ABSTRACT

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

part I|2 pages

Review of Conventional Econometric Methods

part II|2 pages

Estimation of Moment Condition Models

part III|2 pages

Higher-Order and Alternative Asymptotics