Methods for Estimation and Inference in Modern Econometrics
Author:   Stanislav Anatolyev ,  Nikolay Gospodinov
Publisher:   Taylor & Francis Inc
ISBN:  

9781439838242


Pages:   236
Publication Date:   07 June 2011
Format:   Hardback
Availability:   In Print   Availability explained
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Methods for Estimation and Inference in Modern Econometrics


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Author:   Stanislav Anatolyev ,  Nikolay Gospodinov
Publisher:   Taylor & Francis Inc
Imprint:   Chapman & Hall/CRC
Dimensions:   Width: 15.60cm , Height: 1.40cm , Length: 23.40cm
Weight:   0.600kg
ISBN:  

9781439838242


ISBN 10:   1439838240
Pages:   236
Publication Date:   07 June 2011
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Review of Conventional Econometric Methods: Standard Approaches to Estimation and Statistical Inference. Estimation of Moment Condition Models: Generalized Empirical Likelihood Estimators. Estimation of Models Defined by Conditional Moment Restrictions. Inference in Misspecified Models. Higher-Order and Alternative Asymptotics: Higher-Order Asymptotic Approximations. Asymptotics Under Drifting Parameter Sequences. Appendix: Results from Linear Algebra, Probability Theory and Statistics. Index.

Reviews

This book provides a valuable addition to the literature by compiling recently developed techniques and the mathematical theory behind such a broad range of statistical approaches. ... the book is well written, presents updated developments in the area and is an excellent guide to researchers who are interested in theoretical aspects. The contents of the book can be used for doctoral-level courses and for research purposes. It is highly recommended for libraries. Overall, the book is a valuable reference for those involved in research and advanced-level teaching in this area. -Shalabh, Journal of the Royal Statistical Society, Series A, 2012


Author Information

Stanislav Anatolyev 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 Econometrica, Econometric Theory, Journal of Business and Economic Statistics, Econometric Reviews, and other economic journals. Nikolay Gospodinov 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 Econometric Theory, Econometric Reviews, Econometrics Journal, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Econometrics, and other economic journals.

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