der einschlgigen Literatur vorgeschlagene Schtzmethode ist die MaximumLikelihoodSchtzung: da die Maximierung der hochgradig nichtlinearen Likelihoodfunktionen jedoch iterative Verfahren und damit gute Anfangsschtzer fr die Parameter erfordert, werden hier in erster Linie die Anwendung teilweise neuer zweistufiger Schtzverfahren und deren asymptotische Eigenschaften untersucht.
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This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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