| Document Type
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BL
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| Record Number
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1041681
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| Doc. No
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b796051
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| Main Entry
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Cramer, J. S., (Jan Salomon),1928-
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| Title & Author
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Econometric applications of maximum likelihood methods /\ J.S. Cramer.
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| Publication Statement
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Cambridge [Cambridgeshire] ;New York :: Cambridge University Press,, 1986.
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| Page. NO
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xiii, 208 pages :: illustrations ;; 24 cm
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| ISBN
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0521253179
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: 0521378605
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: 9780521253178
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: 9780521378604
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0521375875
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| Notes
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Includes indexes.
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| Bibliographies/Indexes
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Includes bibliographical references (pages 194-201).
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| Abstract
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The advent of electronic computing permits the empirical analysis of economic models of far greater subtlety and rigour than before, when many interesting ideas were not followed up because the calculations involved made this impracticable. The estimation and testing of these more intricate models is usually based on the method of Maximum Likelihood, which is a well-established branch of mathematical statistics. Its use in econometrics has led to the development of a number of special techniques; the specific conditions of econometric research moreover demand certain changes in the interpretation of the basic argument. This book is a self-contained introduction to this field. It consists of three parts. The first deals with general features of Maximum Likelihood methods; the second with linear and nonlinear regression; and the third with discrete choice and related micro-economic models. Readers should already be familiar with elementary statistical theory, with applied econometric research papers, or with the literature on the mathematical basis of Maximum Likelihood theory. They can also try their hand at some advanced econometric research of their own.
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| Subject
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Econometrics.
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Estimation theory.
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Estimation theory.
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Maximum principles (Mathematics)
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Économétrie.
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Estimation, Théorie de l'
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calcul des variations.
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| Subject
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Econometrics.
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| Subject
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Econometrics.
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Économétrie.
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estimation (statistique)
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Estimation theory.
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Estimation theory.
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Estimation, Théorie de l'.
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Maximum principles (Mathematics)
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modèle économétrique.
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Modèles économétriques.
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Principes du maximum (mathématiques)
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Econometrie.
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Grootste aannemelijkheid.
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| Subject
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Modellen.
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| Dewey Classification
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330/.01/5195
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330/.208
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| LC Classification
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HB139.C72 1986
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| NLM classification
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31.70bcl
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83.03bcl
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