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  • Format: ePub

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.

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Produktbeschreibung
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.

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Autorenporträt
Stanislav Anatolyev is Professor at the New Economic School, Moscow. He completed his Ph.D. degree at the University of Wisconsin-Madison in 2000, and now holds a Chair of Access Industries Professor of Economics at the New Economic School. Dr. Anatolyev has published his work in Econometrica, Econometric Theory, Journal of Business and Economic Statistics, Econometric Reviews, and other economic journals.

Nikolay Gospodinov is Associate Professor of Economics at Concordia University, Montreal, and a Research Fellow of CIREQ. He completed his Ph.D. degree at Boston College in 2000. Dr. Gospodinov's previous research has appeared in Econometric Theory, Econometric Reviews, Econometrics Journal, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial Econometrics, and other economic journals.