Anatolyev, Stanislav Gospodinov, Nikolay Methods for estimation and inference in modern econometrics 9781439838242

Варианты приобретения

Цена: 14083р.
Кол-во:
Наличие: Поставка под заказ. Есть в наличии на складе поставщика.
Склад Америка: Есть
При оформлении заказа до:
Ориентировочная дата поставки:
При условии наличия книги у поставщика.

Добавить в корзину

в Мои желания

Автор: Anatolyev, Stanislav Gospodinov, Nikolay
Название: Methods for estimation and inference in modern econometrics
Перевод названия: Методы для оценки и вывода в современной эконометрике
ISBN: 9781439838242
Издательство: Taylor&Francis
Классификация:

Экономическая статистика

Вероятность и статистика

ISBN-10: 1439838240
Обложка/Формат: Hardback
Страницы: 234
Вес: 0.466 кг.
Дата издания: 06.06.2011
Язык: English
Размер: 243 x 152 x 18
Читательская аудитория: Postgraduate, research & scholarly
Рейтинг:
Описание:

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 books appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book.

Topics covered include:

Well-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference

Estimation of models based on moment restrictions implied by economic theory, including various method-of-moments estimators for unconditional and conditional moment restriction models, and asymptotic theory for correctly specified and misspecified models

Non-conventional asymptotic tools that lead to improved finite sample inference, such as higher-order asymptotic analysis that allows for more accurate approximations via various asymptotic expansions, and asymptotic approximations based on drifting parameter sequences

Offering a unified approach to studying econometric problems, Methods for Estimation and Inference in Modern Econometrics links most of the existing estimation and inference methods in a general framework to help readers synthesize all aspects of modern econometric theory. Various theoretical exercises and suggested solutions are included to facilitate understanding.

Methods for estimation and inference in modern econometrics, Anatolyev, Stanislav Gospodinov, Nikolay