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Methods for Estimation and Inference in Modern Econometrics

By Stanislav Anatolyev

Methods for Estimation and Inference in Modern Econometrics

By Stanislav Anatolyev

0 - Default Title
Description
This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
236
Release Date:
2019-09-05
Publication Date:
2019-09-05
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
0367382660
ISBN13:
9780367382667
GPSR Manufacturer Reference:
[email protected]
Weight:
365 g
Height:
156 cm
Width:
234 cm
Thickness:
13 cm
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