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The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
| Erscheinungsjahr: | 2009 |
|---|---|
| Genre: | Importe, Technik allg. |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9780195391053 |
| ISBN-10: | 0195391055 |
| Sprache: | Englisch |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Mackinnon, James G.
Davidson, Russell |
| Hersteller: | Oxford University Press |
| Verantwortliche Person für die EU: | Deutsche Bibelgesellschaft, Postfach:81 03 40, D-70567 Stuttgart, vertrieb@dbg.de |
| Maße: | 234 x 156 x 41 mm |
| Von/Mit: | James G. Mackinnon (u. a.) |
| Erscheinungsdatum: | 30.04.2009 |
| Gewicht: | 1,147 kg |
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