Analog Estimation Methods In Econometrics
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Analog Estimation Methods in Econometrics
Author: Charles F. Manski
language: en
Publisher: Chapman and Hall/CRC
Release Date: 1988-06-15
Presents familiar elements of estimation theory from an analog perspective discussing recent developments in the theory of analog estimation and new results that offer flexibility in empirical research. Annotation copyrighted by Book News, Inc., Portland, OR
Methods for Estimation and Inference in Modern Econometrics
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.
A Guide to Econometrics
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don’ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets