Methods for Estimation and Inference in Modern Econometrics

By Stanislav Anatolyev, Nikolay Gospodinov, Nikolay Gospdinov

Book Overview

This book covers important topics in econometrics. It discusses methods for efficient estimation in models defined by unconditional and conditional moment restrictions, inference in misspecified models, generalized empirical likelihood estimators, and alternative asymptotic approximations. The first chapter provides a general overview of established nonparametric and parametric approaches to estimation and conventional frameworks for statistical inference. The next several chapters focus on the estimation of models based on moment restrictions implied by economic theory. The final chapters cover nonconventional asymptotic tools that lead to improved finite-sample inference.

• Format: Paperback
• Language: English
• ISBN: 0367382660
• ISBN13: 9780367382667
• Release Date: September 2019
• Publisher: CRC Press
• Length: 236 Pages
• Weight: 0.75 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"