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 |
Table of Contents:
- Includes bibliographical references and index
- 1. Review of conventional econometric methods
- 2. Estimation of moment condition models
- 3. Higher-order and alternative asymptotics
- 4. Appendix