3/23/00 cfmanski@northwestern.edu
Analog Estimation Methods in Econometrics

by
Charles F. Manski
Chapman and Hall, 1988

Description Contents Downloading & Printing Permissions

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 theory of analog estimation is far from complete. Analog Estimation Methods in Econometrics seeks to raise questions and to stimulate further research.

The first part of the book introduces basic concepts. The second part examines the very large class estimation problems that can be stated in terms of moment restrictions on a population distribution. These include classical moment problems, various prediction problems, and problems defined by moment restrictions on unobserved variables. The third part covers estimation problems defined by general restrictions on a population distribution.


Contents

Front Material

[PDF] 0.5MB [ps.Z] 1.65MB
  • Preface
  • Table of Contents
  • Introduction
 
Part I: ESTIMATION BY THE ANALOGY PRINCIPLE
  1. The analogy principle
[PDF] 0.39MB [ps.Z] 1.34MB
  1. Varieties of estimation problems
[PDF] 0.57MB [ps.Z] 1.98MB
  1. Regressions
[PDF] 0.72MB [ps.Z] 2.54MB
 
Part II: MOMENT PROBLEMS
  1. Conditional prediction problems
[PDF] 0.51MB [ps.Z] 1.76MB
  1. Conditional likelihood problems
[PDF] 0.28MB [ps.Z] 0.99MB
  1. Moment problems implied by econometric models
[PDF] 0.52MB [ps.Z] 1.81MB
 
Part III. ASYMPTOTIC THEORY FOR METHOD OF MOMENTS ESTIMATION
  1. Consistency
[PDF] 0.79MB [ps.Z] 2.79MB
  1. Limiting distributions in differentiable problems
[PDF] 0.81MB [ps.Z] 2.87MB
  1. More on limiting distributions
[PDF] 0.57MB [ps.Z] 1.97MB
References and Index [PDF] 0.33MB [ps.Z] 1.08MB
Whole Book (Zip archives) [PDF] 5.48MB [ps.Z] 17.3MB
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Permissions

Commercial use is prohibited. Permission is granted to individuals who wish to copy this book, in whole or in part, for academic instructional and research purposes.

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