| Description |
1 online resource (xiv, 219 pages) : illustrations |
| Note |
"A Chapman & Hall book." |
| Bibliography |
Includes bibliographical references and index. |
| Contents |
1. Review of conventional econometric methods -- 2. Estimation of moment condition models -- 3. Higher-order and alternative asymptotics -- 4. Appendix. |
| 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 book's appendix provides a review of some basic concepts and results from linear algebra, |
| Subject |
Econometrics -- Methodology.
|
|
Mathematical statistics.
|
|
Économétrie -- Méthodologie. |
|
Econometrics -- Methodology |
|
Mathematical statistics |
| Added Author |
Gospodinov, Nikolay.
|
| Other Form: |
Print version: 9781439838242 |
| ISBN |
9781439838266 (electronic bk.) |
|
1439838267 (electronic bk.) |
|
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