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Viac informácií o knihe Semiparametric Efficiency Bounds for Microeconometric Models

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Anotácia knihy

Semiparametric Efficiency Bounds for Microeconometric Models: A Survey offers a partial review of the vast literature in econometrics and statistics on calculating semiparametric efficiency bounds for a large class of models used in applied economics research. The main role of the efficiency bound is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be asymptotically efficient. These bounds are also useful for understanding how the features of a given model affect the accuracy of parameter estimation. This monograph will help researchers learn more about efficiency bounds, their calculation, and their usefulness in semiparametric estimation, in an accessible manner.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Semiparametric Efficiency Bounds for Microeconometric Models
• Podnázov: A Survey
• Autor: Thomas A. Severini, Gautam Tripathi
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 258
• EAN: 9781601987341
• ISBN: 160198734X
• ID: 04834987
• Nakladateľ: now publishers Inc
• Hmotnosť: 392 g
• Rozmery: 234 × 156 × 14 mm
• Dátum vydania: 30. December 2013

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