0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Not currently available

Methods for Estimation and Inference in Modern Econometrics (Electronic book text)
Methods for Estimation and Inference in Modern Econometrics (Electronic book text): Stanislav Anatolyev, Nikolay Gospodinov

Share your images

Methods for Estimation and Inference in Modern Econometrics (Electronic book text)

Stanislav Anatolyev, Nikolay Gospodinov

 (sign in to rate)

Bookmark and Share

We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available.

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 book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book. Topics covered include: Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.

General

Imprint: Chapman & Hall/CRC
Country of origin: United Kingdom
Release date: June 2011
First published: 2011
Authors: Stanislav Anatolyev • Nikolay Gospodinov
Format: Electronic book text
Pages: 234
ISBN-13: 978-1-4398-3826-6
Categories: Books > Business & Economics > Economics
Books > Science & Mathematics > Mathematics
Books > Business & Economics > Economics > Econometrics
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Economics > Econometrics > General
Promotions
LSN: 1-4398-3826-7
Barcode: 9781439838266

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners