Semiparametric Efficiency Bounds for Microeconometric Models

Name: Semiparametric Efficiency Bounds for Microeconometric Models
SKU: 22072529
Price: 212.99 AUD
Availability: InStock

A Survey

By:

Format:

Paperback / softback

Series:

Foundations and Trends(R) in Econometrics

Show Hide Adult Content

$212.99

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $53.25 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 4-14 June using International Courier

Description

Semiparametric Efficiency Bounds for Microeconometric Models 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.

Release date Australia

December 30th, 2013

Author

Audience

Professional & Vocational

Pages

258

Series

Foundations and Trends(R) in Econometrics

Dimensions

156x234x14

ISBN-13

9781601987341

Product ID

22072529

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here