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Methods for estimation and inference in modern econometrics

By: Anatolyev, Stanislav.
Material type: materialTypeLabelBookPublisher: Boca Raton CRC Press 2011Description: xiv, 219 p.ISBN: 9781439838242.Subject(s): EconometricsDDC classification: 511.05195 Summary: Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The bookDsappendixprovidesareviewofsomebasicconceptsandresultsfromlinearalgebra,probabilitytheory,andstatisticsthatareusedthroughoutthebook.(http://www.crcpress.com/product/isbn/9781439838242)
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Slot 1352 (0 Floor, East Wing) 511.05195 A6M3 (Browse shelf) Available 173608

Methods for Estimation and Inference in Modern Econometrics provides a comprehensive introduction to a wide range of emerging topics, such as generalized empirical likelihood estimation and alternative asymptotics under drifting parameterizations, which have not been discussed in detail outside of highly technical research papers. The book also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity. The bookDsappendixprovidesareviewofsomebasicconceptsandresultsfromlinearalgebra,probabilitytheory,andstatisticsthatareusedthroughoutthebook.(http://www.crcpress.com/product/isbn/9781439838242)

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