計量経済学ハンドブック（第７巻） Handbook of Econometrics (Handbooks in Economics)

Durlauf, Steven (EDT)/ Hansen, Lars Peter (EDT)/ Heckman, James J. (EDT)

North-Holland（2020/11発売）

• 製本 Hardcover:ハードカバー版／ページ数 592 p.
• 言語 ENG
• 商品コード 9780444636492
• DDC分類 330.015195

Full Description

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.

Contents

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