Methods for Estimation and Inference in Modern Econometrics
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- Synopsis
- 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.
- Copyright:
- 2011
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 236 Pages
- ISBN-13:
- 9781040057728
- Related ISBNs:
- 9781439838266, 9780367382667, 9780429106033, 9780367841966, 9781439838242
- Publisher:
- CRC Press
- Date of Addition:
- 06/27/24
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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