Methods for Estimation and Inference in Modern Econometrics

Released on by Stanislav Anatolyev
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  • Methods for Estimation and Inference in Modern Econometrics Book Detail

  • Author : Stanislav Anatolyev
  • Release Date : 2011-06-07
  • Publisher : CRC Press
  • Genre : Business & Economics
  • Pages : 230
  • ISBN 13 : 1439838267
  • File Size : 66,66 MB
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Methods for Estimation and Inference in Modern Econometrics by Stanislav Anatolyev PDF Summary

Book 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.

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