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.
1. Introduction by the founding editors to the series - p. xiii 2. Preface - p. xv 3. Chapter 1: Generalized instrumental variable models, methods, and applications - p. 1 4. Chapter 2: Network data - p. 111 5. Chapter 3: Estimation of large dimensional conditional factor models in finance - p. 219 6. Chapter 4: Asymptotic analysis of statistical decision rules in econometrics - p. 283 7. Chapter 5: Microeconometrics with partial identification - p. 355 8. Chapter 6: Mismeasured and unobserved variables - p. 487 9. Subject index - p. 567
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.
1. Introduction by the founding editors to the series - p. xiii 2. Preface - p. xv 3. Chapter 1: Generalized instrumental variable models, methods, and applications - p. 1 4. Chapter 2: Network data - p. 111 5. Chapter 3: Estimation of large dimensional conditional factor models in finance - p. 219 6. Chapter 4: Asymptotic analysis of statistical decision rules in econometrics - p. 283 7. Chapter 5: Microeconometrics with partial identification - p. 355 8. Chapter 6: Mismeasured and unobserved variables - p. 487 9. Subject index - p. 567
