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Methods for Estimation and Inference in Modern Econometrics

By Stanislav Anatolyev

Product Image: Methods for Estimation and Inference in Modern Econometrics

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
Edition:
1
Number of Pages:
236
Release Date:
2011-06-07
Publication Date:
2011-06-07
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1439838240
ISBN13:
9781439838242
GPSR Manufacturer Reference:
[email protected]
Weight:
523 g
Height:
161 cm
Width:
240 cm
Thickness:
17 cm
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