Analog Estimation Methods in Econometrics
by Charles F. Manski
Publisher: Chapman and Hall 1988
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.
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by Thomas J. Sargent, John Stachurski - QuantEcon
This website presents a series of lectures on quantitative economic modeling. From the table of contents: Data and Empirics; Tools and Techniques; Dynamic Programming; Multiple Agent Models; Time Series Models; Dynamic Programming Squared.
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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.
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