Analog Estimation Methods in Econometrics
by Charles F. Manski
Publisher: Chapman and Hall 1988
Description:
This book presents familiar elements of estimation theory from an analog perspective. It discusses recent developments in the theory of analog estimation and presents new results that offer flexibility in empirical research. The book seeks to raise questions and to stimulate further research.
Download or read it online for free here:
Download link
(multiple PDF, PS files)
Similar books
Statistical Inference in Dynamic Economic Modelsby Tjalling C. Koopmans - John Wiley & Sons
Quantitative economic study has a threefold basis: it is necessary to formulate economic hypotheses, to collect appropriate data, and to confront hypotheses with data. The latter task, statistical inference in economics, is discussed in this book.
(9680 views)
The Computation of Economic Equilibriaby Herbert Scarf - Yale University Press
Contents: Problem of Computing Equilibrium Prices; Determination of an Approximate Fixed Point of Continuous Mapping; Numerical Applications of Brouwer's Theorem; An Extension of the Algorithm; Computation of Equilibria in a General Walrasian Model.
(9583 views)
Efficient Estimation With A Priori Informationby Thomas J. Rothenberg - Yale University Press
This book presents an attempt at unifying certain aspects of econometric theory by embedding them in a more general statistical framework. The unifying feature is the use of a priori information and the basic tool is the Cramer-Rao inequality.
(9810 views)
US Financial Debt Crisis: A Stochastic Optimal Control Approachby Jerome Stein - Springer
Stochastic Optimal Control (SOC) is very helpful in understanding and predicting debt crises. The mathematical analysis is applied empirically to the financial debt crisis of 2008, the crises of the 1980s and the European debt crisis.
(9640 views)