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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| Format: | eBook |
| Language: | English |
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Boca Raton, Fla.
CRC Press
2011
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| 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 |
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| Item Description: | "A Chapman & Hall book." |
| Physical Description: | xiv, 219 pages illustrations |
| ISBN: | 9781439838266 |