{"product_id":"methods-for-estimation-and-inference-in-modern-econometrics-9781439838242","title":"Methods for Estimation and Inference in Modern Econometrics","description":"\u003cp\u003e\u003cstrong\u003eMethods for Estimation and Inference in Modern Econometrics\u003c\/strong\u003e 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 book's appendix provides a review of some basic concepts and results from linear algebra, probability theory, and statistics that are used throughout the book. \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eTopics covered include: \u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e \u003cp\u003e\u003c\/p\u003e\n\u003cp\u003e\u003c\/p\u003e \u003cli\u003eWell-established nonparametric and parametric approaches to estimation and conventional (asymptotic and bootstrap) frameworks for statistical inference\u003c\/li\u003e \u003cp\u003e\u003c\/p\u003e\n\u003cli\u003eEstimation 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\u003c\/li\u003e \u003cp\u003e\u003c\/p\u003e\n\u003cli\u003eNon-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 \u003c\/li\u003e \u003cp\u003e\u003c\/p\u003e \u003c\/ul\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eOffering a unified approach to studying econometric problems, \u003cstrong\u003eMethods for Estimation and Inference in Modern Econometrics\u003c\/strong\u003e 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.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Stanislav Anatolyev,Nikolay Gospodinov\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e CRC Press\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/07\/2011\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 236\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.12lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.56d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9781439838242\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eStanislav Anatolyev\u003c\/strong\u003e is Professor at the New Economic School, Moscow. He completed his Ph.D. degree at the University of Wisconsin-Madison in 2000, and now holds a Chair of Access Industries Professor of Economics at the New Economic School. Dr. Anatolyev has published his work in \u003cem\u003eEconometrica, \u003c\/em\u003e\u003cem\u003e Econometric Theory, Journal of Business and Economic Statistics, Econometric Reviews, \u003c\/em\u003e and other economic journals.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eNikolay Gospodinov\u003c\/strong\u003e is Associate Professor of Economics at Concordia University, Montreal, and a Research Fellow of CIREQ. He completed his Ph.D. degree at Boston College in 2000. Dr. Gospodinov's previous research has appeared in \u003cem\u003eEconometric Theory, Econometric Reviews, Econometrics Journal\u003c\/em\u003e\u003cem\u003e, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Econometrics, \u003c\/em\u003e\u003cem\u003e \u003c\/em\u003eand other economic journals.\u003c\/p\u003e\u003cbr\u003e","brand":"CRC Press","offers":[{"title":"Hardcover","offer_id":44707531227251,"sku":"9781439838242","price":207.95,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/files\/img_8dee4170-d7ec-427a-80c2-f854cd4cfa11.jpg?v=1775840473","url":"https:\/\/bookstorenmore.com\/en-de\/products\/methods-for-estimation-and-inference-in-modern-econometrics-9781439838242","provider":"Bookstore N More","version":"1.0","type":"link"}