Methods for Estimation and Inference in Modern Econometrics

Table of contents

1. Front Cover
2. Dedication
3. Contents
4. Preface
5. Notation and Abbreviations
6. I. Review of Conventional Econometric Methods
   1. 1. Standard Approaches to Estimation and Statistical Inference (1/8)
   2. 1. Standard Approaches to Estimation and Statistical Inference (2/8)
   3. 1. Standard Approaches to Estimation and Statistical Inference (3/8)
   4. 1. Standard Approaches to Estimation and Statistical Inference (4/8)
   5. 1. Standard Approaches to Estimation and Statistical Inference (5/8)
   6. 1. Standard Approaches to Estimation and Statistical Inference (6/8)
   7. 1. Standard Approaches to Estimation and Statistical Inference (7/8)
   8. 1. Standard Approaches to Estimation and Statistical Inference (8/8)
7. II. Estimation of Moment Condition Models
   1. 2. Generalized Empirical Likelihood Estimators (1/6)
   2. 2. Generalized Empirical Likelihood Estimators (2/6)
   3. 2. Generalized Empirical Likelihood Estimators (3/6)
   4. 2. Generalized Empirical Likelihood Estimators (4/6)
   5. 2. Generalized Empirical Likelihood Estimators (5/6)
   6. 2. Generalized Empirical Likelihood Estimators (6/6)
   7. 3. Estimation of Models Defined by Conditional Moment Restrictions (1/5)
   8. 3. Estimation of Models Defined by Conditional Moment Restrictions (2/5)
   9. 3. Estimation of Models Defined by Conditional Moment Restrictions (3/5)
   10. 3. Estimation of Models Defined by Conditional Moment Restrictions (4/5)
   11. 3. Estimation of Models Defined by Conditional Moment Restrictions (5/5)
   12. 4. Inference in Misspecified Models (1/6)
   13. 4. Inference in Misspecified Models (2/6)
   14. 4. Inference in Misspecified Models (3/6)
   15. 4. Inference in Misspecified Models (4/6)
   16. 4. Inference in Misspecified Models (5/6)
   17. 4. Inference in Misspecified Models (6/6)
8. III. Higher-Order and Alternative Asymptotics
   1. 5. Higher-Order Asymptotic Approximations (1/7)
   2. 5. Higher-Order Asymptotic Approximations (2/7)
   3. 5. Higher-Order Asymptotic Approximations (3/7)
   4. 5. Higher-Order Asymptotic Approximations (4/7)
   5. 5. Higher-Order Asymptotic Approximations (5/7)
   6. 5. Higher-Order Asymptotic Approximations (6/7)
   7. 5. Higher-Order Asymptotic Approximations (7/7)
   8. 6. Asymptotics Under Drifting Parameter Sequences (1/8)
   9. 6. Asymptotics Under Drifting Parameter Sequences (2/8)
   10. 6. Asymptotics Under Drifting Parameter Sequences (3/8)
   11. 6. Asymptotics Under Drifting Parameter Sequences (4/8)
   12. 6. Asymptotics Under Drifting Parameter Sequences (5/8)
   13. 6. Asymptotics Under Drifting Parameter Sequences (6/8)
   14. 6. Asymptotics Under Drifting Parameter Sequences (7/8)
   15. 6. Asymptotics Under Drifting Parameter Sequences (8/8)
9. IV: Appendix
   1. A. Results from Linear Algebra, Probability Theory and Statistics (1/4)
   2. A. Results from Linear Algebra, Probability Theory and Statistics (2/4)
   3. A. Results from Linear Algebra, Probability Theory and Statistics (3/4)
   4. A. Results from Linear Algebra, Probability Theory and Statistics (4/4)