Methods for Estimation and Inference in Modern Econometrics

ISBN: 9781439838242 出版年：2011 页码：230 Anatolyev, Stanislav Gospodinov, Nikolay CRC Press

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 add