Methods for estimation and inference in modern econometrics
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 h...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Boca Raton, FL :
Chapman & Hall/CRC
c2011.
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| Edición: | 1st edition |
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628310106719 |
Tabla de Contenidos:
- Front Cover; Dedication; Contents; Preface; Notation and Abbreviations; I. Review of Conventional Econometric Methods; 1. Standard Approaches to Estimation and Statistical Inference; II. Estimation of Moment Condition Models; 2. Generalized Empirical Likelihood Estimators; 3. Estimation of Models Defined by Conditional Moment Restrictions; 4. Inference in Misspecified Models; III. Higher-Order and Alternative Asymptotics; 5. Higher-Order Asymptotic Approximations; 6. Asymptotics Under Drifting Parameter Sequences; IV: Appendix; A. Results from Linear Algebra, Probability Theory and Statistics
