Logo

Analog Estimation Methods in Econometrics

Small book cover: Analog Estimation Methods in Econometrics

Analog Estimation Methods in Econometrics
by

Publisher: Chapman and Hall

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.

Home page url

Download or read it online for free here:
Download link
(multiple PDF, PS files)

Similar books

Book cover: Lectures in Quantitative EconomicsLectures in Quantitative Economics
by - 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.
(1789 views)
Book cover: Efficient Estimation With A Priori InformationEfficient Estimation With A Priori Information
by - 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.
(6624 views)
Book cover: Production Economics: A Dual Approach to Theory and ApplicationsProduction Economics: A Dual Approach to Theory and Applications
by - North-Holland
Chapters: Cost, Revenue, and Profit Functions; Symmetric Duality and Polar Production Functions; Applications of Profit Functions; General Linear Profit Function; Duality, Intermediate Inputs and Value-Added; Hick's Aggregation Theorem; etc.
(8019 views)
Book cover: Stochastic Optimal Control, and U.S. Debt CrisesStochastic Optimal Control, and U.S. Debt Crises
by - 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.
(6034 views)