Analog Estimation Methods in Econometrics

Analog Estimation Methods in Econometrics

Author: Charles F. Manski

Publisher: Chapman and Hall/CRC

Published: 1988-06-15

Total Pages: 186

ISBN-13:

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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

Methods for Estimation and Inference in Modern Econometrics

Author: Stanislav Anatolyev

Publisher: CRC Press

Published: 2011-06-07

Total Pages: 230

ISBN-13: 1439838267

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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

A Guide to Econometrics

Author: Peter Kennedy

Publisher: MIT Press

Published: 2003

Total Pages: 644

ISBN-13: 9780262611831

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A popular, intuitively based overview of econometrics.


Handbook of Econometrics

Handbook of Econometrics

Author:

Publisher: Elsevier

Published: 2020-11-25

Total Pages: 594

ISBN-13: 0444636544

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Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist


Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models

Author: Myoung-jae Lee

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 285

ISBN-13: 1475725507

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In this book the author surveys new techniques in econometrics which may be used to analyse semiparametric models. As well as covering topics such as instrumental variable estimation, nonparametric density and regression function estimation and semiparametric limited dependent variable models, the book provides details of how these methods may be implemented using software.


Microeconometrics

Microeconometrics

Author: Steven Durlauf

Publisher: Springer

Published: 2016-06-07

Total Pages: 365

ISBN-13: 0230280811

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Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.


Microeconometrics

Microeconometrics

Author: A. Colin Cameron

Publisher: Cambridge University Press

Published: 2005-05-09

Total Pages: 1058

ISBN-13: 1139444867

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This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.