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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Bibliographic Details
Main Author: Anatolyev, Stanislav
Other Authors: Gospodinov, Nikolay
Format: eBook
Language:English
Published: Boca Raton, Fla. CRC Press 2011
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
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245 0 0 |a Methods for estimation and inference in modern econometrics  |c Stanislav Anatolyev, Nikolay Gospodinov 
260 |a Boca Raton, Fla.  |b CRC Press  |c 2011 
300 |a xiv, 219 pages  |b illustrations 
505 0 |a Includes bibliographical references and index 
505 0 |a 1. Review of conventional econometric methods -- 2. Estimation of moment condition models -- 3. Higher-order and alternative asymptotics -- 4. Appendix 
653 |a BUSINESS & ECONOMICS / Statistics / bisacsh 
653 |a BUSINESS & ECONOMICS / Econometrics / bisacsh 
653 |a Économétrie / Méthodologie 
653 |a Econometrics / Methodology / fast 
653 |a Econometrics / Methodology 
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500 |a "A Chapman & Hall book." 
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520 |a 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