Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

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Annelise Straw, SIS/BA '18, SIS/MA '19

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Under the header JavaScript select the following radio button: Allow all sites to run JavaScript recommended. Prices and offers may vary in store. WhenIwrotethebookMethodsofMomentsandSemiparametricEco- metrics for Limited Dependent Variable Models published from Springer in , my motivation was clear: there was no book available to convey the latest messages in micro-econometrics.

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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.

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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 , 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? When I set out to write the second edition of the book, these changes prompted me to re-title, reorganize, and re-focus the book. Select Parent Grandparent Teacher Kid at heart.

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