Methods for Estimation and Inference in Modern Econometrics - 9780367382667

CRC Press

Methods for Estimation and Inference in Modern EconometricsAuthor(s): Stanislav Anatolyev, Nikolay Gospodinov\nFormat: Paperback\nPublisher: Taylor & Francis Ltd, United Kingdom\nImprint: Chapman & Hall/CRC\nISBN-13: 9780367382667, 978-0367382667\nSynopsis\nMethods 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. \n\nTopics covered include:\n\nWell-established nonparametric .