Methods for estimation and inference in modern econometrics /
Anatolyev, Stanislav.
Methods for estimation and inference in modern econometrics / - Boca Raton, FL : CRC Press, c2011. - xiv, 219 p. :
Includes bibliographical references and index.
The book 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. It also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity.
9781439838242 (hardcover : alk. paper)
Econometrics
Mathematical statistics.
HB139 / .A5198 2011
330.01'5195 / ANA
Methods for estimation and inference in modern econometrics / - Boca Raton, FL : CRC Press, c2011. - xiv, 219 p. :
Includes bibliographical references and index.
The book 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. It also addresses several problems often arising in the analysis of economic data, including weak identification, model misspecification, and possible nonstationarity.
9781439838242 (hardcover : alk. paper)
Econometrics
Mathematical statistics.
HB139 / .A5198 2011
330.01'5195 / ANA