Methods for estimation and inference in modern econometrics /
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TextPublication details: Boca Raton, FL : CRC Press, c2011.Description: xiv, 219 pISBN: - 9781439838242 (hardcover : alk. paper)
- 330.01'5195 ANA
- HB139 .A5198 2011
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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.
oif 21/05/13
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