Background
Lee, Myoung-Jae was born on November 18, 1958 in Seoul, Republic of Korea.
(The classical econometric approach to modelling has been ...)
The classical econometric approach to modelling has been to specify a model up to a finite-dimensional parameter vector, and estimation and testing techniques have been widely used on these finite-dimensional parameter spaces. In the last fifteen years or so however, new methods have been developed to allow more flexible models which utilise infinite-dimensional parameters. Simultaneously, methods of moments estimation have also become more widely used and applied. In this book, the author provides a survey of these modern techniques and how they are applied to limited dependent variable (LDV) models. As well as covering many classical approaches, the topics covered include: instrumental variable estimation, the generalized method of moments, extremum estimators, methods of simulated moments, minimum distance estimation, nonparametric density and regression function estimation, and semiparametric methods for LDV. As a result, many graduate students and research workers will appreciate this up-to-date account. An appendix describes the use of the software package GAUSS to implement these methods in conjunction with some real data sets.
http://www.amazon.com/gp/product/0387946268/?tag=2022091-20
Lee, Myoung-Jae was born on November 18, 1958 in Seoul, Republic of Korea.
Bachelor, Seoul National University, 1983. Master of Arts, State University of New York, Buffalo, 1986. Doctor of Philosophy, University Wisconsin, 1989.
Assistant professor, Pennsylvania State University, 1990-1994; assistant professor, Tilburg (The Netherlands) U., 1994-1997; associate professor, U.Tsukuba, Japan, since 1997.
(The classical econometric approach to modelling has been ...)
Member Econometric Society.
Married Hyunsook Pai, January 1984.