Handbook of Econometrics

Erscheinungsjahr 2020
ISBN: 978-0-444-63649-2
Verlag: Elsevier Science & Technology

Buch, Englisch, 592 Seiten, Format (B × H): 191 mm x 235 mm, Gewicht: 1680 g

Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries.

Zielgruppe

<p>Upper-division undergraduates, graduate students, and researchers worldwide working in econometrics.</p>

Autoren/Hrsg.

Weitere Mitwirkende

Durlauf, Steven

Heckman, James J.

Matzkin, Rosa Liliana

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

- Generalized instrumental variable models, methods, and applications

Andrew Chesher and Adam M. Rosen

- Network data

Bryan S. Graham

- Estimation of large dimensional conditional factor models in finance

Patrick Gagliardini, Elisa Ossola, and Olivier Scaillet

- Asymptotic analysis of statistical decision rules in econometrics

Keisuke Hirano and Jack R. Porter

- Microeconometrics with partial identification

Francesca Molinari

- Mismeasured and unobserved variables

Susanne M. Schennach

Über Autor(innen)

Heckman, James J.
James Heckman is Henry Schultz Professor of Economics at the University of Chicago. A Nobel laureate, he is also a winner of the John Bates Clark Medal and a two-time winner of the Dennis J. Aigner Award for Applied Econometrics frrom the "Journal of Econometrics."

Matzkin, Rosa Liliana
Rosa Matzkin is Charles E. Davidson Professor of Economics at the University of California, Los Angeles. A Fellow of the Econometric Society, she is Editor of Editor of "Quantitative Economics," the Journal of the Econometric Society.

Durlauf, Steven
Stephen Durlauf is Kenneth J. Arrow Professor of Economics, Laurents R. Christensen Professor of Economics, and Vilas Professor at the University of Wisconsin, Madison. He is a Fellow in the Econometric Society and in the American Academy of Arts and Sciences.